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Podcast: Henrard on the remaining challenges for Libor transition

22 hours ago

Rates quant says swaptions fallbacks turn cash-settled vanilla products into exotics
The closer quants look, the less diversifying crypto appears

3 days ago

Analysis seems to confirm that the asset class is not an effective diversification play
Market welcomes SOR fallback consensus

4 days ago

Clarification of five-year median spread adjustment is helpful, but “no magic bullet”
JP Morgan taps Holmes to lead global rates trading

4 days ago

Management shake-up also sees Matthew Franklin-Lyons named head of North American rates trading
‘Repo by the minute’ could reshape lending – but not quite yet

4 days ago

Blockchain-based platforms from JP Morgan and Broadridge offer smart contracts that enable intraday repo

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Public Risk Management Association