The evolution of OTC interest rate derivatives markets
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References listed on IDEAS
- Jacob Gyntelberg & Christian Upper, 2013. "The OTC interest rate derivatives market in 2013," BIS Quarterly Review, Bank for International Settlements, December.
- Torsten Ehlers & Egemen Eren, 2016. "The changing shape of interest rate derivatives markets," BIS Quarterly Review, Bank for International Settlements, December.
- Dietrich Domanski & Leonardo Gambacorta & Cristina Picillo, 2015. "Central clearing: trends and current issues," BIS Quarterly Review, Bank for International Settlements, December.
- Sirio Aramonte & Wenqian Huang, 2019. "OTC derivatives: euro exposures rise and central clearing advances," BIS Quarterly Review, Bank for International Settlements, December.
- Bellia, Mario & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas A., 2017.
"The demand for central clearing: to clear or not to clear, that is the question,"
ESRB Working Paper Series
62, European Systemic Risk Board.
- Bellia, Mario & Girardi, Giulio & Panzica, Roberto Calogero & Pelizzon, Loriana & Peltonen, Tuomo, 2022. "The demand for central clearing: To clear or not to clear, that is the question," SAFE Working Paper Series 193, Leibniz Institute for Financial Research SAFE, revised 2022.
- Lawrence L Kreicher & Robert Neil McCauley, 2016. "Asset managers, eurodollars and unconventional monetary policy," BIS Working Papers 578, Bank for International Settlements.
- Nikhil Patel & Dora Xia, 2019. "Offshore markets drive trading of emerging market currencies," BIS Quarterly Review, Bank for International Settlements, December.
- Christian Upper, 2006. "Derivatives activity and monetary policy," BIS Quarterly Review, Bank for International Settlements, September.
- John Hull, 2014. "The changing landscape for derivatives," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 1-8.
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Cited by:
- Scheicher, Martin, 2023. "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series 24, European Systemic Risk Board.
- Philip Wooldridge, 2019. "FX and OTC derivatives markets through the lens of the Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
- Sirio Aramonte & Wenqian Huang, 2019. "OTC derivatives: euro exposures rise and central clearing advances," BIS Quarterly Review, Bank for International Settlements, December.
- Xiaoxi Liu & Jinming Xie, 2023. "Forecasting swap rate volatility with information from swaptions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 455-479, April.
- Wenqian Huang & Karamfil Todorov, 2022. "The post-Libor world: a global view from the BIS derivatives statistics," BIS Quarterly Review, Bank for International Settlements, December.
- Nikhil Patel & Dora Xia, 2019. "Offshore markets drive trading of emerging market currencies," BIS Quarterly Review, Bank for International Settlements, December.
- Vikranth Lokeshwar Dhandapani & Shashi Jain, 2024. "Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement," Papers 2402.17941, arXiv.org.
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More about this item
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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