Swap reversal

(redirected from Swap Reversals)

Swap reversal

An interest rate swap designed to end a counterparty's role in another interest rate swap, accomplished by counterbalancing the original swap in maturity, reference rate, and notional amount.

Swap Reversal

An interest rate swap with the exact opposite terms as another interest rate swap. An investor makes a swap reversal in order to close the position in the interest rate swap she already has.

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The Swiss National Bank took no other monetary policy actions-for example, engaging in liquidity-providing repurchase operations-to offset these swap reversals. In effect, the Swiss interventions were sterilized.

The limitations of foreign-exchange intervention: lessons from Switzerland

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