Tag: funding
Concepts
- The Cross-Currency Basis and the Cost of Hedging
- Cross-Currency Basis Swaps
- The Cross-Currency Basis
- The Crypto Cash-and-Carry Basis
- Dollar Funding Squeezes and Basis Blowouts
- Funding Liquidity Risk
- FX-Swap-Implied Yields and Synthetic Funding
- FX Swaps
- Repo and Reverse Repo
- Settlement Cycles Across Asset Classes
- The Year-End Turn in FX Forwards
- Tom-Next Rolls and Overnight FX Financing
- Year-End Turn Pricing in Funding Markets