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Basis swap
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1	DecemberInterest Rate Derivative Conventions Contents 1. Description ............................................................................................................................................... Add to Reading List Source URL: www.afma.com.au Language: English Interest rates Interest rate swap Currency swap Swap Derivative Libor Reference rate Forward rate agreement Interest rate derivative Notional amount Overnight indexed swap Basis swap
2	Microsoft Word - TMWA Swap Policy final 08.docx Add to Reading List Source URL: tmwa.com Language: English - Date: 2009-01-21 14:38:18 Interest rate swap Swap Credit risk Derivative Repurchase agreement Credit Basis swap Financial risk Collateral management Financial economics Finance Financial system
3	Microsoft Word - USF Derivatives Policy Final Add to Reading List Source URL: regulationspolicies.usf.edu Language: English - Date: 2009-01-02 11:47:01 Hedge FASB 133 Derivative Interest rate swap Basis risk Underlying Futures contract Foreign exchange hedge Finance Economics Financial risk
4	Exploring the CDS-Bond Basis Add to Reading List Source URL: www.nbb.be Language: English - Date: 2006-11-13 08:47:16 United States housing bubble Credit default swap Credit derivative Corporate bond Swap Bond Derivative High-yield debt Yield curve Financial economics Investment Finance
5	Credit Default Swap Spreads on Government Sponsored Enterprise Debt (In basis points, five-year tenors) 400 Add to Reading List Source URL: www.imf.org - Date: 2008-10-08 12:25:26
6	U.K. Banks and Sovereign Five-Year Credit Default Swap Spreads (In basis points[removed]HBOS Add to Reading List Source URL: www.imf.org - Date: 2009-04-17 14:01:58
7	Credit Default Swap Spreads on Selected Financial Institutions (In basis points[removed]) (2,3)(4) Add to Reading List Source URL: www.imf.org - Date: 2008-06-05 15:09:04
8	Impact of Term Auction Facility (TAF) on U.S. Dollar LIBOR Minus Overnight Index Swap Spread (In basis points) Fed announces TAF[removed]) Add to Reading List Source URL: www.imf.org - Date: 2008-10-02 12:37:47
9	Irish Banks and Sovereign Five-Year Credit Default Swap Spreads (In basis points[removed]Allied Irish Bank Add to Reading List Source URL: www.imf.org - Date: 2009-04-17 14:02:22
10	CHAPTER 6 Different Types of Swaps 1 In the previous chapter, we introduced two simple kinds of generic swaps: interest rate and currency swaps. These are usually known as “plain vanilla” deals because the structures Add to Reading List Source URL: www.hkma.gov.hk Language: English - Date: 2011-08-10 08:01:46 Interest rates Swap Interest rate swap Currency swap Constant maturity swap Libor Notional amount Basis swap Amortising swap Financial economics Finance Economics