The Bank of Korea and financial authorities have decided to exclude negotiable certificates of deposit (CD) rates from the ...

Tom Hayes, the former British trader jailed over the Libor interest rate scandal, has filed a $400 million lawsuit against UBS, alleging "malicious prosecution and corporate scapegoating" by his ...

As I'm interested in switching to the new OIS discounting regime, I wanted to clarify whether the curveconfig.xml in the example inputs should actually be updated (or enhanced) to reflect the ...

Tom Hayes’ legal fortunes have swung back and forth since he was first arrested by UK police 13 years ago as part of global investigations into Libor rigging. Hayes joined UBS Group AG as a yen ...

Lynn Strongin Dodds assesses the ISDA report on the impact the US, EU and UK’s changing monetary policies had on the IRD landscape. It has been a busy time for interest rate derivative (IRD) traders ...

The transition from LIBOR represented one of the most complicated changes in financial market infrastructure ever required. The pervasive use of LIBOR across all market segments made the transition ...

LIBOR once served as the foundation of global lending, affecting everything from credit cards to corporate loans. For over 30 years, these benchmark interest rates determined borrowing costs for ...

ABSTRACT: The global financial crisis of 2007-2008 caused market practitioners to reassess the way in which financial derivative contracts had been priced during the preceding thirty years. The ...

A look at some of the questions raised in the FCA’s open consultation on DTO and PTRR. The Financial Conduct Authority (FCA) has released a consultation paper on the Derivatives Trading Obligation and ...

One of the global pandemic’s most visible economic and monetary ramifications was the swift escalation of borrowing across nations to meet their domestic monetary needs. Despite prolonged economic ...