Interest rate derivatives house of the year - JPMorgan

Asia Risk Awards 2006


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 carry

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here