CCS

Apr '1122

How to value a cross-currency swap

How to value a cross-currency swap

Since the first transaction in 1981 between the World Bank and IBM, the market of cross-currency swaps has grown rapidly. It represents, according to the Bank of International Settlements, an outstanding notional amount of USD 16,347 billion as per June 2010.… read more

Tags: public sector, corporates, financial institutions, swaps, market value, value, cross-currency swap, credit default swap, CCS

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Basel III corporate finance corporates financial institutions financing investments modelling and valuation processes and systems public sector publieke sector risk management strategy and organization structuring and arranging SWIFT the netherlands treasury treasury management treasury systems valuations WACC

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Nationale-Nederlanden

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