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Canada's triparty repo launch aims to fill C$60bn void

Test trades on TMX/Clearstream platform represent “quantum leap” for creaking funding markets ....

Canadian Collateral Management Service , Td Bank , Tmx Group , S Tri Party Repo Market , Risk Free Rates Rfrs , Interest Rates ,

A change of TIIE: the knotty issue of Mexico's benchmark switch

Outlier fallback methods and narrow window to build F-TIIE derivatives liquidity make for ambitious transition plan ....

Interbank Equilibrium Interest Rate , Cme Group , Risk Free Rates Rfrs , Nterest Rate Swaps , Interest Rate Derivatives ,

SOFR switch saved GSEs over $300m, study finds

Research suggests borrowers are benefitting from a systematic ‘SOFR discount’ ....

Federal Home Loan Banks , United States Us , Risk Free Rates Rfrs ,

Why Canada may need to revisit term Corra methodology

Break from US guidance benefits dealers but some futures inputs underpinning term rate are in short supply ....

Bank Of Canada Boc , Cme Group , Risk Free Rates Rfrs , Nterest Rate Swaps , Interest Rate Derivatives , Bilateral Trade ,