Index Amortizing Swap
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Index Amortizing Swap

An interest rate swap in which the notional principal changes according to the movement of an underlying interest rate. Index amortizing swaps are often associated with collateralized mortgage obligation. The swap is designed to protect the fixed rate receiver from prepayment risk on a CMO, but the protection is not always effective. A common underlying interest rate used in index amortizing swaps in LIBOR.

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No references found			4 billion of receive-fixed index amortizing swaps, resulting in a net after-tax loss of $8 million, which is being deferred and amortized. PNC BANK CORP. PROVIDES PRELIMINARY ESTIMATE OF 1995 EARNINGS ... by PR Newswire			indemnification Indemnify Indemnity indemnity clause Indemnity Insurance Indennita Indennita di buonuscita Indennita in caso di morte Indenture indenture deed indenture qualification statement Independent 401(k) Independent Agent independent appraisal Independent Audit Independent Auditor Independent Broker independent contractor Independent European Program Group Independent Investments Independent Project Independent Variable index Index Amortizing Note Index Amortizing Swap Index Amortizing Swaps Index and Option Market Index Arbitrage Index Arbitrage Tick Test Index Fund Index Futures index lease index loan Index method Index Model Index Number Index of Industrial Production Index of Leading Economic Indicators Index Option index rate Index Swap Index Warrant Index-Based Offer Indexed Annuity Indexed ARMs Indexed Bond Indexed Currency Option Note Indexed Loan Indexed rate Indexed Stock Option Indexed Stock Options			index index index index Index (group theory) Index (ideaologies) Index (ideaologies) Index (ideaologies) Index (ideaologies) Index (ideaologies) Index (ideologies) Index (ideologies) Index (ideologies) Index (ideologies) Index (ideologies) Index (publishing) Index (search engine) Index (semeiotic) Index (semeiotic) Index (semiotics) Index (semiotics) Index (semiotics) Index (the Roman Catholic Church) Index (the Roman Catholic Church) Index Allocation Map Index Amortizing Note Index Amortizing Notes Index Amortizing Rate Swap Index Amortizing Rate Swaps Index Amortizing Swap Index Amortizing Swaps Index and Option Market Index and Option Market Index animi sermo Index arbitrage index arbitrage tick test index arithmetic unit index arm Index Assignment Mapping index astigmatism Index Based Offer index bed Index card Index card Index card Index cards index case index case index case index case index case index cases index cases Index Catalog Index Catalogue Index Catalogue index center index chart index color index contour line index counter

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Index Amortizing Swap (redirected from Index Amortizing Swaps)

Index Amortizing Swap
(redirected from Index Amortizing Swaps)