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Foundations of Interest Rate Swaps
Introduction to Interest Rate Swaps
Segment - 01 - Introduction to Swaps (10:04)
Introduction to Swaps (Slides)
Segment - 02 - Interest Rate Swap Basics (8:56)
Interest Rate Swap Basics (Slides)
Segment - 03 - Interest Rate Swap Contract Features (10:22)
Interest Rate Swap Contract Features (Slides)
Risk Management of Floating Rate Liabilities
Segment - 04 - Fixed for Floating Interest Rate Swaps (10:36)
Fixed for Floating Interest Rate Swaps (Slides)
Segment - 05 - Periodic Settlement Payments on Interest Rate Swaps (9:30)
Periodic Settlement Payments on Interest Rate Swaps (Slides)
Segment - 06 - Hedging Cash Flow Uncertainty with Interest Rate Swaps (10:08)
Hedging Cash Flow Uncertainty with Interest Rate Swaps (Slides)
Segment - 07 - Net Interest Cost of a Synthetic Fixed Coupon Bond (11:38)
Net Interest Cost of a Synthetic Fixed Coupon Bond (Slides)
OTC Clearinghouses
Segment - 08 - OTC Clearinghouses (11:56)
OTC Clearinghouses (Slides)
Segment - 09 - Cleared Swaps versus OTC Swaps Ex-clearinghouse (10:59)
Cleared Swaps versus OTC Swaps Ex-clearinghouse (Slides)
Segment - 10 - Functioning of OTC Clearinghouses (10:42)
Functioning of OTC Clearinghouses (Slides)
Swap Pricing and Valuation
Segment - 11 - Terminating a Swap before Maturity (10:01)
Terminating a Swap before Maturity (Slides)
Segment - 12 - Interest Rate Swap Pricing (11:01)
Segment - 13 - Pricing Fixed for Floating Interest rate Swaps (10:48)
Pricing Fixed for Floating Interest rate Swaps (Slides)
Segment - 14 - Valuing Swaps, Hedging Cashflow Uncertainty (13:17)
Valuing Swaps, Hedging Cashflow Uncertainty (Slides)
Risk Management with Interest Rate Swaps
Segment - 15 - Managing the Cashflow risk of Fixed and Floating Rate Assets (9:48)
Managing the Cashflow risk of Fixed and Floating Rate Assets (Slides)
Segment - 16 - Basis Swaps Fixed versus Floating Swaps (7:38)
Basis Swaps Fixed versus Floating Swaps (Slides)
Segment - 17 - Capital Market Equivalents for the Fixed and Floating Rate (9:13)
Segment - 18 - Value Hedging, Asset Swaps Payers (11:28)
Value Hedging, Asset Swaps Payers (Slides)
Segment - 19 - Variations in the structure of Interest Rate Swaps (10:47)
Variations in the structure of Interest Rate Swaps (Slides)
Segment - 20 - Structuring and Pricing basis Swaps (8:54)
Structuring and Pricing basis Swaps (Slides)
Periodic Settlement Payments on Interest Rate Swaps (Slides)
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