Is LIBOR replacement about a number or about a marketplace? The number LIBOR should never have become so important. Corporate financing is crippled without a healthy corporate debt yield curve. Here ...
Discover how swap curves compare to yield curves, their significance in financial markets, and how to use them for assessing ...
The late U.S. economist Thorstein Veblen once said that necessity is the mother of invention. Perhaps if he had been a municipal analyst, he would have said that a flat yield curve is the father of ...
Marco Bianchetti, a senior quantitative analyst in market risk management at Intesa Sanpaolo Bank, has a very intriguing piece out in this month’s Risk Magazine. It’s highly technical, but the main ...
This content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. Numerix CrossAsset’s cutting-edge multi-curve framework, which provides ...
NEW YORK (Reuters) - Lenders are guarding against low interest rates in the US and negative rates in Europe and Asia by introducing zero Libor limits to investment-grade loans for their clients. With ...
Swap spreads are mixed with the curve, after steadily steepening for two straight session, flipped flatter despite lower Libor settings, with the exception of the 1-month rate and tighter FRA/OIS ...
LONDON, Oct 24 (IFR) - CurveGlobal, the London Stock Exchange Group's fixed income derivatives platform, plans to launch futures contracts referencing the Sterling Overnight Index Average, a Bank of ...
The late U.S. economist Thorstein Veblen once said that necessity is the mother of invention. Perhaps if he had been a municipal analyst, he would have said that a flat yield curve is the father of ...
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