Our recent article, Swaps and Basis Trades Warn Of Mounting Liquidity Problems, touched on negative interest rate swap spreads as an omen of potential liquidity problems. To stay on the topic of ...

Determining whether USD 6 Years Interest Rate Swap —or any government bond— is a good buy requires comprehensive analysis. To evaluate its potential in comparison to well-performing stocks and ETFs, ...

Prior to the financial crisis that began in 2007–08, interest rate curve building followed a relatively straightforward process. However, the financial crisis reshaped market dynamics. The once ...

Discover how reference rates like the SOFR and prime rate serve as benchmarks for setting interest rates, and explore their impact on mortgages and financial contracts.

MANILA (Reuters) - The Philippine central bank announced the launch on Monday of an interest rate swaps market anchored to a newly established benchmark rate to enhance bond market trading and ...

Enhance your knowledge of effective derivatives risk management and interest rate instruments through this interactive learning event. Led by a subject matter expert, participants will deep dive into ...

NEW YORK, June 27 (Reuters) - Ten large banks including Bank of America, Goldman Sachs and JPMorgan Chase will pay $46 million to settle a long-running antitrust lawsuit accusing them of conspiring to ...

An interest rate swap is an agreement to exchange interest payments from a financial instrument for interest payments from another financial instrument. This usually involves trading future interest ...

While the average swap rate has largely climbed every month since interest rates started to increase, they have started to reduce in recent days, suggesting that a reduction in mortgage rates could ...

Colombian swap rates have soared after President Gustavo Petro announced a 23% increase in the minimum wage, stoking bets ...

After 14 consecutive hikes, the Bank of England base rate has soared from 0.1 per cent in December 2021 to 5.25 per cent. Interest rates are big news. But though the base rate makes headlines, it only ...

Mortgage costs could rise after Rachel Reeves' Budget led to a spike in swap rates, which influence the pricing of fixed-rate mortgages. Fixed-rate mortgage pricing is largely based on Sonia swap ...