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Search results with tag "Hedging products"
Credit adjustment spread methods for active transition of ...
www.bankofengland.co.ukrelated hedging products. 10. As the end of 2021 draws closer, the risks associated with continuing to rely on agreements that reference GBP LIBOR may increase. It remains the central assumption that firms cannot rely on GBP LIBOR being published 13after end-2021 and there is uncertainty over how the volatility of GBP