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l3 31 risk management applications of swap strategies

This class was created by Brainscape user Steven Popovic. Visit their profile to learn more about the creator.

By: Steven Popovic
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Decks in this class (8)

a demonstrate how an interest rate swap can be used to convert a floating- rate (fixed- rate) loan to a fixed- rate (floating- rate) loan;
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b calculate and interpret the duration of an interest rate swap;
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c explain the effect of an interest rate swap on an entity’s cash flow risk;
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d determine the notional principal value needed on an interest rate swap to achieve a desired level of duration in a fixed- income portfolio;
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e explain how a company can generate savings by issuing a loan or bond in its own currency and using a currency swap to convert the obligation into another currency;
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f demonstrate how a firm can use a currency swap to convert a series of foreign cash receipts into domestic cash receipts;
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g explain how equity swaps can be used to diversify a concentrated equity portfolio, provide international diversification to a domestic portfolio, and alter portfolio allocations to stocks and bonds;
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h demonstrate the use of an interest rate swaption 1) to change the payment pattern of an anticipated future loan and 2) to terminate a swap.
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l3 31 risk management applications of swap strategies

  • Class purpose General learning

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