Header and navigation menu

Page content

Reports Archive

Search mode by tags

List of Report
Title Author/Affiliation Year of Publication
SwapsInfo Third Quarter of 2023 and Year-toSeptember 30, 2023 Review ISDA 2023
Inflation expectations and interest rate swap returns Macrosynergy Research 2022
New survey on Derivatives market liquidity and COVID-19 ISDA 2020
Benchmark interest rates when the government is risky Patrick Augustin, Mikhail Chernov, Lukas Schmid, Dongho Song - McGill University, UCLA, Duke University, Johns Hopkins University 2020
Understanding Interest rate swaps PIMCO 2019
New material on SANEM December 2017 Workshop on Introduction to Interest Rate Markets Tanweer Akram - Thrivent Financial 2018
The relationship between CDS and bond spreads Daniel Berman - JP Morgan 2017

1-7 of 7 elements