- Joined
- 9/19/15
- Messages
- 100
- Points
- 28
What risks do you have to look out for when trading interest rate swaps on the OTC-market?
I thought our interest rate risk (movement in libor), counterparty risk (probability that the counterparty defaults).
Are there other ones to consider?
I thought our interest rate risk (movement in libor), counterparty risk (probability that the counterparty defaults).
Are there other ones to consider?