Discover the ins and outs of fixed-for-fixed currency swaps, where parties exchange fixed interest payments across different ...

A zero-coupon swap involves the exchange of cash flows where the fixed-rate side pays a lump sum at maturity. Learn its key ...

The International Accounting Standards Board proposed a new accounting model to reflect how banks and other financial institutions manage interest rate risks in their portfolios. Processing Content ...

There used to be a fair degree of certainty that the terms of the cross-currency swap would have been agreed before, or at ...

Counterparty Credit Risk The credit risk associated with the counterparty to the swap can also influence the pricing of zero-coupon inflation swaps. If a counterparty is perceived to have a higher ...

To continue reading this content, please enable JavaScript in your browser settings and refresh this page. Interest rates have been a persistent challenge for ...

Dutch pension funds are expected to unwind interest-rate swap trades as they move to a new investing model, leaving banks exposed to a “basis trap,” according to Societe Generale SA. The funds are ...

PFIX can act as an interest rate hedge as inflationary expectations rise. Rising inflation can potentially add upward pressure to SOFR and long-dated rates. The strategy primarily focuses on ...

Sprenkels warns that volatility could still emerge if multiple funds decide to reduce their interest rate hedges ...