All swaps articles
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NewsIreland’s Pensions Authority launches trustee guidance on liquidity risk
The Authority’s guide highlights LDI, leveraged LDI, sale and repurchase agreements, swaps, currency hedging and inflation hedging as strategies to look out for
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Opinion PiecesViewpoint: Swap spreads at stress levels
Asset swap (ASW) spreads are currently trading at historically high levels as volatility in rates markets has remained high. We believe there is an opportunity for continental European pension funds to enter into Euribor receiver swaps and sell Bunds in their matching portfolio. Indeed, we expect that the peak in ...
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News
Pension funds to benefit from ‘exceptionally high’ swap spread
Pension schemes are advised to take the opportunity to change ‘expensive’ government bonds for cheaper swaps
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Dutch pension funds undisturbed by rising inflation
Some pension funds have shown increased interest in inflation-linked bonds to hedge against inflation risk
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NewsPension funds rush to move UK derivatives contracts to EU
European pension funds will be allowed to continue using London-based clearing houses until at least June 2022
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NewsDutch pension funds receive billions as additional collateral
Pension funds can use part of it to rebalance their investment portfolios
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PGGM calls for pension funds to be given liquidity access via ECB loans
ECB said to have agreed to discussions about the matter
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UK and US agree post-Brexit derivatives clearing pact
Senior figures on both sides of the Atlantic have agreed to extend existing oversight powers to cover the UK when it quits the EU next month
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Brexit: Derivatives trade exodus ‘to start with currency contracts’
Asset manager expects derivatives trade through London only to remain unchanged if Brexit is cancelled
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Pension funds ‘should begin derivatives clearing now’ to save costs
Looming EMIR rulebook could ramp financing costs up by 10 times current level, according to OpenGamma
