Power-reverse dual-currency notes proved a bonanza for dealers when markets were tame, but risk-managing the product has become a drain on resources and cash in recent years. As a result, some firms have...
A new trade repository for interest rate derivatives operated by Swedish technology company TriOptima is due to send its first reports to regulators around the world today, dealers have told Risk. After...
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Interest rates articles
With the direction of markets uncertain and no consensus on the future of interest rates, inflation and a multitude of other financial indicators, Structured Products talked to professionals in Asia, the US and Europe about their views on what 2010 may...
Senior analysts at Axa Investment Managers fear the global economic recovery will taper off from the second half of 2010. “2010 will be a year of two halves,” says Sebastian Paris-Horvitz, chief investment strategist at Axa. “There will be a strong...
London-based clearer LCH.Clearnet has extended its SwapClear platform to give buy-side market participants access to central clearing for interest rate swaps. SwapClear is already widely used by banks to clear interest rate swaps across 14 major currencies,...
This month we focus on Europe and Japan. There are notable differences and similarities between the monthly performance of the regions’ respective benchmark indexes – the Nikkei 225 and the EuroStoxx 50 – over the past five years. Both peak around...
The flow of information in financial markets on future liquidity risk generates the rise and fall of demand for default-free bonds. Here, Dorje Brody and Robyn Friedman present an approach to pricing these bonds and the associated derivatives, based on...
Société Générale has launched a new range of products in the US targeted at investors concerned about the potential increase in interest rates, after they were pushed to new lows by central banks last year. It has created a suite of bond indexes...
All banks have struggled over the past year, but BNP Paribas has been less troubled than most. Indeed, the French bank looks set to emerge from the financial crisis in a far more dominant position relative to its peers than when it entered. With a...
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
USA, 5th Jun 2013
UK, 12th Jun 2013
Brazil, 12th Jun 2013
Brazil, 12th Jun 2013
UK, 3rd Jul 2013
Canada, 21st - 16th Oct 2013
UK, 22nd - 23rd May 2013
USA, 29th - 30th May 2013
UK, 5th - 6th Jun 2013
Canada, 10th - 14th Jun 2013
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