https://www.sec.gov/comments/s7-08-11/s70811-30.pdf‎CachedMay 17, 2011 . Registration and Regulation of Security-Based Swap Execution . Basis Risk is

help.riskmetrics.com/RiskManager3/. /Quantifying_Bond_Basis_Risk.pdf‎CachedSimilarHedging a corporate bond with a credit default swap (CDS) of the issuer reduces

www.thefreedictionary.com/Zero+Basis+Risk+Swap‎CachedAny of several swift, wild, horselike African mammals of the genus Equus, having

financial-dictionary.thefreedictionary.com/Basis+Risk‎CachedSimilarDefinition of Basis Risk in the Financial Dictionary - by Free online English

www.treasurer.ca.gov/cdiac/debtpubs/2003/102003RateSwaps.pdf‎CachedSimilarOct 10, 2003 . product), the first recorded “full-term/insured” swap issued in California. . Basis

policy.nd.edu/policy_files/InterestRateSwapPolicy.doc‎CachedSimilarThis policy will govern the use by the University of interest rate swap transactions

www.investopedia.com/terms/b/basisrateswap.asp‎CachedSimilarA type of swap in which two parties swap variable interest rates based on

www.verasis.com/cross-currency-swaps-basis-risk-enhancement/‎CachedSimilarVerasis Risk 3.3 has been enhanced to provide the following additional

derivativetimes.blogspot.com/. /interest-rate-swaps-post-2008-crisis.html‎CachedSimilarFeb 24, 2011 . We will also see the emergence of the 'basis swap' to hedge this risk and how the

pages.stern.nyu.edu/~eelton/debt_inst_class/Swap.pdf‎CachedExample fixed for floating swap: 1. . . have also seen that swaps are less

ftalphaville.ft.com/. /introducing-isda-risk-its-like-basis-risk-but-more- annoying/‎CachedJun 21, 2013 . Now, let's add "Isda risk" (pronounced Izzz-dah risk, it has the added benefit of .

www.dwsd.org/downloads_n/. /moodys_interest_rate_swaps.pdf‎CachedSimilarswap and discusses Moody's approach to assessing this risk in any swap

www.visualrisk.com/. /UndertheHood_CCIRS_September_2011.pdf‎CachedSimilarSuch a debt raising strategy poses challenges both from a risk . . currency basis

riskencyclopedia.com/articles/basis-swap/‎CachedSimilarA basis swap is a floating-floating interest rate swap. A simple example is a swap

quant.stackexchange.com/. /equivalency-of-fx-forwards-and-fx-basis-swaps- for-risk-management-purposes‎CachedSimilarJul 13, 2012 . The reason I am asking, I am hedging something that can be modeled via an FX

Basis risk can arise from discrepancies between the risk indicators used in the .

www.sifma.org/. /sifmag-17modelriskdisclosuresinterestrateswaps.pdf‎CachedSimilarAug 2, 2012 . In a basis swap, an issuer makes payments based on one floating . For example

www.orrick.com/Events-and-Publications/Documents/430.pdf‎CachedSimilarThere are some risks to a swap (e.g., counterparty credit risk or . . swap markets

www.wisegeek.com/what-is-a-basis-swap.htm‎CachedSimilarJan 25, 2014 . A basis swap is a type of financial contract that's used to limit risk in trades

www.efinancialnews.com/. /how-do-you-solve-a-problem-like-basis-risk‎SimilarFeb 20, 2012 . The effects of basis risk are most acutely felt on credit desks, where dealers

www.cdfa.net/cdfa/. /0/ADB2892F39E5D54F88257936005F0552‎CachedPreview This article explains “basis risk” in the context of interest rate swaps.

www.jetfuel.com/files/u1/07011_Risk_Presentation_Jet.pptx‎CachedSimilarSwaps: Paper (not physical) transactions; Buy fixed price / Sell variable price;

www.ericbenhamou.net/documents/. /swaps%20basis%20swaps.pdf‎CachedSimilarStrictly speaking, a basis swap or a floating/floating cross currency basis swap is

www.risk.net/energy-risk/glossary/2038567/basis-swap‎CachedSimilarFor example, a natural gas basis swap could be used to hedge a locational price

www.investorglossary.com/zero-basis-risk-swap.htm‎CachedSimilarA zero basis risk swap, or ZEBRA, is a specialized type of swap for municipalities.

