Perspectives - Francis Repka

10-year anniversary

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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 simila

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