Executive Summary

This report provides detailed information on Interest Rate Derivatives according to investors across the globe, including helpful benchmark data such as:

  • Notional principal trading volume by product
  • Product usage rates
  • Average number of dealers used & concentration of business with dealers used

Graphic slides include:

  • Trading Volume By Product - Users
  • Trading Volume By Type of Institution - Users
  • Trading Volume By Region - Users
  • Demand for Interest Rate Derivative Products, Part 1 - Users
  • Demand for Interest Rate Derivative Products, Part 2 - Users
  • Average Number of Dealers Used - Users
  • Concentration of Business - Users
  • Derivatives Volume Allocation - Users
  • Dealer Selection Criteria - Users
  • Use of Credit Support Annexes - Users
  • Current and Expected Reasons for Use of Strategic Derivatives - Users
  • Impact of Regulatory Changes on Derivatives Use - Users
  • Offset Cost of Capital Under Basel III - Users
  • Dealer Selection Criteria - Users & Non-Users
  • Use of Credit Support Annexes - Users & Non-Users
  • Current and Expected Reasons for Use of Strategic Derivatives - Users & Non-Users
  • Impact of Regulatory Changes on Derivatives Use - Users & Non-Users
  • Offset Cost of Capital Under Basel III - Users & Non-Users
  • Anticipate Using Interest Rate Derivatives in the Next 12 Months - Non-Users
  • Dealer Selection Criteria - Non-Users
  • Use of Credit Support Annexes - Non-Users
  • Current and Expected Reasons for Use of Strategic Derivatives - Non-Users
  • Impact of Regulatory Changes on Derivatives Use - Non-Users
  • Offset Cost of Capital Under Basel III - Non-Users

 

 

Methodology

Research is based on in-person and telephone interviews with 369 respondents between September through November, 2014.