Securitisation swap: Difference between revisions
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imported>Doug Williamson m (Add category.) |
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* [[Security]] | * [[Security]] | ||
* [[Swap]] | * [[Swap]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
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.
