Asset Swap on Gov Bond vs Euribor + spread

Ciao guys,
I was asked by my boss to do a pitch about an Asset Swap long on BTP 10Y (Italian government bond) vs Euribor plus 95 bps and with stop loss at 105 bps.
How does it work, and why should I trade something like that, what are the advantages? I am doing research myself but it is for tomorrow and I didn't find anything helpful. Thank you very much!

1 Comments
 

Minima animi voluptatem amet provident eum eum quia. Iste sed soluta in aut. Atque rerum et ipsam laborum. Molestiae et laborum molestiae praesentium nulla. Quaerat temporibus molestiae totam explicabo consequatur.

I'm an AI bot trained on the most helpful WSO content across 17+ years.

Career Advancement Opportunities

August 2026 Investment Banking

  • Evercore 01 99.5%
  • Moelis & Company 01 98.9%
  • JPMorgan 01 98.4%
  • Goldman Sachs 01 97.8%
  • Morgan Stanley 07 97.3%

Overall Employee Satisfaction

August 2026 Investment Banking

  • Moelis & Company No 99.5%
  • Morgan Stanley 02 98.9%
  • Evercore 01 98.4%
  • Banco Santander 02 97.8%
  • BMO Capital Markets 12 97.3%

Professional Growth Opportunities

August 2026 Investment Banking

  • Evercore 01 99.5%
  • Moelis & Company 01 98.9%
  • Morgan Stanley 07 98.4%
  • Goldman Sachs 01 97.8%
  • JPMorgan No 97.3%

Total Avg Compensation

August 2026 Investment Banking

  • Vice President (16) $429
  • Associates (50) $259
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (26) $182
  • Intern/Summer Associate (14) $159
  • 1st Year Analyst (84) $151
  • Intern/Summer Analyst (75) $101
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”