On our desk we trade many types of structured mortgage-related derivatives, right up to the risk transfer of whole loan portfolios using derivatives. Consequently, our market exposures, interests and risks are similar to those of mortgage-lending professionals. I hope the observations in this article will prove to be a useful analysis of recent movements in the sterling interest rate markets.
The past two months have seen continued turbulent times in all markets. Equity markets have tumbled aroun
The week on Risk.net, October 6-12, 2017Receive this by email
- Quantile, TriOptima face off in cleared swaps compression battle
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data