Tag Archives: swap futures

Speaking at the OTC Derivatives Summit in NY: 2-day VAR vs. 5-day VAR

Today (Sep 17, 2013) I’m moderating a swap futures panel at the Institutional Investor Fixed Income Forum event in Westchester County.  For those of you keeping score at home that’s two swap futures panels in two days.  We have a great lineup (Citi, Vanguard and CME) but will be one less than expected.  Our CFTC… Read More »