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Interest Rate Swaps

Author

Listed:
  • Marina Pepic

    (National Bank of Serbia, Belgrade, R. Serbia)

Abstract

Interest rates changes have a huge impact on the business performance. Therefore, it is of great importance for the market participants to identify and adequately manage this risk. Financial derivatives are a relatively simple way of protection from adverse changes in interest rates. Interest rate swaps are particularly popular because they reduce interest rate risk to a minimum with a relatively low initial cost and without great risk, but also because of the fact that there are many modifications of the standard swap created to better satisfy the different needs of market players.

Suggested Citation

  • Marina Pepic, 2014. "Interest Rate Swaps," Economic Analysis, Institute of Economic Sciences, vol. 47(3-4), pages 69-80.
    • Handle: RePEc:ibg:eajour:v:47:y:2014:i:3-4:p:69-80
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    File URL: http://www.ien.bg.ac.rs/index.php/en/2014/2014-3-4
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    More about this item

    Keywords

    interest rate risk; standard interest rate swap; non-standard interest rate swaps;
    All these keywords.

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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