Question
Can a swap bank eliminate their credit risk? Yes, if the swap bank make sure both parties are AAA rated Yes, if the swap bank
Can a swap bank eliminate their credit risk?
Yes, if the swap bank make sure both parties are AAA rated
Yes, if the swap bank only accept fixed rate and pay LIBOR
Yes, if a swap bank only accept LIBOR and pays fixed rate
No. Swap bank always face some credit risk
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Multinational financial management
Authors: Alan c. Shapiro
10th edition
9781118801161, 1118572386, 1118801164, 978-1118572382
