The basics explained

Interest-rate derivatives are hedges used to combat the changes in interest rates.

One party receives a stream of interest payments based on a floating interest rate and pays a stream of interest payments based on a fixed rate.

The other party receives a stream of fixed interest rate payments and pays a stream of floating interest rate payments.

Both streams of interest payments are based on the same amount of notional principal.

Our team of highly experienced professionals help structure solutions that can lock-in your costs and reduce your exposure to interest rate fluctuations.

  1. Interest Rate Swaps: They are derivative instrument in which two parties agree to exchange interest rate cash flows, based on a specified notional amount from a fixed rate to a floating rate (or vice versa).
  2. Forward Rate Agreement: It is a forward contract between parties that determines the rate of interest to be paid or received on an obligation beginning at a future start date.
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