TriOptima interest rate swaps tear-ups cut risk

Stockholm-based technology company TriOptima's portfolio compression service triReduce eliminated $3.27 trillion of notional outstanding US dollar interest rate swaps in February.

The latest compression cycle, carried out on portfolios of 20 derivatives dealers, represents the largest tear-up of interest rate swaps by the company. In 2008, TriOptima carried out 30 interest rate swap compression cycles.

"Last year, dealers eliminated $13.6 trillion in notional interest rate swaps across 19 curren

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