Basis Swap

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Basis Swap

An interest rate swap in which both legs (the interest rates that are swapped) are both floating rates. The floating rates are calculated over different bases; for example, one might be linked the LIBOR and the other to the fed funds rate. A basis swap is used to help a company hedge against its basis risk.

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No references found			Common examples of derivatives found in the public sector include interest-rate swaps, basis swaps, "swaptions," and commodities contracts. Final GASB guidance on derivatives: a number of arrangements that ... by Gauthier, Stephen J. / Government Finance Review Guided by brokers dressed up as surgeons in green scrubs and surgical masks on the Basis Swap desk, the future king sold the currency to a client in Amsterdam. William sorts out a pounds 45m cash deal by Coventry Evening Telegraph (England) As defined in the proposed regulations, the term encompases a variety of financial products including interest rate swaps, caps, floors and collars, commodity and basis swaps, currency swaps, and other financial innovations. Comments on proposed notional principal contract regulations by Tax Executive			Basic Balance Basic Banking Basic Business Strategies Basic Earnings per Share Basic Health Insurance Policy Basic Industry Multiplier Basic IRR Rule Basic Mortality Table Basic Network Basic Premium Basic Price Basic Rate Basic Rate of Income Tax Basic Time Frame Basing Point Basing Rate basis Basis Book Basis Grade Basis of Stock basis point Basis Price Basis Quote Basis Rate Swap Basis Risk Basis Swap Basis Trading Basis Weight Basket Basket credit default swap basket loan Basket Option Basket Options Basket Order Basket Peg Basket Pegger Basket Purchase Basket Trade Basket Trades Batch Batch Balance Batch Header Batch Header Record Batch Identification Batch Processing Batch Trading Batch-Level Activities Battery Baud Bavarian State Mint bay			Basis pedunculi basis pedunculi cerebri basis pedunculi cerebri basis pedunculi cerebri basis pedunculi cerebri basis pedunculi cerebri basis point basis point basis point basis point basis point Basis Point Value Basis points Basis points Basis points Basis Points Per Annum Basis price Basis Prices Basis pulmonis Basis Pursuit De-Noising Basis Quantum Monte-Carlo Theory Basis Quote Basis Quotes Basis Rate Swap Basis Rate Swaps Basis Recreatie Toervaart Net Basis risk Basis Risks Basis Set Incompleteness Error Basis set superposition error Basis Swap Basis swaps Basis Team Basis trading Basis Traffic basis weight basis weight basis weight Basis-Of-Issue Plan II Basis-Set Superposition Error Correction Basisbedrijvenregister basiscopic Basisgruppe Basisolute Basispartij voor Vernieuwing en Democratie basisphenoid basisphenoid basisphenoid fracture basisphenoid fracture basisternum Basistyi, Nikolai Basistyi, Nikolai Efremovich basistyle basisylvian fissure basisylvian fissure basisylvian fissure basisylvian fissure basitarsus basivertebral vein basivertebral vein Basivertebral veins

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