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Showing posts from March, 2017

Change of benchmark overnight index is a difficult task: interview

An interesting follow-up article in Risk magazine about Swiss rate reform: Swiss rate reform in race against the clock (subscription required). With respect to the previous Risk article on the same subject , it presents a more balanced view and not only the point of view of the WG on benchmark reform. At lot of the opinions expressed are closer to what could be found in my first blog on the subject. Chris Davis, the author of the Risk article, found my blog on the subject and contacted me. We had a roughly 30 minutes discussion. He used a lot of the background information from the discussion and from my blog for the article, even if only two sentences from the discussion were quoted. I was surprised that my blog was not explicitly cited in the references, as would be customary when the blog presented original research and analysis and was used for background information. On my side I will continue to reference Risk explicitly when I read something of interest in it. On top of the sub