Le chef de CanDeal Services d'administration d'indices de référence, Andrew Munn, est présenté dans cet article de Risk.net

Helen Bartholomew’s article on Risk.net discusses how the CORRA rate has been above the Bank of Canada’s target and the impact of increased volume due to T+1 and hedge fund activity. Andrew Munn, head of CanDeal’s Benchmark Administration Services, discusses how some of the variations are due to “changes of supply and demand of securities and cash.” Andrew also discusses the fine-tuning of the rate by eliminating trade outliers, and how expanding beyond two decimals would lead to more transparency and “help increase activity in futures by creating a more interesting arbitrage on overnight versus the one-month future.” 

Lire l’article dans risk.net (Abonnement requis)