Mark-to-market losses from LDI derivatives could total $167 bln- JPMorgan analysts

  • 📰 Reuters
  • ⏱ Reading Time:
  • 14 sec. here
  • 2 min. at publisher
  • 📊 Quality Score:
  • News: 9%
  • Publisher: 97%

日本 ニュース ニュース

日本 最新ニュース,日本 見出し

Mark-to-market losses on derivative positions linked to liability-driven investment (LDI) - the strategy at the heart of Britain's pension fund crisis - could total between 125 and 150 billion pounds ($167.40 billion) since early August, JPMorgan analysts said on Thursday.

Pension funds have been scrambling to sell assets to raise cash to fund their LDI-related derivatives positions since Britain's "mini-budget" on Sept. 23 caused UK government bond yields to surge.

The JPMorgan analysts said despite worries about the fallout from those asset sales, there was "little sign of significant funding stress" from the recent widening of dollar cross-currency basis swaps.Reporting by Tommy Reggiori Wilkes; editing by Carolyn Cohn

このニュースをすぐに読めるように要約しました。ニュースに興味がある場合は、ここで全文を読むことができます。 続きを読む:

 /  🏆 2. in JP
 

コメントありがとうございます。コメントは審査後に公開されます。

A koji problem imate.

日本 最新ニュース, 日本 見出し