Basis swap

Results: 49



#Item
1Interest rates / Interest rate swap / Currency swap / Swap / Derivative / Libor / Reference rate / Forward rate agreement / Interest rate derivative / Notional amount / Overnight indexed swap / Basis swap

DecemberInterest Rate Derivative Conventions Contents 1. Description ...............................................................................................................................................

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Source URL: www.afma.com.au

Language: English
2Interest rate swap / Swap / Credit risk / Derivative / Repurchase agreement / Credit / Basis swap / Financial risk / Collateral management / Financial economics / Finance / Financial system

Microsoft Word - TMWA Swap Policy final 08.docx

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Source URL: tmwa.com

Language: English - Date: 2009-01-21 14:38:18
3Hedge / FASB 133 / Derivative / Interest rate swap / Basis risk / Underlying / Futures contract / Foreign exchange hedge / Finance / Economics / Financial risk

Microsoft Word - USF Derivatives Policy Final

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Source URL: regulationspolicies.usf.edu

Language: English - Date: 2009-01-02 11:47:01
4United States housing bubble / Credit default swap / Credit derivative / Corporate bond / Swap / Bond / Derivative / High-yield debt / Yield curve / Financial economics / Investment / Finance

Exploring the CDS-Bond Basis

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Source URL: www.nbb.be

Language: English - Date: 2006-11-13 08:47:16
5

Credit Default Swap Spreads on Government Sponsored Enterprise Debt (In basis points, five-year tenors) 400

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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

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    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)

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      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])

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        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

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          Source URL: www.imf.org

          - Date: 2009-04-17 14:02:22
            10Interest rates / Swap / Interest rate swap / Currency swap / Constant maturity swap / Libor / Notional amount / Basis swap / Amortising swap / Financial economics / Finance / Economics

            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

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            Source URL: www.hkma.gov.hk

            Language: English - Date: 2011-08-10 08:01:46
            UPDATE