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Pricing and Market Dyn John Feeney 2/15/24 Pricing and Market Dyn John Feeney 2/15/24 ASIC’s guidance on pre-hedging February 2024 Read More
Pricing and Market Dyn John Feeney 12/5/23 Pricing and Market Dyn John Feeney 12/5/23 Summary of the FOMC and RBA rate change expectation for Q3 and Q4 2023 Read More
Strategy Ross Beaney 9/8/23 Strategy Ross Beaney 9/8/23 Pre-hedging - We know it’s a global issue… Read More
Pricing and Market Dyn John Feeney 8/11/23 Pricing and Market Dyn John Feeney 8/11/23 FOMC and RBA rate change probabilities Read More
Pricing and Market Dyn Ross Beaney 7/18/23 Pricing and Market Dyn Ross Beaney 7/18/23 Simple frameworks can be better than none… Read More
Pricing and Market Dyn John Feeney 6/21/23 Pricing and Market Dyn John Feeney 6/21/23 Return to the USD swap pricing basics in a post-LIBOR world Read More
Pricing and Market Dyn Ross Beaney 6/1/23 Pricing and Market Dyn Ross Beaney 6/1/23 Execution Costs – Mysterious or manageable? Read More
LIBOR Transition John Feeney 5/10/23 LIBOR Transition John Feeney 5/10/23 Term SOFR or not Term SOFR Read More
LIBOR Transition John Feeney 4/20/23 LIBOR Transition John Feeney 4/20/23 The Case for Wider Use of Term SOFR Read More
LIBOR Transition Ross Beaney 4/5/23 LIBOR Transition Ross Beaney 4/5/23 Bidding credit sensitivity adieu… Read More
Pricing and Market Dyn John Feeney 3/23/23 Pricing and Market Dyn John Feeney 3/23/23 The Triennial BIS Survey – USD Derivatives Read More
LIBOR Transition Ross Beaney 2/22/23 LIBOR Transition Ross Beaney 2/22/23 Term rates are crucial market infrastructure Read More
LIBOR Transition John Feeney 1/31/23 LIBOR Transition John Feeney 1/31/23 Challenges in using SOFR for all loans Read More
Strategy Ross Beaney 12/15/22 Strategy Ross Beaney 12/15/22 ESG maturing, far from settled… Read More
Pricing and Market Dyn John Feeney 9/16/22 Pricing and Market Dyn John Feeney 9/16/22 Variation and Initial Margin Collateral Management - A new challenge Read More
LIBOR Transition Ross Beaney 8/17/22 LIBOR Transition Ross Beaney 8/17/22 Why debate over credit sensitive rates won’t go away… Read More
