InterestRateCurrencySwaps-NYUStern.pptVIP

Admin News Final’s date: 60% liked 12/18 (Registrar-set date) . = So, final will be 12/18. Some of you had emergency reasons wound not be able to make it = expect an email from me. Quiz V next Tuesday… If absolutely can’t come, please let me know… Will try to accommodate you ?. Otherwise, weight goes to final Agenda Interest rate risk? Credit Repricing risks What hedging strategy? Refinancing Forward Rate Agreement Interest Rate Future Interest Rate Swap Currency Swap ( how to undo them) Counterparty Risk Cross Currency Swaps (again ?) Interest Rate Risk Fact: all firms sensit