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This week on CFTC Talks, we dive into research on the $544 trillion interest rate swaps market. Is it really this big or is there a better metric for size and risk? How to construct a new index and what will it tell us? Can you extend the framework to other markets like FX and credit?
By CFTC Market Intelligence BranchThis week on CFTC Talks, we dive into research on the $544 trillion interest rate swaps market. Is it really this big or is there a better metric for size and risk? How to construct a new index and what will it tell us? Can you extend the framework to other markets like FX and credit?