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Changes in interest rates can wreck serious havoc on a business plan. One way companies limit their exposure to these fluctuations is by entering into a contract called an interest-rate swap.
This paper studies market liquidity in interest rate swaps before and during the global tightening ... Our liquidity measures are significantly related to monetary policy, market-wide fixed-income ...
A related phenomenon is gaining wide attention and, as usual, for all the wrong reasons. Just as interest rate swaps spreads were being pounded late last month Citadel’s Ken Griffin was firing ...
We will start discussing the gold lease market and then forwards and swaps to clarify ... the gold lease rate, the dollar interest rate and the forward dollar gold price are related to each ...
Interest rate swaps are used by institutions and businesses to manage cash flows and interest rate exposure. Swaps involve the exchange of cash flows between two parties, with an intermediary ...