Forward start swap and KRI: Difference between pages

From ACT Wiki
(Difference between pages)
Jump to navigationJump to search
imported>Doug Williamson
m (Spacing 27/8/13)
 
imported>Doug Williamson
(Add link.)
 
Line 1: Line 1:
A type of interest rate swap.
Key Risk Indicator.
 
A forward start swap has its first interest setting and calculation period starting at a future date.
 
For example, in order to hedge a loan to be drawn down at a fixed future date.
 


== See also ==
== See also ==
* [[Interest rate swap]]
* [[Guide to risk management]]
* [[Key control indicator]]
* [[Key performance indicator]]
* [[Key risk indicator]]

Revision as of 11:56, 20 May 2015