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| ''Interest rate swaps''.
| | The risk of adverse consequences resulting from negative reporting in news media or social media. |
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| The fixed leg of an interest rate swap is a predetermined series of notional fixed interest payments, exchanged for a series of floating interest payments, determined over time by the reference rate.
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| In practice the interest rate swap is settled for difference, so these payments are notional.
| | ==See also== |
| | | *[[Ethics]] |
| | | *[[Operational risk]] |
| The fixed leg is also sometimes known as the ''fixed rate leg''.
| | *[[Reputational risk]] |
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| When interest rate swap prices are quoted, the two-way prices quoted are for the fixed leg rate payable or receivable by the market taker.
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| (The market taker takes the worse side of the two-way price.)
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| == See also == | |
| * [[ICE Swap Rate]] | |
| * [[Interest rate swap]] | |
| * [[Market taker]] | |
| * [[Swap rate]]
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| * [[Two-way price]]
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| ===Other links===
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| [http://www.treasurers.org/node/9936 Treasury Essentials: interest rate swap, Will Spinney, March 2014]
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| [[Category:Manage_risks]]
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Revision as of 11:36, 13 August 2016
The risk of adverse consequences resulting from negative reporting in news media or social media.
See also
