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New swap market launched to create reliable interest rate benchmark

By Inquirer - 2 months ago
The Bangko Sentral ng Pilipinas (BSP) and Bankers Association of the Philippines (BAP) on Monday launched an “enhanced” peso interest rate swap (IRS) market in hopes of creating a new benchmark yield curve that is good enough in pricing short-term loans and bonds. Under the plan, BAP will create the local IRS overnight reference rate

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