Swaps Data: the monopoly effect in clearing

+0

My Monthly Swaps Data Review for Risk Magazine was published this week. This looks at 2017 CCP Volumes for: Interest Rate Swaps, in major and minor currencies Credit Derivatives, index and single-name Non-Deliverable Forwards It shows the dominance of one global CCP in each asset class and significant share by other CCPs in a specific […]

Free access to the full article on Risk.net is via the link on the ClarusFT page.

RSS Categories: 
Share