Nel 2017 Interest Rate Derivatives in crescita
Pubblicato il trimestrale di ISDA a chiusura del 2017.
Questi i risultati per gli IRD.
In the full year 2017:
Average daily notional for IRD totaled $742.7 billion, while average trade size was $157.8 million. Average daily trade count was 4,487.
Cleared IRD transactions represented 87.6% of traded notional and 80.3% of trade count, compared with 84% of traded notional and 74.6% of trade count in full year 2016.
SEF-traded IRD represented 55.0% of notional and 58.9% of trade count, compared with 54.7% of notional and 53.3% of trade count in full year 2016.
Single currency xed-for- oating interest rate swaps (IRS) accounted for 65.0% of total IRD trades, but represented only 30.1% of IRD traded notional. Forward rate agreements (FRAs) and overnight indexed swaps (OIS) represented 33.3% and 24.2% of traded notional and 14.7% and 5.1% of total trade count, respectively.
IRD contracts in US dollars comprised 65.3% of traded notional and 52.4% of trade count. Euro- denominated transactions accounted for 15.3% of notional and 15.3% of trade count.
Post correlati
Mostra tuttiL’EBA ha posto in pubblica consultazione una proposta di norme tecniche per specificare gli elementi costitutivi di un’economia avanzata per il calcolo del rischio azionario secondo l’approccio standa
La Consob ha pubblicato il IX rapporto sulla corporate governance delle società quotate italiane. Il Rapporto fornisce evidenze in merito ad assetti proprietari, organi sociali, assemblee e operazioni
Pubblicato nella Gazzetta Ufficiale n. 84 del 8 aprile 2021 il Provvedimento Banca d’Italia 25 marzo 2021 in materia di disciplina della Centrale di allarme interbancaria. Il presente Provvedimento ad
