Risk mapping and Swap rate: Difference between pages

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The process of using a risk map.
1.
 
''Interest rates''.
 
Also known as Par Yield.
 
 
2a. The market price of a new interest rate swap, normally equal to the par yield +/- the bid-offer spread.
 
2b. The contracted price in an existing interest rate swap.
 
 
3a. The market price of any new capital market swap.
 
3b. The contracted price in any existing capital market swap.
 
 
4a. The foreign exchange rates in a new foreign exchange (FX) swap.
 
4b. The contracted foreign exchange rates in an existing FX swap.




== See also ==
== See also ==
* [[Risk map]]
* [[Capital market swap]]
 
* [[Foreign exchange swap]]
[[Category:Risk_reporting]]
* [[Interest rate swap]]
* [[Par yield]]
* [[Swap points]]
* [[Swap spread]]
* [[Swapnote]]

Revision as of 12:48, 6 June 2016

1.

Interest rates.

Also known as Par Yield.


2a. The market price of a new interest rate swap, normally equal to the par yield +/- the bid-offer spread.

2b. The contracted price in an existing interest rate swap.


3a. The market price of any new capital market swap.

3b. The contracted price in any existing capital market swap.


4a. The foreign exchange rates in a new foreign exchange (FX) swap.

4b. The contracted foreign exchange rates in an existing FX swap.


See also