The next shock could be the failure of a hedge fund with a big swap book, given the spike in redemptions and margin calls many funds face, thinks Pierre Pourquery of the Boston Consulting Group.
波士顿咨询集团的Pierre Pour query认为，考虑到基金面对上升的赎回率和保证金要求，下一波冲击的受害者可能来自持有大量掉期合约的对冲基金倒闭。
The swap rate is the margin between the forward exchange rate and the spot rate.
期率是指远期交易率和即期交易率之间的差额。
The swap rate is the margin between the forward exchange rate and the spot rate.
期率是指远期交易率和即期交易率之间的差额。
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