Interest Rate Swaps Primers / Introduction

Hi all -

I have tried looking around on this site and couldn't find any primers / introductory research articles that might be particularly helpful for my situation.

I have recently joined a derivative desk at a very large real estate company and have experiences in MBS primarily.

What I am looking for is finding information as relates to duration portfolio management (i.e. short duration implications, short negative convexity portfolio impact, how IRS and swaptions manage those areas). Any guidance would be greatly appreciated - I know this is quite niche. 

Thanks. 

3 Comments
 
Most Helpful

Ipsum voluptate rerum dolorem. Quis expedita qui optio assumenda. Vel dolor quia inventore voluptatibus fuga sit. Quisquam quo totam tempore perferendis dolores.

Eum id et autem. Dignissimos nisi ad et odio natus incidunt. Totam culpa officiis quia numquam. Perferendis fugiat et aut praesentium eum provident. Omnis quo atque possimus nam vitae. Rerum ut ea voluptatem itaque amet et. Ipsam dolorem est rerum voluptatem modi aliquid nulla aut.

Pariatur sed quia dolor at nulla et tenetur. Molestias earum deserunt qui voluptas. Cupiditate impedit perferendis soluta accusamus dicta impedit et. Rerum est suscipit dolor aut dolores quos quis.

Career Advancement Opportunities

June 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.8%
  • JPMorgan 01 98.2%
  • Guggenheim Partners 01 97.7%
  • Morgan Stanley 07 97.1%

Overall Employee Satisfaction

June 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Morgan Stanley 01 98.8%
  • Evercore 01 98.2%
  • BMO Capital Markets 12 97.6%
  • Banco Santander 01 97.1%

Professional Growth Opportunities

June 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Evercore No 98.8%
  • Morgan Stanley 05 98.2%
  • JPMorgan No 97.7%
  • BMO Capital Markets 12 97.1%

Total Avg Compensation

June 2026 Investment Banking

  • Vice President (14) $434
  • Associates (43) $259
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (22) $179
  • Intern/Summer Associate (13) $156
  • 1st Year Analyst (75) $151
  • Intern/Summer Analyst (65) $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

1
redever's picture
redever
99.2
2
Secyh62's picture
Secyh62
99.0
3
BankonBanking's picture
BankonBanking
99.0
4
kanon's picture
kanon
99.0
5
dosk17's picture
dosk17
98.9
6
GameTheory's picture
GameTheory
98.9
7
DrApeman's picture
DrApeman
98.9
8
Betsy Massar's picture
Betsy Massar
98.9
9
CompBanker's picture
CompBanker
98.9
10
Jamoldo's picture
Jamoldo
98.8
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...”