Interest rate markets
Gensler: OIS rate could be replacement for Libor
New benchmark must be based on "facts, not fiction", says CFTC chairman
trueEX: e-trading pioneer offering one-stop swap shop
In 1999, Sunil Hirani launched an electronic trading platform for credit derivatives, which sold for $625 million nine years later. Now he's back - and his new idea is an exchange for interest rate swaps. Peter Madigan reports
Undeveloped Asian capital markets continue to make hedging difficult
A lack of liquidity is still providing problems for corporates looking to hedge – even in Hong Kong
Cutting Edge introduction: SABR rattling
SABR rattling
The basis goes stochastic
The basis goes stochastic
Korea to start mandatory clearing in October 2013
Legislative hold-up means Korea OTC derivatives clearing will be delayed
Negative rates: Dealers struggle to price 0% floors
Going negative
What Libor reform will change – and what it won’t
What Libor reform will change – and what it won’t
Industry unmoved by death of minor-currency Libor
The Wheatley Review calls for an end to Libor quoting in five currencies, but the number of trades affected is small – a good thing, because the available solutions are flawed, say market participants
Dealers seek clearing exemption for new TriOptima service
TriOptima’s new risk mitigation system, triBalance, is a big hit among dealers – but it faces a regulatory death sentence
UK banks face up to SME swap misselling claims
Sales of the unexpected
How to mend the Libor process
How to mend the Libor process
Risk 25 firms of the future: Eris Exchange
The future of swaps?
Profile: Credit Suisse's de Boissard on capital efficiency, Basel III and bank strategy
The adjustment bureau
Dealers pitch loan format for swaps as CVA dodge
Banks are offering to replicate the economics of OTC swaps in loan format - avoiding new capital and clearing rules
Cutting complexity with a new standard CSA
Cutting complexity
Cutting edge introduction: exploring constant maturity asset swaps
Exploring constant maturity asset swaps
CMS: covering all bases
CMS: covering all bases
Full implications for CMS convexity
Full implications for CMS convexity
CMS: covering all bases
CMS: covering all bases
The new normal: structurers learn to live with low interest rates
The low rates challenge