PSD2 and Swap overlay: Difference between pages
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imported>Doug Williamson (Create the page. Source: http://www.treasurers.org/node/10186?utm_source=Communicator&utm_medium=Email&utm_content=Untitled13&utm_campaign=Monthly+Newsletter+-+June+2014) |
imported>Doug Williamson (Classify page.) |
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''Risk management''. | |||
1. | |||
A method for increasing the duration of fixed income portfolios, usually with a view to matching the duration of the underlying liabilities, by entering into long dated swap agreements (paying floating rates and receiving fixed rates). | |||
2. | |||
More generally, the use of a swap in conjunction with an existing underlying position or exposure. | |||
== | == See also == | ||
[ | * [[Credit default swap]] | ||
* [[Swap]] | |||
[[Category: | [[Category:Financial_products_and_markets]] | ||
Latest revision as of 12:10, 2 July 2022
Risk management.
1.
A method for increasing the duration of fixed income portfolios, usually with a view to matching the duration of the underlying liabilities, by entering into long dated swap agreements (paying floating rates and receiving fixed rates).
2.
More generally, the use of a swap in conjunction with an existing underlying position or exposure.
