Posts Tagged ‘credit score’
Finances, Currency and Interest Rate Hedges
Saturday, April 25, 2009 13:36 Comments OffFunding multicurrency and often fixed rate assets in a CRE CDO requires a mechanism to translate foreign currency and to hedge interest rate movements to correspond to with the single-currency, floating rate CRE CDO liability structure. Most issuers have accomplished this through the use of perfect asset swaps. Under a perfect asset swap contract, a [...]