For example, if a company believes interest ... in each currency The exchange rate to be used in the swap The type of interest rates (fixed for fixed; fixed for floating; or floating for floating ...

Enhance your knowledge of effective derivatives risk management and interest rate instruments through this interactive ... Focusing on topics such as cross-currency swaps, XVAs and futures contracts, ...

Companies managing interest rate risk with SOFR often use derivatives like SOFR interest rate swaps, allowing them to hedge against fluctuations in interest costs and maintain financial stability.

Taiwan’s short-term interest rate swaps are at the widest discount to the local money market benchmark, deepening an anomaly as US tariffs prompted stronger bets on monetary easing on the island.

We're taking a snapshot of the Aussie interest rate swap curve and identify a c.50bp pa gap between the 10yr rate and our projected profile for 3mth bills. Comparing the US curve, we identify a ...