In simpler terms, banks are forced to sell Treasury securities to raise needed capital, i.e., increase their liquidity. Doing ...

Recent regulatory developments in the use of Chinese government bonds for collateral management and repo purposes are driving ...

Market interest rate expectations are reflected in swap rates. A swap is essentially an agreement in which two banks agree to exchange a stream of future fixed interest payments for another stream ...

The two parties swap principal and interest payments in different currencies, with the initial and final swap of principal at a pre-agreed exchange rate to eliminate currency risk. The risks of ...

Heading into year-end, equity repo rates can fluctuate significantly due to increased upside demand and reduced balance sheet ...

The Swap Agreement, which is crucial for managing interest rate risks associated with the ... allowed the Swap Counterparty to withhold collateral. This adjustment is viewed as an improvement ...