Dollar hole

FRA-OIS demise leaves hole in bank treasury risk management

New risk-free rate in the US is backwards-looking - which is incompatible with forward rate agreements. As a result, bankers face losing a crucial weapon for hedging credit risk


Counterparty Radar

Matchmaking and benchmarking for OTC derivatives


Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info

US life insurer index options market hits $1trn mark

Counterparty Radar: Lincoln Financial emerges as top player in Q4 with $43 billion portfolio increase

Electronic trading

Quant hero

Quant Finance Master’s Guide 2023’s guide to the world’s leading quant master’s programmes


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