Although interest rate swaps have been around for years, they’re attracting more attention from farmers these days as interest rates hover near zero. Interest rate swaps are derivatives that ...

Enhance your knowledge of effective derivatives risk management and interest rate instruments through this interactive ... Focusing on topics such as cross-currency swaps, XVAs and futures contracts, ...

Vallee, Boris, Patrick Augustin, and Philippe Rich. "Exotic Interest Rate Swaps: Snowballs in Portugal." Harvard Business School Teaching Note 218-018, August 2017. (Revised February 2024.) ...

Weisbrod: Collateral segregation is a big issue ... “If you concentrate all your flow including credit default swaps and interest rate swaps into one clearer, then you have netting opportunities,” she ...