UK inflation swap basis set to widen on green energy push
Hedging of planned wind farms will make bilateral receiver swaps cheaper versus cleared, say traders
Source: risk.net
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Top News In Basis Risk Today - Breaking & Trending Today
FRTB managers face hard facts about risk factors
There are ways to reduce the capital charges caused by NMRFs, but they come at a price
Source: risk.net
Swap dealers look internally to ease SOFR basis headaches
Traders are using their own banking units as a new outlet for reducing SOFR-versus-term SOFR risk
Source: risk.net
How repo roll risk could spoil US Treasury basis trade
Financing worries emerge as popular trade becomes increasingly reliant on overnight repo
Source: risk.net
Bumpy ride expected as Libor reaches end of road
Heavy reliance on contractual fallbacks leaves market facing series of post-cessation risks
Source: risk.net