Matches in SemOpenAlex for { <https://semopenalex.org/work/W4295997802> ?p ?o ?g. }
Showing items 1 to 66 of
66
with 100 items per page.
- W4295997802 endingPage "346" @default.
- W4295997802 startingPage "319" @default.
- W4295997802 abstract "Interest rate swaps (IRS) are contracts in which two counterparties agree to exchange a sequence of interest payments on some notional amount of currency. In an overnight index swap, payments based on a fixed rate of interest are exchanged for payments based on a floating, overnight rate, which changes daily with market conditions. The first section of this chapter describes the size of the IRS market and how various market sectors use swaps. The second section builds on the introduction of IRS. The third section uses several examples and cases to illustrate how IRS is used to manage risk and counterparty credit risk, collateral or margin, and swaps clearing. Fixed-for-floating swaps use realized term rates to determine floating rate payments. IRS can be conceptualized in two ways: as a leveraged position in a bond and as an exchange of interest payments." @default.
- W4295997802 created "2022-09-16" @default.
- W4295997802 date "2022-09-07" @default.
- W4295997802 modified "2023-10-16" @default.
- W4295997802 title "Interest Rate Swaps" @default.
- W4295997802 doi "https://doi.org/10.1002/9781119835622.ch13" @default.
- W4295997802 hasPublicationYear "2022" @default.
- W4295997802 type Work @default.
- W4295997802 citedByCount "0" @default.
- W4295997802 crossrefType "other" @default.
- W4295997802 hasConcept C10138342 @default.
- W4295997802 hasConcept C128029710 @default.
- W4295997802 hasConcept C144133560 @default.
- W4295997802 hasConcept C145097563 @default.
- W4295997802 hasConcept C162118730 @default.
- W4295997802 hasConcept C162324750 @default.
- W4295997802 hasConcept C175025494 @default.
- W4295997802 hasConcept C178350159 @default.
- W4295997802 hasConcept C192063788 @default.
- W4295997802 hasConcept C19992482 @default.
- W4295997802 hasConcept C23952128 @default.
- W4295997802 hasConcept C2777910564 @default.
- W4295997802 hasConcept C2779312582 @default.
- W4295997802 hasConcept C30087350 @default.
- W4295997802 hasConcept C556758197 @default.
- W4295997802 hasConcept C82843974 @default.
- W4295997802 hasConcept C99098479 @default.
- W4295997802 hasConcept C99560960 @default.
- W4295997802 hasConcept C99821215 @default.
- W4295997802 hasConceptScore W4295997802C10138342 @default.
- W4295997802 hasConceptScore W4295997802C128029710 @default.
- W4295997802 hasConceptScore W4295997802C144133560 @default.
- W4295997802 hasConceptScore W4295997802C145097563 @default.
- W4295997802 hasConceptScore W4295997802C162118730 @default.
- W4295997802 hasConceptScore W4295997802C162324750 @default.
- W4295997802 hasConceptScore W4295997802C175025494 @default.
- W4295997802 hasConceptScore W4295997802C178350159 @default.
- W4295997802 hasConceptScore W4295997802C192063788 @default.
- W4295997802 hasConceptScore W4295997802C19992482 @default.
- W4295997802 hasConceptScore W4295997802C23952128 @default.
- W4295997802 hasConceptScore W4295997802C2777910564 @default.
- W4295997802 hasConceptScore W4295997802C2779312582 @default.
- W4295997802 hasConceptScore W4295997802C30087350 @default.
- W4295997802 hasConceptScore W4295997802C556758197 @default.
- W4295997802 hasConceptScore W4295997802C82843974 @default.
- W4295997802 hasConceptScore W4295997802C99098479 @default.
- W4295997802 hasConceptScore W4295997802C99560960 @default.
- W4295997802 hasConceptScore W4295997802C99821215 @default.
- W4295997802 hasLocation W42959978021 @default.
- W4295997802 hasOpenAccess W4295997802 @default.
- W4295997802 hasPrimaryLocation W42959978021 @default.
- W4295997802 hasRelatedWork W1498895689 @default.
- W4295997802 hasRelatedWork W1894930629 @default.
- W4295997802 hasRelatedWork W2248600694 @default.
- W4295997802 hasRelatedWork W2493073836 @default.
- W4295997802 hasRelatedWork W2591789054 @default.
- W4295997802 hasRelatedWork W2979962273 @default.
- W4295997802 hasRelatedWork W3123352052 @default.
- W4295997802 hasRelatedWork W3140237963 @default.
- W4295997802 hasRelatedWork W4297825634 @default.
- W4295997802 hasRelatedWork W2151819407 @default.
- W4295997802 isParatext "false" @default.
- W4295997802 isRetracted "false" @default.
- W4295997802 workType "other" @default.