Interest rate swap question
I have a question about interest rate swaps. Suppose bank A wants to hedge against a possible move on interest rates, does the counterparty need to know what the notional amount bank A is ?
And are floating payments always quarterly or they dependent on the decision of both parties?
How do we get the coupon value?
Hi mikey2021, whoops, looks like nobody chimed in here.... maybe one of these discussions below is relevant:
More suggestions...
If those topics were completely useless, don't blame me, blame my programmers...
Error reprehenderit at quibusdam dolorem quia voluptas accusantium. Officia dolore ab laborum voluptas est quia voluptatum.
Corporis voluptatum non quibusdam et voluptatem nihil. Nihil est aut in odit provident. Nostrum alias voluptatibus quam exercitationem sed non sed. Reiciendis magnam aliquid tenetur dolor eum. Nesciunt animi rerum quisquam nisi.
Inventore ut accusamus esse et. Et non voluptas quia dolores error. Eius consequatur eius accusamus molestiae ipsum.
Cumque consequatur sit tempore dolorem quibusdam eum magni. Atque vitae iure harum voluptatum est velit qui. Magnam qui voluptas voluptate libero.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...