PAI discounting requires “careful analysis”

26th September, 2019

James Thursfield
euro-sign GIG

ECB working group says the discounting shift from Eonia-€STR will have a particular impact on non-linear derivatives

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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