Indian debt funds reduce interest-rate hedges as rising oil prices heighten expectations for prolonged rate hikes amid market uncertainties.
Derivative Path, a leading derivatives and risk management platform for financial institutions, today announced the launch of ALM Strategy Builder, a product that gives banks and credit unions the ...
The investment seeks to hedge interest rate movements arising from rising long-term interest rates, and to benefit from market stress when fixed income volatility increases, while providing the ...
A global surge in yields is threatening to cause a disruption in the Treasury futures market — the principal tool for hedging US government bonds — as traders stand to overhaul their positions.Most ...
(Bloomberg) -- The Iran war has clouded the outlook for inflation and economic growth across the globe and, in turn, where interest rates might be heading. The uncertainty is stirring volatility in ...
OIS rates are a crucial indicator reflecting expectations for interest rate changes, and they are the principal tool for ...
Lynn Strongin Dodds assesses the ISDA report on the impact the US, EU and UK’s changing monetary policies had on the IRD landscape. It has been a busy time for interest rate derivative (IRD) traders ...
Rising Japanese bond yields have encouraged global investors and companies to increase their hedging of Japanese interest rate risk for the first time in years, banks and consultants say, ahead of ...
Traders are piling back into a popular hedge fund strategy that bets on US Treasuries outperforming interest rate swaps. The so-called swap spread widener trade — which uses derivatives to wager that ...