Perspectives - Francis Repka

10-year anniversary


When looking at the development of fixed-income derivatives in Asia over the past 10 years, it is tempting to draw a comparison with the European markets in the early to mid-1980s. One of the key parallels is the extent to which vanilla interest rates swap have become liquid and now form the backbone of both European and Asian local currency fixed-income market activities, fuelled by the development of arbitrage activities based on government bond yield curves.

But while there are some

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