Securitisation swap: Difference between revisions

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imported>Doug Williamson
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* [[Swap]]
* [[Swap]]


 
[[Category:Manage_risks]]
===Other links===
[http://www.treasurers.org/node/9209 The return of securitisation, The Treasurer, July 2013]

Latest revision as of 23:45, 23 January 2024

Interest rate risk management.

A securitisation swap is an interest rate swap or a cross-currency interest rate swap undertaken in a securitisation.

It is designed to hedge the interest rate risk or currency risk arising from any mismatches between the securities issued and the assets in the securitisation portfolio.


See also