E-trading ‘outpaced’ voice for some traders in liquidity crisis
The market has evolved valuable alternatives to traditional dealer liquidity. Electronic trading was tested in the March 2020 sell-off, and it held up well. But, most ...
Derivatives : Migrating benchmarks : Dan Barnes
LIBOR: WHEN TO JUMP ON THE SOFR The transition from the London Interbank Offered Rate (LIBOR) to overnight indexed swap rates is moving, but when should the buy-side ...
Rates: The risk of weighting sovereign debt
By David Wigan.