Alabama Forum Aims to Clue Issuers In to the Benefits of Swaps
- Panelists: Time May Be Right for Certain Interest Rate Swaps. Campbell, Dakin // Bond Buyer;5/20/2008, Vol. 364 Issue 32882, p7
Information about the Eighth Annual National Municipals Derivatives Institute of the periodical "The Bond Buyer" in 2008 is presented. Panelists at the event discussed the structuring of different types of interest rate swaps. They argued that the current condition of the securities market is...
- OCC: Bank Derivatives Rose in 1Q. Davenport, Todd // American Banker;6/9/2003, Vol. 168 Issue 109, p3
This article focuses on a report issued by the Office of the Comptroller of the Currency on June 6, 2003 which indicates that the notional amount of derivatives held by U.S. commercial banks increased 9 percent during the first quarter of 2003, to 61.4 trillion dollars. The narrowing of spreads...
- Panelists Discuss Ups and Downs of Muni Derivatives. McDonald, Michael // Bond Buyer;6/29/2001, Vol. 336 Issue 31171, p4
Discusses the views of a panel on municipal derivatives at 'The Bond Buyer' periodical's 8th New England Public Finance/Higher Education Finance held in Boston, Massachusetts. Preparation for market anomalies; Increase in the number of municipal derivative deals; Use of Interest-rate swaps;...
- Derivatives & Structured Products. // Bond Buyer;7/18/2006, Vol. 357 Issue 32424, p7
Several charts are presented depicting the Bond Market Association swap index, index-linked Muni swaps, and swap rates versus bond yields in the derivatives, and structured products market in the U.S. as of the second week of July 2006.
- ISDA reports increase in value of interest rate swaps. Koning, Rachel // Bond Buyer;08/21/98, Vol. 325 Issue 30462, p6
Discusses the increase in value of interest rate swaps worldwide in 1997, according to a report by the International Swaps and Derivatives Association (ISDA). Interest rate swap activity in the second half of 1997; Average contract of an outstanding interest rate swap; Increase in activity in...
- 30-second briefing. // PrintWeek;9/7/2012, p3
This section offers news briefs on the derivatives market as of September 2012, including the accusation from the Alderson Print Group (APG) that Barclays mis-sold interest rate swap agreements (IRSAs), the vulnerability of IRSA holders to higher repayments and contingent liabilities, and the...
- New Transportation Credits Get Creative With Forward Swaps. McDonald, Michael // Bond Buyer;5/14/2002, Vol. 340 Issue 31386, p1
Reports the execution of Metropolitan Transportation Commission of its second derivative deal in San Francisco, California. Combination of interest rate swaps with debt; Sale of bonds to meet the construction schedules; Growth of the use of swaps in bond deals.
- Understanding and modelling swap spreads. Cortes, Fabio // Bank of England Quarterly Bulletin;Winter2003, Vol. 43 Issue 4, p407
Explain the significance of interest rate swap in the British financial market. Agreement between parties on cash flow exchanges; Fair value of swap spreads; Factors involved in swap spreads in the U.S. dollar and British sterling market.
- Relating Interest Rate Swaps Volatility and Macroeconomic Uncertainty in Europe. Pinho, Carlos; Madaleno, Mara // Banking & Finance Review;2013, Vol. 5 Issue 2, p95
This paper explores how the volatility of interest rate swaps (IRS) is affected by macroeconomic risks in Europe (UK, France, Germany, Spain and Portugal) using monthly data from April 1993 to December 2012. This issue has become more important since the global financial credit crunch due to the...