Oct. 24 (Bloomberg) -- A gauge of banks' reluctance to lend widened to the most since July 2009, a sign that market tensions are increasing as Europe's leaders work on a plan to bolster their nations' ...
“Libor works as a reference rate because it represents where banks borrow,” says Peng, who prefers a return to the pre-Libor reference rate of three-month Treasury bills in the US. “My view is that ...
NEW YORK--(BUSINESS WIRE)--Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives valuations and risk management, released in its latest version of Numerix CrossAsset ...
The sterling interest-rate derivatives market has been bustling as investors seek to hedge against the possibility of central bank surprises. This comes amid a lengthy and complex transition away from ...