Swaps (FRM Part 1 2025 - Book 3 - Chapter 10)

Поділитися
Вставка
  • Опубліковано 15 гру 2024

КОМЕНТАРІ • 15

  • @jacklingomes9137
    @jacklingomes9137 2 роки тому

    I love your classes. You make learning heavy concepts so easy :D

    • @analystprep
      @analystprep  2 роки тому

      Happy to hear that! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a review here: trustpilot.com/review/analystprep.com

  • @abdullahnarejo1259
    @abdullahnarejo1259 11 місяців тому

    sir, can you please explain where does floating cash flow comes from?

  • @linaelmoutaki5610
    @linaelmoutaki5610 3 роки тому +2

    thank you professor

    • @analystprep
      @analystprep  3 роки тому

      You're welcome! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a review here: trustpilot.com/review/analystprep.com

  • @yvesprimeau6031
    @yvesprimeau6031 5 років тому

    In your comparative example is it what happen when cies does shadow banking ?

  • @mundrakeshav22
    @mundrakeshav22 4 роки тому +2

    Dear Sir, could you explain the break up of 7.75% that B would pay to A as a simple equation ?

    • @chiragpatodi7542
      @chiragpatodi7542 2 роки тому

      Are you frm holder?

    • @mundrakeshav22
      @mundrakeshav22 2 роки тому

      @@chiragpatodi7542 matter of fact I cleared FRM Level 1 in Dec,2021 and a recently qualified CA in May,22.

    • @chiragpatodi7542
      @chiragpatodi7542 2 роки тому

      Thanks for the reply. I am also a CA Finalist. I just want to know your view on FRM cirtification course.

  • @ducthien0224
    @ducthien0224 5 років тому +1

    could you please show how to work out the fixed rate of 7.75% that B pays A and the floating rate of (Libor+2.5%) that A pays B as they enter in the swap to get that even gain of 0.25%? Thanh you!

    • @analystprep
      @analystprep  5 років тому +6

      Hi, Thien. First, we have to understand that 8 % = 800 basis points. Then, the formula is (800 bps - 600 bps) - (LIBOR + 250 bps - (LIBOR + 100 bps)) = 200 bps - 150 bps = 50 bps. We then divide this by 2 to get 25 bps. I hope this helps!

    • @ducthien0224
      @ducthien0224 5 років тому

      AnalystPrep thank you, sir!

  • @cade7458
    @cade7458 Рік тому +2

    Thank you my professor did not do a good job teaching this.