Markets
Transitioning away from Libor is the biggest change to financial operations that many firms have ever undertaken. In the coming months, all Libor-based exposures will need to transition to risk-free interest rates such as SOFR or Sonia. While five US dollar Libor fixings will remain in place until June 2023, regulators insist that no new Libor risk should be traded after the end of 2021. The implications for products with floating rates beyond the Libor phase-out are huge. Risk.net is one of the most visited sites for up-to-the-minute information and analysis on the Libor transition.
This section features predominantly third-party content. Read more about our policy on this content here.
The future of quantitative investment
Discussion on the increasing appeal of QIS, latest trends and use cases in the Apac region
Repo on Execute: unlocking liquidity with innovations in market structure
Execute is driving the digital transformation of the repo market, creating a new standard for the industry
The future of fixed income
Apac investors’ use of fixed income products, the fast-track evolution of the UBS fixed income proposition and the innovations likely to be seen by 2030
The Term €STR transition: challenges and market readiness
The progress, challenges and factors shaping the adoption of Term €STR as financial institutions transition from Euribor
J.P. Morgan Inverse VIX Futures ETN: a more intuitive approach to risk
J.P. Morgan’s new inverse Vix futures ETN, designed for a more stable risk profile
Yen rise spurs Japanese rates market surge
Traders are moving on an expectation of increased yen volatility in 2025
Charting volatility: strategic insights on Apac monetary policy divergence and market dynamics
Key drivers of market fluctuations, the impact of currency and interest rate differentials, and technology-driven strategies for risk mitigation in portfolio management
Portfolio trading vs RFQ: understanding transaction costs in US investment-grade bonds
How factors such as order size, liquidity profiles and associated costs determine whether a portfolio trade or RFQ list trade is the optimal choice
From faxes to fintech: reflecting on more than 20 years of industry evolution
Financial markets have evolved from manual processes to streamlined, technology-driven workflows. This article covers this transformation and the collaborative innovations reshaping post-trade operations
FX options: rising activity puts post-trade in focus
A surge in electronic FX options trading is among the factors fuelling demand for efficiencies across the entire trade lifecycle
Pricing and reference data in the cloud: fuelling opportunity today
A cloud-based security master can transform data management, analytics, automation and innovation across the enterprise
Pre- and post-trade TCA: why does it matter?
CP+ powers TCA to deliver real-time insights and improve trade performance in complex markets
Driving effective transaction cost analysis
How institutional investors can optimise their execution strategies through TCA, and the key role accurate benchmarks play in driving more effective TCA
Yield curve chronicles: mastering fixed income in volatile markets
A series of four podcasts that examines fixed income investment strategies against a backdrop of economic uncertainty, potential rate cuts and market volatility
Revolutionising financial data with large language models
With the integration of LLMs, LSEG is reshaping data analytics, utilisation and management
Recent volatility highlights tech’s vital role in fixed income pricing
MarketAxess’ Julien Alexandre discusses how cutting-edge technology is transforming pricing and execution in the fixed income market amid periodic bouts of volatility
Trends, challenges and opportunities in fixed income trading
Is 2024 the year of the bond?
CP+ unveiled: accurate, real-time pricing for global credit and rates markets
Bond markets lack transparency, making it difficult for investors to value bonds and compare prices. This can lead to overpaying or missed opportunities. CP+, a real-time pricing tool for bonds, addressees these challenges by offering data on more than…
Fed strengthens stress tests with focus on counterparty defaults
The Fed's 2024 stress test examines how banks handle complex risks, such as WWR and jumps at default. Dmitry Pugachevsky, head of research at Quantifi, discusses how the integration of these factors into XVA calculations provides a more comprehensive…
Turbocharging tech for next-level risk analytics
As regulatory demands and market conditions constantly change, investing in robust risk analytics is becoming not only a business necessity, but an essential compliance requirement
Zero-day options: unique market dynamics and risk considerations
In a recent Risk.net webinar, experts discussed the growth and usage of 0DTE options, challenges in modelling their prices and risks, practical risk management issues and whether they pose systemic risks to the market
Conquering new heights in regulatory reporting: innovations in regulatory compliance
In this dynamic environment, financial institutions that can integrate technology innovations such as artificial intelligence into their strategies are poised to revolutionise compliance processes, streamline operations, and enhance risk management
Derivatives funding: smart solutions for a complex environment
Eurex’s cleared repo and GC Pooling offerings are helping market participants overcome challenges in the funding, financing and collateral markets
Japan’s interest rate derivatives trading and clearing on the rise
Japan Exchange Group and OpenGamma chart Japan’s journey towards a flourishing derivatives trading and clearing ecosystem