Interest rate derivatives house of the year - JPMorgan

Asia Risk Awards 2006

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Choosing Asia Risk's 2006 interest rate derivatives house of the year was by far the toughest decision for the editorial panel this year, given the market environment. The zero interest rate policy adopted by Japan has come to an end, fuelling a demand for hedging yen liabilities back to local currencies. The flat US yield curve led to a proliferation of highly complex curve-steepening trades in the form of constant-maturity swap (CMS) spread structures. The aim is to generate sufficient

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