Total Cost Analysis of Interest-Rate Swaps vs. Futures - Greenwich Associates LLC

Total Cost Analysis of Interest-Rate Swaps vs. Futures

Total Cost Analysis of Interest-Rate Swaps vs. Futures - Greenwich Associates LLC
Total Cost Analysis of Interest-Rate Swaps vs. Futures
Published Mar 09, 2015
16 pages — Published Mar 09, 2015
Price US$ 2,500.00  |  Buy this Report Now

About This Report

  
Abstract:

Recent research by Greenwich Associates predicts that investors will increasingly look to futures as the most cost-efficient method of expressing their views on interest rates. Regulatory impacts, including higher margin requirements for swaps, will have a greater impact on the total cost of the trade in the coming years, as clients have less eligible collateral on hand. Furthermore, the liquidity cost gap between swaps and futures will likely widen as banks find it more difficult to make money trading cleared swaps. The research also indicates that swaps, both cleared and bilateral, will continue to have their place, and those markets will continue to be robust, albeit on a smaller scale than before the crisis. Many market participants are willing to pay up for customization that the swaps market allows, and the research shows that the cost differentials will still allow those in this camp to continue on as is.

  
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Document ID
00002010
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Greenwich Associates LLC—Greenwich Associates' principal business objective is to provide decision-makers in financial services with expert advice for their most critical strategic issues based upon a unique combination of comprehensive market research and in-depth analysis.

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Cite this Report

  
MLA:
Greenwich Associates LLC. "Total Cost Analysis of Interest-Rate Swaps vs. Futures" Mar 09, 2015. Alacra Store. Jan 24, 2021. <http://www.alacrastore.com/storecontent/Greenwich-Associates-LLC/Total-Cost-Analysis-of-Interest-Rate-Swaps-vs-Futures-2152-123>
  
APA:
Greenwich Associates LLC. (2015). Total Cost Analysis of Interest-Rate Swaps vs. Futures Mar 09, 2015. New York, NY: Alacra Store. Retrieved Jan 24, 2021 from <http://www.alacrastore.com/storecontent/Greenwich-Associates-LLC/Total-Cost-Analysis-of-Interest-Rate-Swaps-vs-Futures-2152-123>
  
US$ 2,500.00
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