Euro rate-derivative trading up 3.4x from 2020 to 2023
Original title: Hedging against market volatility · McKinsey & Company · 1 Jul 2024
Fast-moving · data as of 1 Jul 2024
Original chart: McKinsey & Company
So what
Euro-denominated interest-rate derivative volumes rose 3.4-fold between 2020 and 2023 as rates turned volatile and depositor behaviour shifted. The low-rate era let many banks run unhedged balance sheets, and that is no longer viable. Treasurers need more frequent, agile hedging and stronger ALM capability.
- Data sources
- International Swaps and Derivatives Association
- Authors
- Andreas Bohn
- Source article
- Read the source article ↗
- Rights
- Original-source link only. Killerchart does not reproduce this chart.
- Publisher terms
- Read McKinsey & Company’s terms ↗
