basis (rate) swap


basis (rate) swap

фр. swap de base; swap taux variable contre taux variable; swap de r é f érence; swap de taux de r é f érence

исп. swap de índices; intercambio de índices

базисный своп

Тип процентного свопа, предполагающий обмен долговых обязательств с плавающими процентными ставками, расчтная база которых различна.


Финансы и долги. — М.: Весь мир. 1997.

Смотреть что такое "basis (rate) swap" в других словарях:

  • Basis Rate Swap — A type of swap in which two parties swap variable interest rates based on different money markets. This is usually done to limit interest rate risk that a company faces as a result of having differing lending and borrowing rates. For example, a… …   Investment dictionary

  • Interest rate swap — An interest rate swap is a derivative in which one party exchanges a stream of interest payments for another party s stream of cash flows. Interest rate swaps can be used by hedgers to manage their fixed or floating assets and liabilities. They… …   Wikipedia

  • interest rate swap — A financial instrument representing a transaction in which two parties agree to swap or exchange net cash flows, on agreed upon dates, for an agreed upon period of time, for interest on an agreed upon principal amount. The agreed upon principal… …   Financial and business terms

  • interest-rate swap — A financial instrument representing a transaction in which two parties agree to swap or exchange net cash flows, on agreed upon dates, for an agreed upon period of time, for interest on an agreed upon principal amount. The agreed upon principal… …   Financial and business terms

  • interest-rate swap — A form of dealing between banks, security houses, and companies in which institutions exchange interest rate payments on a notional capital value. Swaps can be in the same currency or cross currency (see cross currency interest rate swap). If a… …   Big dictionary of business and management

  • Interest Rate Swap — Ein Zinsswap ist ein Zinsderivat, bei dem zwei Vertragspartner vereinbaren, zu bestimmten zukünftigen Zeitpunkten Zinszahlungen auf festgelegte Nennbeträge auszutauschen. Die Zinszahlungen werden meist so festgesetzt, dass eine Partei einen bei… …   Deutsch Wikipedia

  • Zero Basis Risk Swap - ZEBRA — A swap agreement between a municipality and a financial intermediary. Also known as a perfect swap or actual rate swap . The municipality pays a fixed rate of interest to the financial intermediary and receives a floating rate of interest in… …   Investment dictionary

  • cross-currency interest-rate swap — A swap of two different interest rates in two different currencies. This usually involves swapping a fixed rate for a floating rate (or vice versa); if both rates are floating it is known as a basis swap See currency swap; interest rate swap …   Big dictionary of business and management

  • swap agreement — (53B) The term swap agreement (A) means (i) any agreement, including the terms and conditions incorporated by reference in such agreement, which is (I) an interest rate swap, option, future, or forward agreement, including a rate floor, rate cap …   Glossary of Bankruptcy

  • SWAP — (finance) Le swap (de l anglais to swap : échanger) ou l échange financier (J.O. du 31 janvier 1990) est un produit dérivé financier. Il s agit d un contrat d échange de flux financiers entre deux parties, qui sont généralement des banques… …   Wikipédia en Français

  • Swap (économie) — Swap (finance) Le swap (de l anglais to swap : échanger) ou l échange financier (J.O. du 31 janvier 1990) est un produit dérivé financier. Il s agit d un contrat d échange de flux financiers entre deux parties, qui sont généralement des… …   Wikipédia en Français

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