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A version of this article first appeared in Total Derivatives.
Total Derivatives is the prime source of real-time news and analysis of the global fixed income markets. |
Christine.Joseph-Haller@TotalDerivatives.com
Danish life and pension funds suggest changing discount curve
The Eurozone and Danish swap markets are abuzz with talk of potential major changes in Danish ALM activity. In early January several Danish pension funds and life insurers wrote to the Danish Financial Services Authority, suggesting that they be allowed to change their discount curve for liabilities from Danish government bonds (plus a spread) to Danish swaps.
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