Search Results - "Interest rate swaps South Africa"

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    Roll-over risk in the South African interest rate market by Von Ahlften, Edela

    Published 2022
    Subjects: “…Interest rate swaps -- South Africa…”
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    The appropriateness of ISDA SIMM for delta risk initial margin calculations in the South African over-the-counter interest rate swap market by Cronje, Robert

    Published 2020
    Subjects: “…Interest rate swaps -- South Africa…”
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