My monthly Swaps Review looks at:
- USD Swap rates daily moves in 2019 YTD
- Highlighting the massive falls in August 2019
- Putting these into historical context all the way back to 2008
- The impact on Initial margin models
- The impact on CME-LCH-Basis and CCP Switch trades
- USD Swap volumes in August 2019
Please click here for free access to the full article on Risk.net.
