FO CH7
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Fichier Détails
Cartes-fiches | 20 |
---|---|
Langue | Français |
Catégorie | Informatique |
Niveau | Apprentissage |
Crée / Actualisé | 04.12.2017 / 05.12.2017 |
Attribution de licence | Non précisé |
Lien de web |
https://card2brain.ch/box/20171204_fo_ch7
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- A company can invest funds for five years at LIBOR minus 30 basis points. The five-year swap rate is 3%. What fixed rate of interest can the company earn by using the swap?
- Which of the following is true?
- Company X and Company Y have been offered the following rates
Fixed Rate
Floating Rate
Company X
3-month LIBOR plus 10bp
Company Y
3-month LIBOR plus 30 bp
Suppose that Company X borrows fixed and company Y borrows floating. If they enter into a swap with each other where the apparent benefits are shared equally, what is company X’s effective borrowing rate?
- Which of the following describes the five-year swap rate?
- Which of the following is a use of a currency swap?
- The reference entity in a credit default swap is
- Which of the following describes an interest rate swap?
- Which of the following is true for an interest rate swap?