A quanto swap is a cross-currency derivative that allows interest rate exchanges in different currencies, settled in the same ...
Discover the ins and outs of fixed-for-fixed currency swaps, where parties exchange fixed interest payments across different ...
To continue reading this content, please enable JavaScript in your browser settings and refresh this page. Interest rates have been a persistent challenge for ...
NZGB-swap spreads tend to become more volatile during periods of global sovereign bond market illiquidity and moved persistently higher after the Global Financial Crisis. The increase in NZGB-swap ...
NZGB-swap spreads tend to become more volatile during periods of global sovereign bond market illiquidity and moved ...