SOFR swap basis could pose 'systemic risk'
Trading curbs must be loosened to prevent tripling of unhedgeable basis risk, says senior banker
Source: risk.net
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Top News In Basis Risk Today - Breaking & Trending Today
Dealers predict Swap Connect will boost China's swaps market
Banks expect strong interest from clients wishing to trade instruments onshore via new access scheme
Source: risk.net
Fortunes of VAR: dealers decry effect of war on risk models
European banks with large Russian derivatives exposures face risk of backtesting exceptions – and higher capital requirements
Source: risk.net
China stock slump hits snowball issuers
Sharp selloff in CSI 500 index threatens pain for local issuers of popular structured products
Source: risk.net
Pimco's Brazilian real deal swells its swaps portfolio
Counterparty Radar: Bond investor held an 83% market share of BRL swaps traded with mutual funds at Q3 2021
Source: risk.net