Basis swap - Revision history

Doug: Remove surplus link.

2024-10-05T03:12:20Z

Remove surplus link.

← Older revision		Revision as of 03:12, 5 October 2024
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	* [[Hedging]]		* [[Hedging]]
	* [[Interest rate swap]]		* [[Interest rate swap]]
	* [[LIBOR]]
	* [[Prime]]		* [[Prime]]
	* [[Swap]]		* [[Swap]]

imported>Doug Williamson: Add link.

2022-09-11T15:51:04Z

Add link.

← Older revision		Revision as of 15:51, 11 September 2022
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	== See also ==		== See also ==
	* [[Floating rate]]		* [[Floating rate]]
			* [[Hedger]]
	* [[Hedging]]		* [[Hedging]]
	* [[Interest rate swap]]		* [[Interest rate swap]]

imported>Doug Williamson: Update for LIBOR transition.

2022-02-16T12:45:20Z

Update for LIBOR transition.

← Older revision		Revision as of 12:45, 16 February 2022
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	A basis swap is a swap that exchanges two floating interest rates, each being calculated on a different basis.		A basis swap is a swap that exchanges two floating interest rates, each being calculated on a different basis.

	~~For example, 3-month LIBOR against 6-month LIBOR, or LIBOR against Prime.~~

imported>Doug Williamson: Add heading.

2021-03-26T20:59:54Z

Add heading.

← Older revision		Revision as of 20:59, 26 March 2021
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	A swap that exchanges two floating interest rates, each being calculated on a different basis.		''Interest rate swaps.''

			A basis swap is a swap that exchanges two floating interest rates, each being calculated on a different basis.

	For example, 3-month LIBOR against 6-month LIBOR, or LIBOR against Prime.		For example, 3-month LIBOR against 6-month LIBOR, or LIBOR against Prime.
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	* [[Interest rate swap]]		* [[Interest rate swap]]
	* [[LIBOR]]		* [[LIBOR]]
			* [[Prime]]
	* [[Swap]]		* [[Swap]]
	* [[Synthetic]]		* [[Synthetic]]

	[[Category:Manage_risks]]		[[Category:Manage_risks]]

imported>Doug Williamson: Amend layout.

2021-03-25T12:23:25Z

Amend layout.

← Older revision		Revision as of 12:23, 25 March 2021
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	A swap that exchanges two floating interest rates, each being calculated on a different basis. For example, 3-month LIBOR against 6-month LIBOR, or LIBOR against Prime.		A swap that exchanges two floating interest rates, each being calculated on a different basis.

			For example, 3-month LIBOR against 6-month LIBOR, or LIBOR against Prime.


	The use of a basis swap for hedging is to transform a borrowing or deposit with interest calculated on a particular basis, into a synthetic liability or asset with interest effectively calculated on an alternative basis.		The use of a basis swap for hedging is to transform a borrowing or deposit with interest calculated on a particular basis, into a synthetic liability or asset with interest effectively calculated on an alternative basis.
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	== See also ==		== See also ==
	* [[Floating rate]]		* [[Floating rate]]
			* [[Hedging]]
	* [[Interest rate swap]]		* [[Interest rate swap]]
			* [[LIBOR]]
	* [[Swap]]		* [[Swap]]
			* [[Synthetic]]

			[[Category:Manage_risks]]

imported>Doug Williamson: Expand and add link.

2016-08-29T18:57:24Z

Expand and add link.

← Older revision		Revision as of 18:57, 29 August 2016
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	This alternative interest basis being considered preferable by the hedger.		This alternative interest basis being considered preferable by the hedger.


			Basis swaps are sometimes known as ''floating/floating'' swaps, because one floating rate is exchanged for another.


	== See also ==		== See also ==
			* [[Floating rate]]
			* [[Interest rate swap]]
	* [[Swap]]		* [[Swap]]

imported>Doug Williamson: Layout.

2016-06-17T15:24:15Z

Layout.

← Older revision		Revision as of 15:24, 17 June 2016
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	A swap that exchanges two floating interest rates, each being calculated on a different basis. For example, 3-month LIBOR against 6-month LIBOR, or LIBOR against Prime.		A swap that exchanges two floating interest rates, each being calculated on a different basis. For example, 3-month LIBOR against 6-month LIBOR, or LIBOR against Prime.

	The use of a basis swap for hedging is to transform a borrowing or deposit with interest calculated on a particular basis, into a synthetic liability or asset with interest effectively calculated on an alternative basis. This alternative interest basis being considered preferable by the hedger.		The use of a basis swap for hedging is to transform a borrowing or deposit with interest calculated on a particular basis, into a synthetic liability or asset with interest effectively calculated on an alternative basis.

			This alternative interest basis being considered preferable by the hedger.


	== See also ==		== See also ==
	* [[Swap]]		* [[Swap]]

imported>Administrator: CSV import

2012-10-23T14:10:26Z

CSV import

New page

A swap that exchanges two floating interest rates, each being calculated on a different basis. For example, 3-month LIBOR against 6-month LIBOR, or LIBOR against Prime.

The use of a basis swap for hedging is to transform a borrowing or deposit with interest calculated on a particular basis, into a synthetic liability or asset with interest effectively calculated on an alternative basis. This alternative interest basis being considered preferable by the hedger.

== See also ==
* [[Swap]]