Posts Tagged ‘credit score’

Finances, Currency and Interest Rate Hedges

Saturday, April 25, 2009 13:36 Comments Off

Funding 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 [...]

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