Pricing FX Swaps in the post LIBOR world

July 2022 in Expert Opinions

By Marco Kuper, CPO at DIGITEC, which is a specialist provider of FX Swaps technology and data. It has over 40 bank clients globally, including more than 50% of the top 50 FX trading firms.

The adoption of Risk Free Rates (RFRs) has impacted FX Swaps pricing and driven demand for more flexible, robust and…

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