Markets
Transitioning away from Libor is the biggest change to financial operations that many firms have ever undertaken. In the coming months, all Libor-based exposures will need to transition to risk-free interest rates such as SOFR or Sonia. While five US dollar Libor fixings will remain in place until June 2023, regulators insist that no new Libor risk should be traded after the end of 2021. The implications for products with floating rates beyond the Libor phase-out are huge. Risk.net is one of the most visited sites for up-to-the-minute information and analysis on the Libor transition.
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Charting volatility: strategic insights on Apac monetary policy divergence and market dynamics
A webinar covering key drivers of market fluctuations, the impact of currency and interest rate differentials, technology-driven strategies for risk mitigation in portfolio management, as well as innovations in asset and liability management during uncertain environments
Pricing and reference data in the cloud: fuelling opportunity today
Financial services firms are increasingly moving pricing and reference data to the cloud to streamline operations, reduce risk and enhance data access. LSEG Data & Analytics explores how a cloud-based security master can transform data management,…
Pre- and post-trade TCA: why does it matter?
How CP+ powers TCA to deliver real-time insights and improve trade performance in complex markets
Driving effective transaction cost analysis
How institutional investors can optimise their execution strategies through TCA, and the key role accurate benchmarks play in driving more effective TCA
Yield curve chronicles: mastering fixed income in volatile markets
A series of four podcasts that examines fixed income investment strategies against a backdrop of economic uncertainty, potential rate cuts and market volatility
Revolutionising financial data with large language models
With the integration of LLMs, LSEG is reshaping data analytics, utilisation and management. Powered by LSEG’s extensive data, these LLMs offer transformative applications for investment professionals
Recent volatility highlights tech’s vital role in fixed income pricing
MarketAxess’ Julien Alexandre discusses how cutting-edge technology is transforming pricing and execution in the fixed income market amid periodic bouts of volatility
Trends, challenges and opportunities in fixed income trading
Is 2024 the year of the bond?
CP+ unveiled: accurate, real-time pricing for global credit and rates markets
Bond markets lack transparency, making it difficult for investors to value bonds and compare prices. This can lead to overpaying or missed opportunities. CP+, a real-time pricing tool for bonds, addressees these challenges by offering data on more than…
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Turbocharging tech for next-level risk analytics
As regulatory demands and market conditions constantly change, investing in robust risk analytics is becoming not only a business necessity, but an essential compliance requirement
Zero-day options: unique market dynamics and risk considerations
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In this dynamic environment, financial institutions that can integrate technology innovations such as artificial intelligence into their strategies are poised to revolutionise compliance processes, streamline operations, and enhance risk management
Derivatives funding: smart solutions for a complex environment
Eurex’s cleared repo and GC Pooling offerings are helping market participants overcome challenges in the funding, financing and collateral markets
Japan’s interest rate derivatives trading and clearing on the rise
Japan Exchange Group and OpenGamma chart Japan’s journey towards a flourishing derivatives trading and clearing ecosystem
Mastering XVA dynamics from the buy side
Amid fluctuating prices and macroeconomic uncertainty, buy-side firms are taking a more proactive role in challenging the derivatives valuations of their sell-side counterparties
CVA swap: a new type of capital relief trade
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Collateral damage: the lowdown on dirty CSAs
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Strategies for effective real-time data capture and robust risk management
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Buy-side traders opt for derivatives automation in pursuit of timing and pricing precision
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New developments in XVA: bank strategy in a changing world
Derivatives valuation has grown in complexity since the the financial crisis that began in 2007–08. It now encompasses a broader range of risk factors, including credit, funding, margin and capital – all of which can affect banks’ competitiveness and…