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Redit Sensitive Rates News Today : Breaking News, Live Updates & Top Stories | Vimarsana

Comerica takes $91m hit on BSBY discontinuation

Bank forced to re-designate $7bn of receive-fixed swaps as SOFR-referencing hedges

Federal reserveBloomberg indexesInternational organization of securities commissions ioscoNited states usNorth americaInterest ratesRedit sensitive ratesHedge accountingInterest rate derivativesNterest rate swapsInterest rate riskFair value accountingDerivatives pricingIsk quantum

Euro AXI rate proposed as Euribor fallback

New study lays groundwork for euro version of across-the-curve credit spread index

United kingdomSusanna saroyanOxford universityStanford university darrellRama contStanford universityDarrell duffieEuro short term rate strInterest rate derivativesNterest rate swapsCorporate loansRisk free rates rfrsRedit sensitive rates

FRA-OIS demise leaves hole in bank treasury risk management

Banks now face ‘greater downside’ to widening credit spreads

United statesNew yorkUkraine generalGary genslerIsaac wheelerRichard sandorMark cabanaAmerica cabanaDeposit insurance corporationExchange commissionFederal reserveSilicon valley bankInternational settlementsCredit suisseBloomberg short term bank yield indexDeutsche bank

AFX passes to new owners as ADV tops $1 billion

Private equity firm 7Ridge plans to expand the range of hedging tools linked to the Ameribor index

Richard sandorFor richard sandorRedit sensitive ratesInterest rate derivatives

Libor/SOFR basis akin to free money for early movers – GS trader

Sharp narrowing of basis swaps below fallback spreads has failed to open transition floodgates

International swapsDerivatives associationGoldman sachsInternational swaps and derivatives association isdaNited states usRedit sensitive ratesInterest rate derivativesBasis swaps

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