Basis Risk News Today

Hedging of planned wind farms will make bilateral receiver swaps cheaper versus cleared, say traders

There are ways to reduce the capital charges caused by NMRFs, but they come at a price

Traders are using their own banking units as a new outlet for reducing SOFR-versus-term SOFR risk

Financing worries emerge as popular trade becomes increasingly reliant on overnight repo

Heavy reliance on contractual fallbacks leaves market facing series of post-cessation risks

Popularity of short sterling futures takes shine off Sonia’s RFR succession

Banks now face ‘greater downside’ to widening credit spreads

Fed working group resolute on interdealer trading restrictions despite looming capacity crunch

After four years of refining her skills and exercising horses in the mornings, Madison Olver is ready to make her first ride in the afternoon

In wild markets, bank is reaping rewards of sticking with its trading businesses, says macro head Lublinsky