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Derivatives : Migrating benchmarks : Dan Barnes

LIBOR: WHEN TO JUMP ON THE SOFR The transition from the London Interbank Offered Rate (LIBOR) to overnight indexed swap rates is moving, but when...

Rates: The risk of weighting sovereign debt

By David Wigan. Sweden’s sovereign move has fired a risk weight debate. David Wigan reports. One of the lessons of recent European economic history is that...