Interest rate markets
Profile: Citadel's Hamill on the fight for swaps market share
New entrant is making prices - and hedging - electronically
Goodbye Sonia flat: banks rethink swaps with bond collateral
Higher discount rate can cut payouts to in-the-money clients by millions
Interest rate derivatives house of the year: Deutsche Bank
Risk Awards 2015: German bank managed to marry efficiency with high margins
Short-rate joint-measure models
A joint-measure model combining Q-measure and P-measure
CME swaptions clearing ready for November launch
Service is waiting for CFTC approval; dealers say they will approach with caution
Forward-starting swap volumes fail to surge, says Isda
Data shows users are not flocking to the product to avoid Sefs
OIS rate change easy to absorb, says Isda's O'Connor
Moving reference rate from Fed funds to GC repo rate to pose few problems
Taiwan fixing could fragment offshore renminbi liquidity
CNT fixing will be a boon for Taiwan’s derivatives market
Central banks ready to break swap market's Libor habit
Powell says Fed will "make sure" move happens in coordinated fashion
Powell says Fed will ‘make sure’ swap market can ditch Libor
Central bank will coordinate switch to new risk-free benchmark
FSB says swaps users to be pushed away from Libor
Market may not give up liquid benchmark of its own accord, regulators accept
KRX adds 16 foreign branches for mandated won IRS clearing
KRX set to receive no-action relief from the CFTC later today
India relaxes interest rate derivatives limits for insurers
Insurers now able to hedge out interest rate risk beyond one year
Swap futures no threat to brokers – Icap Sef chief
Paulhac says CME swap future is being pushed as a margin-light product for clients
Investors poised as banks weigh fixed-income spin-offs
Ultra-high-net-worth investors ready to sink $300 million into market-making revolution
Credit goes to forward rate spreads
Term structure of interest rates explained with a credit model
Tower Research Capital: a high-speed shake-up for Credit Suisse’s rates business
Credit Suisse will get access to “world-class” technology in joint venture
SwapClear dealers cede control as CCP seeks Emir approval
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
Pension funds weary of interest rates high-wire act
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
Rising interest rates pose challenge for Asia insurers
ALM benefits potentially outweighed by rise in lapses
Benchmarking European repo markets
Sponsored forum: Stoxx
China rate liberalisation to spur onshore IRS market
Interested parties
Third time lucky for India's interest rate futures market, traders hope
Launch of exchange-traded interest rate futures offers hedging alternatives
Interest rate derivatives house of the year: Goldman Sachs
Interest rate derivatives house of the year: Goldman Sachs