No Interest in Interest-Rate Swaps?Community bankers recently answered this question in ICBA NewsWatch TodayIndependent Banker
The terms "exchange-traded" and "exchange-listed", when used with respect to swaps and security-based swaps, shall include swaps and security-based swaps that are executed on swap execution facilities and security-based swap execution facilities and cleared through regulated, central clearing ...
Currency interest rate swaps and currency forward contracts are used to offset the currency risk of non-U.S.-dollar-denominated debt securities classified as trading assets, as well as other assets and liabilities denominated in various currencies. The maturities of these instruments are generally ...
At the time of suit, Athilon's business consisted of a legacy portfolio of guarantees on credit default swap contracts written by Asset Acceptance that would continue to earn premiums until the last contracts expired in 2014 or shortly thereafter. Quadrant contended that given this situation, a ...
(January13,2012)(“RegulatoryReporting Rule”). 4 SwapDataRecordkeepingandReportingRequirements:Pre-EnactmentandTransitionSwaps,77FR35200(June 12,2012)(“HistoricalSwapReportingRule”). 2 Commission’sregulations. 5 Yourrequestextendstoswapsintheinterestrateandcreditasset classes(“ComplianceDate1Swaps”). ...
No Major Changes To Interest Rate Swaps Expected.The article reports on the view of Aite Group that new regulations are unlikely to cause large-scale changes in the interest rate swaps market.EBSCO_bspDerivatives Week
The article reports on the market performance of over-the-counter (OTC) iron ore swaps on November 5, 2010. The decline in rebar contracts on the Shanghai Futures Exchange (SHFE) is said to influence OTC iron ore swaps trading. Metal Bulletin Iron Ore Index (MBIO Index) was computed at ...
We ask whether the documented sensitivity of interest rate swap usage to the term structure is a function of managers trying to meet earnings forecasts, attempting to boost near-term results prior to raising external capital, or simply to increase their compensation. Using a very large, hand-...
Firms that swap are larger and have higher debt to equity ratio. Firms whose investments are sensitive to internal cash flows enter into swaps more than other finns. Firms that enter into swaps have higher sensitivity to interest rates and have lesser long term fixed debt. No support is found...
The authors address the roles and responsibilities ofparties involved in over-thecounter interest rate swap transactions. t the beginning of the decade, parties were exchanging interest pay-ments through over-the-counter interest rate swaps based on hypohetical- or"Polk, S. Lawrence...