Search results with tag "Cross currency swaps"
Understanding Cross Currency Swaps
www.microrate.com2 Cross Currency Swaps Use: A Currency Swap is the best way to fully hedge a loan transaction as the terms can be structured to exactly mirror the underlying loan. It is also flexible in that it can be structured to fully hedge a fixed rate loan with a combined currency and interest rate hedge via a fixed -
The ISDA SIMM overview & FAQ - data.bloomberglp.com
data.bloomberglp.comCross-currency swaps (CCS) Given that the IOSCO/BCBS margin rules allow exclusion of FX forwards for physically settled currencies (as a practical matter this tends to be at least the G10 currencies), ISDA SIMM applies a special treatment for CCS pricing and Greeks for the cases with an FX principal exchange embedded within the swap
Fixed income markets (overview) - Eric Benhamou
www.ericbenhamou.netswap can have amortising notional, as opposed to bullet notional (standard swap), compounding or averaging fixings, can be between different currencies (cross currency swaps), or between two different