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Author : Julian Alworth
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.F/5 ( download)
Download or read book The Valuation of US Dollar Interest Rate Swaps written by Julian Alworth and published by . This book was released on 1993 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carl R. Beidleman
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 550 pages
Book Rating : 4.4/5 (91 download)
Download or read book Interest Rate Swaps written by Carl R. Beidleman and published by Irwin Professional Publishing. This book was released on 1991 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: This broad overview of swaps brings you the experience of prominent international authorities who explain how to effectively manage interest rate risk.
Author : Ravi E. Dattatreya
Publisher : McGraw-Hill Companies
ISBN 13 :
Total Pages : 504 pages
Book Rating : 4.0/5 ( download)
Download or read book Advanced Interest Rate and Currency Swaps written by Ravi E. Dattatreya and published by McGraw-Hill Companies. This book was released on 1994 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly unique book. Topics include: New products, such as indexed and cross-rate swaps; Managing swap credit risk; Liability hedging using swaps; Risk management at major corporations; Financial risk management for developing countries.
Author : Brian Coyle
Publisher : Global Professional Publishi
ISBN 13 : 9780852974360
Total Pages : 144 pages
Book Rating : 4.9/5 (743 download)
Download or read book Currency Swaps written by Brian Coyle and published by Global Professional Publishi. This book was released on 2000 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: � Fully updated version of text formerly used for training by BPP � Diagrammatic representation of deal structures, pricing, and modeling � Full glossary of terms � International perspective, examples in US$ � Clear logical explanation of processes, markets, and products Here is an excellent introduction to equity, commodity, and credit swaps. The text describes the evolution of this financial instrument and the present day importance it has in debt and interest rate risk management. It examines the features of currency swaps and the process by which the counterparties reach agreement. Through practical examples it illustrates the role of banks and explains swaps pricing and the value of a swap. This expansive new range of risk management texts has undergone extensive re-writing to give each book in the series an international perspective. Each explains and analyses core aspects of risk assessment and management in a way invaluable to students and useful to practitioners. All of these titles adopt a practical and clear approach to their subject. All are fully updated versions of a series of books previously produced by training experts at BPP.
Author : Patrick Haug
Publisher : GRIN Verlag
ISBN 13 : 3668653682
Total Pages : 23 pages
Book Rating : 4.6/5 (686 download)
Download or read book Interest Rate Swap. A vehicle to hedge against interest rate risk written by Patrick Haug and published by GRIN Verlag. This book was released on 2018-03-06 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seminar paper from the year 2016 in the subject Economics - Finance, grade: 1,3, University of Applied Sciences Essen, language: English, abstract: Every action involves risks. This applies to companies operating in the market and also in particular to credit institutions whose raison d'être lies in the assumption of risks. Risk in the literal sense is grounded in a lack of awareness of the possibility of negative deviation from planned corporate goals. To generate income and to be able to survive a company has to take risks. Such risks are different in nature and are therefore to be evaluated differently. Banks generate the majority of their income from interest-bearing business. Companies finance their borrowing requirements next to equity mainly through loans. With regards to borrowing costs it is to be noted that corporate risk also shows a dependency between total capital and interest on debt. This is known as the leverage effect which in a negative scenario may be so large that the resulting losses can no longer be compensated. The change in economic conditions, fluctuations of interest rates (IR) and exchange rates on the capital markets especially due to inflation at the beginning of the 70s and 80s were the trigger for the development of new financial instruments (see Appendix, Figures 7, 8 and 9). The financial industry constantly creates new financial products that make it possible to lower the volatility of interest rates and currencies and the associated potential for currency and interest rate risks to a minimum. One of these capital market tools to minimize risks in the changes shown linked to interest rate are the so called interest rate swaps. The aim of this work is to explain how interest rate risks can be minimized with interest rate swaps. It will focus on the over the counter (OTC) interest rate swaps market. In the first chapters this termpaper examine the historical development, basic model, trading platforms and different meaning for lenders and borrowers of interest rate swaps. Next, it will explain the valuation and calculation of interest rate swaps as well as the specific value drivers and approaches. In summary, it provides an overview of the different types of interest rate swaps while also taking a critical look at these derivatives.
Author : Ravi E. Dattatreya
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 264 pages
Book Rating : 4.F/5 ( download)
Download or read book Interest Rate & Currency Swaps written by Ravi E. Dattatreya and published by Irwin Professional Publishing. This book was released on 1994 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The swap market has revolutionized the world of finance. No other instrument provides such flexibility in managing the risk of assets and liabilities. Indeed, swaps simply have no equal as financing and risk-management tools." "The growth of the swap market has been phenomenal. After coming into being less than 20 years ago, the notional value of the swap market has expanded to around $3 trillion. Among financial professionals, the influence of the swap market is second only to the Treasury yield curve in importance." "Interest Rate and Currency Swaps explains how swaps work and how they can be applied to a variety of situations. In clear, straightforward language this book describes the structure of swaps from simple to complex, risk and price analysis of swap transactions and hedging principles." "Many corporations use interest rate swaps to borrow at lower costs than they could through more traditional financing means. Similarly, with the globalization of business, currency swaps are frequently used to hedge foreign exchange risk. Indeed, for most large companies and financial institutions, swap transactions have become routine." "As the swap market has grown, so has the complexity of swap instruments. Authors Ravi Dattatreya, Raj Venkatesh and Vijaya Venkatesh describe in detail a variety of swap structures including: off-market swaps, zero coupon swaps, swaps-in-arrears, basis swaps and forward swaps." "In addition, the authors devote considerable attention to asset/liability management through swaps. They describe basic hedging techniques, as well as unveiling a new method for managing yield curve risk. For any financial institution or corporation grappling with interest rate risk, this section alone is well worth the book's price." "Other topics addressed include measuring interest rate risk, multi-currency hedging, arbitrage and speculation, scenario analysis, and Monte Carlo simulation." "Without question, swaps are the single most important finance development in recent years. Interest Rate and Currency Swaps is the definitive source to understand and apply these powerful instruments."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
Author : Julian Alworth (Ökonom.)