Basis Risk and Maturity Risk Swaps can expose an organization to basis risk and

thinxlabs.com/blog/finance/basis-swap-curves-pricing/‎CachedSimilarFeb 5, 2013 . This article looks at Basis swaps and their pricing with a look also at some of the

finance.wharton.upenn.edu/~bodnarg/courses/nbae/. /Chapter14.pdf‎Cachedopposing counterparty the unplaced side of a swap with another counterparty.

www.cmegroup.com/trading/agricultural/. /AgSwapsWhitePaper.pdf‎CachedSimilarLondon Interbank Offer Rate (LIBOR) plus 200 basis points to the community

www.gfoa.org/downloads/GFR_swaps.pdf‎CachedSimilarInterest rate swaps do not change the amount or type of debt outstanding, but

www.diva-portal.org/smash/get/diva2:622287/FULLTEXT01.pdf‎CachedKeywords: Curve building, swap, basis spread, cross currency, collateral . ..

ageconsearch.umn.edu/bitstream/19369/1/sp05ma07.pdf‎CachedSimilarwith linear payoff instruments, such as swaps or futures, to minimize basis risk

www.yieldcurve.com/. /files/Choudhry_BasisTrade_Jul06_Logo.pdf‎CachedSimilarThe credit default swap basis: illustrating positive and negative basis arbitrage

www.csb.uncw.edu/people/moffettc/. %20IR%20Swaps/swaps.pdf‎CachedSimilarvolume estimated to be over $300 billion and outstanding swaps with a value

www.traderslaboratory.com/. /17789-zero-basis-risk-swap-zebra-definition. html‎CachedDec 10, 2013 . What is the definition of Zero Basis Risk Swap - ZEBRA ? This is a swap deal

www.barbicanconsulting.co.uk/basisrisk‎CachedSimilarBasis Risk Financial Training Guide detailing how the libor base rate differential

cib.natixis.com/flushdoc.aspx?id=45725‎CachedSimilarMar 12, 2009 . currency basis swaps shows that the pressure on long-term dollar financing

epub.lib.aalto.fi/fi/ethesis/pdf/12839/hse_ethesis_12839.pdf‎CachedSimilarApr 28, 2012 . The objective of the study is to investigate how credit risk, liquidity and news

en.wikipedia.org/wiki/Basis_swap‎CachedSimilarA basis swap is an interest rate swap which involves the exchange of two floating

www.icap.com/investor. and. /reset-and-rematch-teach.pdf‎CachedBasis Risk is defined by the Derivative Consulting Group Glossary as: “The risk of

www.wilmott.com/messageview.cfm?catid=3&threadid. 2‎CachedSimilarSuppose we have a basis swap trade between USD LIBOR 3M and . Basically I

seekingalpha.com/. /320260-the-rationale-for-eur-usd-vs-basis-swap- disconnect‎SimilarJan 18, 2012 . Basis swaps imply the exchange of two streams of money-market floating rates .

policies.bryant.edu/ba/financial/Treasury. /doirsterminology.htm‎CachedSimilarBasis Swap – an agreement between two parties to exchange interest payments

www.eduriskinternational.com/ ConstructingANonUSDSwapDiscountingCurveWithUSDCollateral.pdf‎CachedSimilarcovered in another technical note produced by Edu-Risk. International which can

www.mercatusenergy.com/. /An-Overview-of-Energy-Basis-Basis-Risk-and- Basis-Hedging‎CachedOct 9, 2013 . In a future post we will explain how this producer can mitigate their exposure to

ciberconta.unizar.es/bolsa/basis.htm‎CachedSimilarAn Interest Rate Swap or Cross Currency Swap where both legs are floating rate.

www.investment-and-finance.net/derivatives/z/zebra-basis-risk-swap.htmlJan 17, 2013 . Zebra Basis Risk Swap. A swap agreement made between a municipality (a city

www.fieldman.com/PDFs/InterestRateSwaps.pdf‎Similar❑Rate of debt retirement affects level of inflation risk . This issuer has used an

https://www.bis.org/publ/qtrpdf/r_qt0803z.htm‎CachedThus, FX swaps can be viewed as FX risk-free collateralised borrowing/lending.

https://thinxlabs.com/blog/finance/basis-swaps/‎CachedNov 30, 2012 . We explore the used of basis swaps , along with the pricing and valuation of .

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