When COVID-19 threatened to topple economies, the Fed and other central banks cut rates aggressively. Some central banks went into deeply negative interest rate territory, and some (Japan) are still ...

The level of 1-month forward rates implied by the current Treasury yield curve ranges from 4% to 6% for 20 years. The simulated short term rates drop more quickly than these forward rate levels ...

For the investment world, 2021 is heading our way quickly. As we look forward, the pillars of new risk-free term rates (RFRs) are being raised and practical architecture is being built around them. As ...

Discover how biased expectations theory impacts interest rates by incorporating investor preferences and risks, beyond just future rate predictions.

The implied 5-year, 5 years forward real swap rate is now at -1.255%, more than 10bp higher than its all-time low reached on January 4 (see chart). By Justin Knight LONDON, Jan 27 (IFR) - The implied ...