DerivSource provides industry analysis, expert Q&As and commentary articles on news and trends related to derivatives and risk management including credit risk, market risk, liquidity risk and cyber risk. Common themes covered include news and updates on products and service offerings related to derivatives risk, counterparty risk management, FRTB market risk, Basel III market risk, liquidity risk management and cybersecurity risk management.
Managing Interest Rate Risk With Inter-contract Spreads
Stelios Tselikas, head of Interest Rate Derivatives at Intercontinental Exchange (ICE) explores the management of interest rate…