Replicating hedge funds

Cover story

asiarisk-jul07-coverstory-gif

The interest rate yield curves in Asia's major economies have flattened in the past two years - indeed, some have inverted at the front end. This means many of the traditional fixed-income structured products, such as range accruals and constant maturity swap (CMS) steepeners, are out of favour. Such trading strategies are known as 'directional plays', and current market conditions - where central bankers are typically tightening monetary policy, notably in popular markets such as South Korea -

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net 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