Swap dealing in the first few months of the euro is likely to be far from standard. A survey of market participants on what conventions they will use shows a wide spectrum of preferences, or should we call it inertia?
The survey, initiated by Westdeutsche Landesbank in London, and expanded by derivatives specialist Intercapital Brokers, polled 101 banks in Europe and worldwide, including most of the market-makers and market participants in swaps denominated in European currencies.
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