interest rate swap

What is interest rate swap ?

何为利率掉期？

China 's highly speculative interest rate swap market is one of the results of not having an effective benchmark market interest rate , Huang said .

黄勤表示，中国利率掉期市场的高投机性，正是非有效的基准市场利率造成的结果之一。

To Make Interest Rate Swap Function well by Reforming Mechanism

利率互换的功能发挥与机制建设

Study on Risk Management of Interest Rate Swap of CCB Dalian Branch

中国建设银行大连分行利率互换产品风险管理研究

Chapter 3 explains interest rate swap pricing model based on mutual default risk .

第3章基于双方违约风险的利率互换定价模型。

Marketing Exchange Rate and Pricing Loans Interest Rate Swap

利率市场化和贷款定价

Finally , the paper uses detailed example to explain risk management of interest rate swap .

最后，以利率互换产品实际案例具体说明如何进行风险管理。

Composing and calculation of real estate yields interest rate swap

房地产还原利率的构成与测算

Pricing of Interest Rate Swap under Default Risk

违约风险条件下利率互换合约的定价

The Existing Obstacles for Pricing of Interest Rate Swap and the Solution to it

利率互换定价存在的障碍及解决办法

The third chapter is about the risks of interest rate swap and measures how to control .

第三章主要讲的是利率互换的风险，利率互换交易虽然是管理利率风险的最有效的手段之一，但是同其他金融交易一样，它本身也存在着风险。

Interest Rate Swap Pricing on the Basis of Hedging

利用对冲原理进行利率互换定价

The Status Quo of RMB Interest Rate Swap Market and Counter-measures of Commercial Banks

人民币利率互换市场现状及商业银行的应对策略

The interest rate swap is the most effective method when those business and financial institutions avoid interest rate risk .

利率互换是目前各个企业和金融机构进行利率风险的规避最行之有效的方法。

The pricing of interest rate swap is mainly influenced by term structure of interest rate in money market .

摘要利率互换定价主要是受到金融市场利率期限结构的影响。

Meanwhile , it introduces three kinds of financial derivative tools : Finance Future , Finance Option and Interest Rate Swap .

同时，介绍了期权、期货和利率互换三种金融衍生工具的实际应用。

After over twenty years of development , interest rate swap has become one of the biggest financing instruments in international financial market .

经过二十多年的发展，利率互换产品已成为国际市场中最大的融资工具之一。

On Interest Rate Swap of RMB and Its Risk-Avoiding

浅谈人民币利率互换及其风险规避问题

For reasons resulting in such situation , we believe that the major reason lies in irrational RMB interest rate swap price-making system .

之所以造成国内人民币利率互换交易市场现状，笔者认为其中主要原因就在于人民币利率互换定价机制的不合理。

When valuing the CBAS , we take the counterparty risk embedded in the interest rate swap into consideration .

在对CBAS定价的时候，我们也考虑到利率互换中的交易对手风险。

Since the emergency in 1980s , the interest rate swap had been widely utilized in the international financial market as a highly efficient financial instrument for interest risk management .

自19世纪80年代出现以来，利率互换产品已经在国外的金融市场中得到了广泛的应用，是一种非常有效的进行利率风险管理的金融工具。

As the good function of interest rate swap , it is widely used in financial markets in the west and becoming the most main financial derivative in the international financial markets .

由于利率互换的良好功能，其在西方金融市场中得到广泛应用，成为国际金融市场中最主要的金融衍生产品。

Even in the period of global financial crisis , when many kinds of derivatives dramatically shrink , interest rate swap market has however expanded as the most important OTC financial derivative .

即使在发生百年一遇的金融危机、许多金融衍生品规模大幅萎缩的市场背景下，利率互换市场仍旧不断扩大，成为全球范围内最为重要的场外金融衍生产品。

Interest rate swap as derivative financial instrument which produced in this background , it can effectively avoid interest rate risk , lower financing costs and optimize the structure of assets and liabilities .

利率互换作为这一背景下产生的金融衍生工具，能有效地规避利率风险、降低融资成本和优化资产负债结构。

The successful application of theories to practice shows the applicability and availability of the interest rate swap and currency swap along with their pricing theories in the foreign debt management in Chinese enterprises .

理论在实际案例中的成功运用充分说明了利率掉期与货币掉期及其定价原理在中国企业外债风险问题上的适用性和有效性。

A kind of interest rate swap which is one party makes regular interest payments on the other hand the other party makes one batch sum payment , typically at the end of the contract .

一种利率互换合约，参与者一方定期支付利息，另一方则仅在合约的期末一次性支付利息。

The pricing result suggests that method expatiated in this paper can offer a quite effective method for interest rate swap pricing , and can be made a pricing reference in the course of realistic transactions .

定价结果表明本文阐述的方法能够提供一种较为有效的对利率互换定价的方法，可以作为实际交易过程中的定价参考。

However , interest rate swap exists the risk of law and policy , the risk of legal validity of the basic contracts , the risk of performing of contract duty , and the risk of interest rate itself .

但是，利率互换存在法律和政策风险、基础协议的效力风险、履约风险以及利率本身的风险。

At present the condition of carrying out the RMB interest rate swap is satisfied , it brought the interest rate risk management of our commercial bank to a new stage and it is another milestone in financial market development of China .

在我国开展利率互换交易的条件基本成熟的情况下，引入的利率互换为我国商业银行的利率风险管理展开了新的一页。

Interest rate swap is a useful tool for interest risk management . Simply speaking , it achieves the purpose of changing the structure of assets and liabilities through the exchanging of different cash flows , so as to change the risk exposure of the market subjects .

利率互换，简而言之就是通过交换不同属性的现金流，以达到改变市场主体的资产负债结构的目的，从而改变其风险暴露情况。