Discover how interest rate fluctuations affect fixed-income securities and explore derivatives, swaps, and options to manage ...

The investment seeks to hedge interest rate movements arising from rising long-term interest rates, and to benefit from market stress when fixed income volatility increases, while providing the ...

The interest rate gap is calculated as interest rate-sensitive assets less interest rate-sensitive liabilities. You can use this formula to calculate it.

CIBC Asset Management’s Gino Di Censo says alternative credit can serve as a complement to a core bond portfolio ...

Lynn Strongin Dodds assesses the ISDA report on the impact the US, EU and UK’s changing monetary policies had on the IRD landscape. It has been a busy time for interest rate derivative (IRD) traders ...

These concerns arise in the context of a Treasury market that has grown dramatically. The ratio of publicly held federal debt to GDP is now about 100 percent, and given the current US fiscal stance, ...

1205 GMT – The dollar is likely to weaken if the Federal Reserve restarts interest-rate cuts next week even though the move is largely priced in, ING’s Chris Turner says in a note. Cheaper funding ...