The financial industry has been rapidly integrating Artificial Intelligence (AI) to enhance various aspects of its operations, including the pricing of interest rate derivative contracts. Interest ...

The over-the-counter interest rate derivatives market grew by more than US$60trn last year, according to a report published by the International Swaps and Derivatives Association. Combined OTC ...

MUMBAI, Aug 13 (Reuters) - Investment in a type of bond derivative called forward rate agreements could likely rise in India as the interest rate cycle turns and the country's largest insurer enters ...

Key rate duration measures a bond's sensitivity to shifts in interest rates at specific maturity points along the yield curve ...

Learn how the immunization investment strategy protects portfolios from interest rate changes by matching asset durations with liabilities. Discover methods and benefits.

SuperDerivatives, an online provider of option pricing, trading and risk management, is expanding its pricing capabilities on Latin American interest-rate derivatives products, a move that should help ...

The 2025 Triennial Central Bank Survey of foreign exchange and over-the-counter interest rate derivatives markets activity reveals that trading in FX markets reached $9.6 trillion per day in April of ...

There’s never been any question about BNP Paribas’ pedigree within the European interest rate market thanks to its long roster of European corporate and institutional clients, as well as its strength ...

LONDON, April 29 (Reuters) - The global interest rate derivatives market amounted to $448.7 trillion as of March 31, according to an industry-sponsored report, which was roughly line with existing ...

The interest rates business is the single-biggest revenue source in the investment banking industry. Rates revenues exceeded those of the credit business even during the credit bubble years. But now ...

Learn how convexity adjustments in bonds affect interest rates and prices using key formulas. Understand their importance in accurately predicting bond price changes.