02 September 2014
Fintech startups: A week in re...
Attitudes to Core Banking Transformation in Europe
BBVA mobile payments app racks up 250,000 Spanish downloads
Senior Sales, Private Banking Solutions (Global)
Resource by type
09 March 2012 | 3409 views | 0
Pontus Eriksson of SunGard explains how to price an interest rate swap.
The financial crisis has had a profound and pervasive effect on the pricing of interest rate derivatives. The accurate pricing of an interest rate swap is the foundation for running an interest rate business, making markets and managing risk.
However, it’s become much more difficult to correctly price and manage risk around this most vanilla of all derivatives instruments. Why is that the case?
This article seeks to outline the evolution of swap pricing and understand the market problems that remain.
» Download the document now
564.6 kb (PDF File)
Comment on this story
to receive notifications when someone posts a comment
Create a blog about this story
Related company information
» Corporate profile
» Market commentary
» White papers
» Case studies
Search by company or single key word
© Finextra Research 2014
Sales and Membership
Apps and platform versions