The ISDA fallbacks ensure a safety net if an IBOR becomes unavailable while firms have exposures.
BSBY includes a systemic credit spread and term structure.
The USD credit spread adjustment uses data on commercial paper, certificates of deposit and corporate bonds.
Capitolis’ real-time platform can identify optimization opportunities and free up capital.
Risk management can be performed on a single multi-asset cloud-based platform.
The firm provides an optimisation engine providing advanced compression and risk rebalancing services
The new company will include trade processing and risk mitigation operations.
The service helps the transition from JPY LIBOR to TONA.
Open interest in SONIA futures has grown three fold this year.