利率互换(interest-rate swaps) 相关知识点: 试题来源: 解析 答:利率互换又称“利率掉期”,是交易双方将同种货币不同利率形式的资产或者债务相互交换。利率可以 有多种形式,任何两种不同形式的利率都可以相互转换,其中最常用的利率互换是在固定利率与浮动利率之间进 行转换。通常利率互换,是债务人根据国际资本市场...
利率互换(Interest-rate swaps)交易发生在有对冲利率风险真实需求的交易对手之间,因此有非常良好的真实交易基础。一般利 … www.citicsf.com|基于22个网页 2. 汇率互换损失 2000 年前后,萨默斯为了应对哈佛拥有的外汇借款的汇率增长风险,卖出债券,用以弥补10 亿美元的汇率互换损失(interest-rat… ...
Define Interest rate swap. Interest rate swap synonyms, Interest rate swap pronunciation, Interest rate swap translation, English dictionary definition of Interest rate swap. adj. having no embellishments; simple; basic. Random House Kernerman Webster's
利率互换帮助rateRate利率互换SwapsRATESWAPS 系统标签: swapsrate互换利率swapfloating INTERESTRATESWAPSSeptember19992INTERESTRATESWAPSDefinition:Transferofinterestratestreamswithouttransferringunderlyingdebt.3FIXEDFORFLOATINGSWAPSomeDefinitionsNotationalPrincipal:Thedollartheinterestratesapplyto.ResetPeriod:Periodoverwhichthecoupo...
利率互换的英文是Interest Rate Swaps,简写IRS。它是指交易双方约定在未来的一定期限内,对约定的名义本金、按照不同的计息方法、定期交换利息的一种场外交易的金融合约。 一般来说,利率互换合约交换的只是不同特征的利息,而不涉及实质本金的互换。所以我们都将互换中的本金称为名义本金。在大多数利率互换中,其中,一方...
“The definition of interest in the first sentence of paragraph 3 does not normally apply to payments made under certain kinds of non-traditional financial instruments where there is no underlying debt (for example, interest rate swaps). “如果不存在基础债务(例如,利率掉期),第3款第一句中的利息...
利率互换又称“利率掉期”，是交易双方将同种货币不同利率形式的资产或者债务相互交换。债务人根据国际资本市场利率走势，通过运用利率互换，将其自身的浮动利率债务转换为固定利率债务，或将固定利率债务转换为浮动利率债务的操作。利率互换不涉及债务本金的交换，即客户不需要在期初和期末与银行互换本金通过...
Interest Rate Swap Definition PIMCO –Understanding Interest Rate Swaps And finally, a super helpful video: Why are swap banks necessary? You may be wondering why a swap bank is necessary to an IRS, as opposed to the two parties just setting up the agreement between themselves. The reasons te...
Interest Rate Swaps (Risk Management/Interest Risk Management)Brian Coyle
Interest rate swaps usually involve the exchange of a fixed interest rate payment for a floating rate payment, or vice versa, to reduce or increase exposure to fluctuations in interest rates, or to obtain a marginally lower interest rate than would have been possible without the swap. A swap ...