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This paper examines the over-the-counter (OTC) interest rate derivatives (IRD) market in order to inform the design of post-trade price reporting. Our analysis uses a novel transaction-level data set to examine trading activity, the composition of market participants, levels of product...
Persistent link: https://www.econbiz.de/10010551295
Interbank fixed income claims are a rich but neglected source of information on the term structure of interest rates and interest rate expectations. The first half of this paper describes the information content of two types of over-the-counter interest rate derivatives, forward rate agreements...
Persistent link: https://www.econbiz.de/10005717246
Remarks at the Council of Society Business Economists Annual Dinner, London, United Kingdom.
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Remarks at the Third Annual Connecticut Bank and Trust Company Economic Outlook Breakfast, Hartford, Connecticut.
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Remarks at the Harvard Law School's Symposium on Building the Financial System of the 21st Century, Armonk, New York.
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Remarks at the Clearing House's Second Annual Business Meeting and Conference, New York City.
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Remarks at the 2013 OTC Derivatives Conference, Paris, France.
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Remarks at 2013 Resolution Conference: Planning for the Orderly Resolution of a Global Systemically Important Bank, Washington, D.C.
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Remarks at the 2010 Institute of International Finance Annual Membership Meeting, Washington, D.C.
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Remarks at the Reserve Bank of Australia's 50th Anniversary Symposium, Sydney, Australia.
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