Flache Steepener

CMS-spread-optionen

Aufgrund flacher Renditekurven in den USA und Europa war die Performance von CMS-Spread-Optionsprodukten (Constant Maturity Swaps) schlecht. Folglich sitzen die Investoren nun auf Positionen mit negativer Marktwertbewertung und geminderten Zinserträgen. Einige Investmentbanken helfen ihren Kunden, indem sie eine Restrukturierung und alternative Strukturen anbieten. Aber die extrem flachen Renditekurven in den USA und Europa bereiten auch den Strukturierern Probleme, und manchen Anleger bleibt

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Stemming the tide of rising FX settlement risk

As the trading of emerging markets currencies gathers pace and broader uncertainty sweeps across financial markets, CLS is exploring alternative services designed to mitigate settlement risk for the FX market

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