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Short courses>Asset swaps
Asset swaps-learn the following in 3 hours
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Interest rate swaps & bonds
- What they are
- How they are used
- Cash flow structure
Combining swaps & bonds
- Par/par asset swaps: what they are, how they are structured, why clients prefer par/par structures
- Comparison with FRNs
Valuation of an asset swap
- Mark-to-market values of the bond and swap
- Understanding how values change
The risks associated with an asset swap package
- Credit exposures
Related Documents
Training Courses > Asset Swaps 
elearning > Asset swaps 
Learn about the following: How asset swaps work. Why investors use asset swaps. Par/par structures. The risks asset swaps produce.
Asset Swaps
Asset Liabilty Management 
24th December 2010
In the proposed "Dear CEO letter" on Senior Asset & Liability Management Committee Practices (November 2010) the FSA picks up on ALM. Why is the FSA addressing this topic?