Canadian Representation Letter

Allows market participants to provide counterparties with information needed to assess how Canadian reporting requirements may apply to them. (please see revised version posted April 23rd, 2014)

The CPI Quandary

The recent US government shutdown didn’t just create weeks of political drama – it also left inflation-linked swaps dealers with a major headache: how should they determine an initial value for new trades given the US Bureau of Labor Statistics...