Negative rates may trigger derivative ‘enhancements’ - report

22nd December, 2020

Wendy Lisney
New York SkylineGIG

Derivative trade capture and pricing models may need significant enhancements to account for negative payments, says trade body

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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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