Swaps - SEK
Banks battle it out for €STR compensation
The switch from EONIA to €STR discounting threatens to create big windfalls vs losses across EUR interest rate option desks.
Danish PF giant ATP talks clearing challenges and the shi...
Danish pension fund giant ATP talks clearing challenges as it shifts from OTC and advises other European peers to put structures in place now.
EUR New issue pipe: Century bond; Stryker; World Bank gre...
News from the deal pipe includes another century bond, some verdant World Bank Scandi issues, and a looming multi-tranche from Stryker.
ECB RFR WG recommends EURIBOR fallback provisions
The ECB Working Group on Risk Free Rates today released a set of recommendations for EURIBOR fallback provisions in cash and derivative contracts.