In simpler terms, banks are forced to sell Treasury securities to raise needed capital, i.e., increase their liquidity. Doing so creates a duration mismatch between their assets and liabilities.

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

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 ...

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 ...

(Bloomberg) -- Swap markets in Asia are indicating a slight increase in bets on interest-rate cuts in the region as the dollar slumps. Indian, Malaysian and Thai swaps are signaling more policy ...

MANILA, Philippines — Citi Philippines is optimistic about the development of the country’s capital market, particularly the ...

MUMBAI, April 7 (Reuters) - India's overnight indexed swap ... rate cut this week, the central bank could also change its stance or opt for a bigger reduction. OIS rates, the closest gauge of ...