Risk.net explores three themes in secured overnight financing rate (SOFR) non-linear derivatives discussed by experts in a webinar sponsored by Numerix The volatile rates market has triggered concerns ...
Six months on from Libor’s cessation, cash and derivatives markets have adapted quickly to the new multi-rate world. In the US, where selected US dollar Libor tenors will remain in place until ...
A key milestone recommended by the Working Group on Sterling Risk-Free Reference Rates (the Working Group) is to cease initiation of new GBP LIBOR-linked non-linear derivatives expiring after 2021 by ...
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