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When we talk of IR #Interest #Rate #Risks we must understand the markets in which this product operates, and the fundamental pricing, trading, and hedging dynamics of this financial #derivative asset class.
Banks normally use IR Derivatives and Structured Products for on and/or off-balance-sheet ALM Asset Liability Management and Immunization, Bond Risk Hedging, NII Risk Hedging, Arbitrage Opportunity Exploration using the treasury based fixed income desks, Rate Speculation, etc.
Of course, we have other financial market participants such as Pension Funds, Hedge Funds, Insurance Companies, and several other specialized asset management firms, that have strategies and asset allocation models, which use IR derivative for both Macro and Micro-hedging.
Read 26 tweets
Where are you in your IBOR Transition plans?

Our latest piece to help Fund Managers familiarize themselves with the transition away from IBOR and ISDA’s Fallbacks Protocol.

hedgelegal.com/isda-ibor-fall…
Key Highlights:

1. The financial world is moving on from IBOR - expected end date is end of 2021.

2. ISDA has announced its market-wide approach to the transition, which will be implemented via the (1) ISDA Fallbacks Supplement and (2) ISDA Fallbacks Protocol.
3. The ISDA Fallbacks Supplement applies and covers all transactions entered into after January 25th, 2021 that reference the 2006 ISDA Definitions.

4. The ISDA Fallbacks Protocol, effective January 25th, 2021 is a means for users of derivatives to amend agreements across all...
Read 5 tweets

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