André Ammann, Fixed Income Sales – Derivatives, Funding and Financing at Eurex, discusses the impact of changing costs and risk management in a changing interest rate environment.
Topics for new and experienced traders include:
- Eurex Repo and Capital Costs
- The RWA of Qualifying Central Counterparties (QCCPs)
- CCP vs bilateral balance sheet costs
- The Eurex Clearing Default Waterfall