This content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. Numerix CrossAsset’s cutting-edge multi-curve framework, which provides ...

I received a note yesterday from the CEO of a well-known lender. “Rob, I love it when our competitors, who are losing money, wait weeks or months, after making the decision, to actually have a RIF or ...

LIBOR set interest rates for trillions of dollars in loans for over 30 years. Banks manipulated the rate because it relied on estimates rather than real transactions. A new system called SOFR replaced ...

Swap spreads are mixed with the curve, after steadily steepening for two straight session, flipped flatter despite lower Libor settings, with the exception of the 1-month rate and tighter FRA/OIS ...

Bear, Stearns & Co. managing director Nat Singer said he sometimes feels like Bill Murray in Groundhog Day. That s because Singer, one of many interest-rate swap ...

We’re a couple months into the North Atlantic hurricane season which lasts to November 30. It has been 12 years since the US was struck by a major hurricane (Category 3 or higher), but that doesn’t ...

LONDON, Oct 24 (IFR) - CurveGlobal, the London Stock Exchange Group's fixed income derivatives platform, plans to launch futures contracts referencing the Sterling Overnight Index Average, a Bank of ...

In a letter to shareholders, TPG Specialty Lending (NYSE:TSLX-10.4%) Chairman and CEO Joshua Easterly writes, "In today’s environment, where LIBOR has dropped below our average LIBOR floor, we would ...

NEW YORK--(BUSINESS WIRE)--Kroll Bond Rating Agency (KBRA) releases research on the commercial real estate (CRE) securitization industry ahead of the switchover to the Secured Overnight Finance Rate ...

Nov 11 (IFR) - Macquarie Leasing priced its latest, USD500m, 144a auto loans ABS transaction in New York overnight in a deal arranged by joint lead managers JP Morgan, Macquarie Capital (SA) and RBS.

The latest candidate to replace Libor is the $20 trillion U.S. Treasury market. Tradeweb Markets Inc. and Intercontinental Exchange Inc. are offering up an alternative in the form of a daily Treasury ...