treasurers by showing how the application of SOFR in cash products and derivatives differs from LIBOR. As interest rate and cross …

This paper analyzes the dynamics of Canadian dollar-denominated (CAD) interest rate swap yields. It applies …-term interest rate and other relevant macro-financial variables on interest rate swap yields. It shows that the current short …-term interest rate is a crucial driver of the swap yields of different maturity tenors. Similar patterns of interest rate swaps …

This paper examines the dynamics of euro-denominated (EUR) long-term interest rate swap yields. It shows that the short …-term interest rate has an economically and statistically significant effect on EUR swap yields of different maturity tenors, after … European Central Bank (ECB) exerts substantial influence on interest rate swap yields, primarily through the effect of its …

its implications for USD interest rate swaps (IRS). This paper aims to shed light on the current situation and future …

suggests that in a low interest rate environment, the relationship between competition in the banking sector, monetary policy …