---
title: Central Clearing and Interest Rate Swap Spreads
url: https://www.ml-quant.com/papers/ssrn/4728232/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4728232
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4728232
featured: 2024-02-21
citations: unknown
topic: Macro-Finance & Rates
---


# Central Clearing and Interest Rate Swap Spreads

The study investigates how the determinants of interest rate swap spreads have changed since the implementation of Title VII of the Dodd-Frank Act of 2010, finding that increases in swap volatility correspond to a tightening of swap spreads and that the Treasury liquidity premium no longer significantly influences swap spreads after the implementation of SEF trading.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4728232
- Identifier: SSRN 4728232
- Released: 2024-01-15
- First featured: Quant Letter No. 38 (2024-02-21): https://www.ml-quant.com/issues/2024-02-21/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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