Progress on Global Transition to RFRs in Derivatives Markets

This paper examines the progress made on the global transition to risk-free rates (RFRs). Specifically,… Read more Progress on Global Transition to RFRs in Derivatives Markets

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Revisiting Cross-Border Fragmentation of Global OTC Derivatives: Mid-year 2014 Update

Evidence has emerged that over-the-counter derivatives markets have fragmented along geographical lines since the start... Read more Revisiting Cross-Border Fragmentation of Global OTC Derivatives: Mid-year 2014 Update

Documents (1) for Revisiting Cross-Border Fragmentation of Global OTC Derivatives: Mid-year 2014 Update

Documents (1) for A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios

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