The steepness of interest rate yield curves for the dollar, euro and sterling has left many corporates contemplating swapping appropriate portions of their liability portfolio from fixed to floating rates.
Corporates rushed out to fund and pre-fund liabilities in 2009 as fears over liquidity risk permeated the market. At the time, the historically low fixed rates provided attractive funding opportunities. However, a sustained period of low rates has meant many corporates have negative carry betw
The week on Risk.net, October 6-12, 2017Receive this by email
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Deutsche Bank expects early 2018 decision on LCH exit
- Industry hails potential US relaxation of margin timing rules
- Leaked EU doc could shield legacy swaps from clearing grab