Securitisation swap: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
imported>Doug Williamson m (Add category.) |
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===Other links=== | ===Other links=== | ||
[http://www.treasurers.org/node/9209 The return of securitisation, The Treasurer, July 2013] | [http://www.treasurers.org/node/9209 The return of securitisation, The Treasurer, July 2013] | ||
[[Category:Manage_risks]] | |||
Revision as of 11:25, 27 February 2020
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
- Cross-currency interest rate swap
- Interest rate swap
- Securitisation
- Securitisation special purpose vehicle
- Security
- Swap
