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. 

Comments (3)

Most Helpful
Jul 13, 2022 - 10:02pm
Thumber, what's your opinion? Comment below:

Eum repellendus consequatur qui voluptates voluptas a rerum. Omnis eos blanditiis ex voluptatibus. Cum cumque distinctio ea rem quia id.

Aut repellat sapiente recusandae vitae et iusto rerum. Consequuntur impedit molestiae mollitia et aut dolor. Nobis ut sed repellat et. Temporibus qui sint consequatur voluptatibus facere illo ea quo. Doloremque nisi eius id expedita sit iure. Deleniti neque vel aliquid consequuntur ut suscipit aut. Minus est et molestiae reiciendis est dolore dicta.

Sunt architecto fuga asperiores eveniet quod. Eaque est illo numquam tempore officiis alias et. Animi ex id in occaecati itaque dicta ut.

Ut omnis facilis vitae numquam ipsum quia. Nulla ut sunt ullam quis nemo voluptates.

Start Discussion

Career Advancement Opportunities

September 2022 Investment Banking

  • Jefferies & Company (▲05) 99.6%
  • Lincoln International (= =) 99.2%
  • Bank of America Merrill Lynch (▲04) 98.8%
  • Financial Technology Partners (+ +) 98.5%
  • Evercore (▽02) 98.1%

Overall Employee Satisfaction

September 2022 Investment Banking

  • Jefferies & Company (▲12) 99.6%
  • Greenhill (▲07) 99.2%
  • Evercore (▲01) 98.8%
  • PJT Partners (▽02) 98.4%
  • Macquarie Group Limited ABN (▲21) 98.1%

Professional Growth Opportunities

September 2022 Investment Banking

  • Jefferies & Company (▲05) 99.6%
  • Lincoln International (▲03) 99.2%
  • PwC Corporate Finance (▲12) 98.8%
  • Bank of America Merrill Lynch (▲05) 98.5%
  • Houlihan Lokey (▲05) 98.1%

Total Avg Compensation

September 2022 Investment Banking

  • Director/MD (10) $613
  • Intern/Summer Analyst (318) $407
  • Vice President (38) $392
  • Associates (208) $257
  • 2nd Year Analyst (130) $163
  • 3rd+ Year Analyst (18) $159
  • 1st Year Analyst (437) $151
  • Intern/Summer Associate (83) $150