Swap overlay and Transfer price: Difference between pages

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imported>Doug Williamson
(Classify page.)
 
imported>Doug Williamson
(Create the page. Source: Transfer pricing page.)
 
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''Risk management''. 
The price of a transaction between two related parties, usually two companies in the same group.
 
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 ==
== See also ==
* [[Credit default swap]]
* [[Related party]]
* [[Swap]]
* [[Transfer pricing]]
 
* [[Unrelated party]]
[[Category:Financial_products_and_markets]]

Revision as of 09:17, 24 May 2015

The price of a transaction between two related parties, usually two companies in the same group.


See also