crosscurrency Archives - Ads For Marketing Campaigns

Is stochastic cross-currency basis a better way to model IM?

Posted by Sandy FleetwoodMarketing & Developmentbasis, Better, crosscurrency, Model, stochasticPosted on August 6, 2022

Using Monte Carlo model extension for forward IM calculation avoids excessive outputs for MVA

First SOFR versus CORRA cross-currency swap hits market

Posted by John ChesnutMarketing & DevelopmentCORRA, crosscurrency, first, hits, Market, SOFR, Swap, VersusPosted on February 14, 2020

JP Morgan and National Bank of Canada extend SOFR cross-currency trading into Canadian market

Morgan Stanley, JP clear first cross-currency swap at Eurex

Posted by Deborah JonesMarketing & DevelopmentClear, crosscurrency, Eurex, first, Morgan, Stanley, SwapPosted on October 24, 2019

Two more banks onboarding; CCP hoping to extend service to clients in 2020

Eurex to launch cross-currency swap clearing ‘within weeks’

Posted by William WattMarketing & Developmentclearing, crosscurrency, Eurex, launch, Swap, weeks’, ‘withinPosted on September 12, 2019

Clearing service will target dealer-to-dealer trades before later rolling out to clients The post Eurex to launch cross-currency swap clearing …

Eurex to launch cross-currency swap clearing ‘within weeks’

Posted by Gwendolyn FlemingMarketing & Developmentclearing, crosscurrency, Eurex, launch, Swap, weeks’, ‘withinPosted on September 11, 2019

Clearing service will target dealer-to-dealer trades before later rolling out to clients