Discover the ins and outs of fixed-for-fixed currency swaps, where parties exchange fixed interest payments across different ...

A callable swap allows one party to exchange fixed for variable rate cash flows but includes an option to terminate early, providing flexibility in financial contracts.

NZGB-swap spreads tend to become more volatile during periods of global sovereign bond market illiquidity and moved persistently higher after the Global Financial Crisis. The increase in NZGB-swap ...

There used to be a fair degree of certainty that the terms of the cross-currency swap would have been agreed before, or at ...

NZGB-swap spreads tend to become more volatile during periods of global sovereign bond market illiquidity and moved ...

To continue reading this content, please enable JavaScript in your browser settings and refresh this page. Interest rates have been a persistent challenge for ...

We're taking a snapshot of the Aussie interest rate swap curve and identify a c.50bp pa gap between the 10yr rate and our projected profile for 3mth bills. Comparing the US curve, we identify a choice ...