Publisher :
ISBN 13 :
Total Pages : 45 pages
Book Rating : 4.:/5 (89 download)
Download or read book The Valuation of US Dollar Interest Swaps written by Julian Alworth (Ökonom.) and published by . This book was released on 1993 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Keith Brown
Publisher : Wiley
ISBN 13 : 9780943205328
Total Pages : 138 pages
Book Rating : 4.2/5 (53 download)
Download or read book Interest Rate and Currency Swaps written by Keith Brown and published by Wiley. This book was released on 2000-04-14 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interest Rate and Currency Swaps: A Tutorial is a thorough discussion of two useful and widely used forms of derivatives-interest rate and currency swaps. The authors provide step-by-step instructions and real-life examples of how to use the swaps. Exercises (and solutions) after each chapter permit readers to learn by doing, and the book contains a comprehensive bibliography.
Author :
Publisher :
ISBN 13 :
Total Pages : 652 pages
Book Rating : 4.F/5 ( download)
Download or read book Interest Rate and Currency Swaps written by and published by . This book was released on 1987 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Patrick Boyle
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 1547401214
Total Pages : 298 pages
Book Rating : 4.5/5 (474 download)
Download or read book Trading and Pricing Financial Derivatives written by Patrick Boyle and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-12-17 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.
Author : Ádám Kóbor
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.F/5 ( download)
Download or read book What Determines U.S. Swap Spreads? written by Ádám Kóbor and published by World Bank Publications. This book was released on 2005 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt: References p. 45-47.
Author : Mr.Eugenio M Cerutti
Publisher : International Monetary Fund
ISBN 13 : 1484395212
Total Pages : 36 pages
Book Rating : 4.4/5 (843 download)
Download or read book Covered Interest Parity Deviations: Macrofinancial Determinants written by Mr.Eugenio M Cerutti and published by International Monetary Fund. This book was released on 2019-01-16 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic relationship applying to daily or weekly data. Not only have CIP deviations significantly increased since the GFC, but potential macrofinancial drivers of the variation in CIP deviations have also become significant. The variation in CIP deviations seems to be associated with multiple factors, not only regulatory changes. Most of these do not display a uniform importance across currency pairs and time, and some are associated with possible temporary considerations (such as asynchronous monetary policy cycles).
Author :
Publisher :
ISBN 13 :
Total Pages : 434 pages
Book Rating : 4.:/5 (43 download)
Download or read book Interest Rate and Currency Swaps written by and published by . This book was released on 1985 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bernadette A. Minton
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book An Empirical Examination of U.S. Dollar Swap Spreads written by Bernadette A. Minton and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The structure of a plain vanilla interest rate swap is such that its cash flows can be replicated by a portfolio of two bonds or by a portfolio of short-term interest rate futures contracts. Swap pricing, therefore, should be closely related to the pricing of these underlying instruments. This paper estimates the determinants of U.S. dollar swap spreads to test whether the pricing relationships between swaps, bonds and futures hold. Swap spreads are positively related to interest rate volatility and the corporate quality spread, and negatively related to the term spread and level of the interest rate. Short-term over-the-counter swap rates are highly correlated with swap rates calculated using Eurodollar futures prices. While exchange-traded implied swap spreads are statistically related to yield curve factors, they are not related to corporate quality spreads. Overall, the results in this paper suggest that swaps are not equivalent to portfolios of bonds or futures contracts due in part to the differences in the credit risk in each instrument.
Author : Mary S. Schaeffer
Publisher : McGraw Hill Professional
ISBN 13 : 9780070390201
Total Pages : 334 pages
Book Rating : 4.3/5 (92 download)
Download or read book Understanding Interest Rate Swaps written by Mary S. Schaeffer and published by McGraw Hill Professional. This book was released on 1993-05-22 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: Shows what goes on in the daily operations of large Swap dealers and on the corporate user side as well. Highlights the potential trouble spots government regulators are zeroing in on. Shows how to master all the methodologies used in the international Swap market.
Author : Michael Perks
Publisher : International Monetary Fund
ISBN 13 : 1513590138
Total Pages : 40 pages
Book Rating : 4.5/5 (135 download)
Download or read book Evolution of Bilateral Swap Lines written by Michael Perks and published by International Monetary Fund. This book was released on 2021-08-06 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper makes contributions to the study of bilateral swap lines (BSLs). First, this paper fills a BSL information gap by constructing a comprehensive database of BSLs based on publicly available information, including after the onset of the COVID-19 pandemic. Second, the paper provides the results of regression analysis exploring several empirical questions that were not covered in previous studies. The paper documents the evolution of BSLs into an important part of the Global Financial Safety Net (GFSN), with some helping to stabilize financial market during both the Global Financial Crisis (GFC) and the COVID-19 pandemic. Analysis suggests that countries on the recipient side of BSLs are more likely to sign and renew BSLs designed to alleviate balance of payments needs as their external position weakens. U.S. Federal Reserve BSLs appear to have been effective at stabilizing financial market conditions during the COVID-19 pandemic.
Author : Anthony C. Gooch
Publisher :
ISBN 13 :
Total Pages : 128 pages
Book Rating : 4.:/5 ( download)
Download or read book Swap Agreement Documentation written by Anthony C. Gooch and published by . This book was released on 1987 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:
