Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Issue Eurodollar bonds at 10% Bank A AAA U.K. Issue FRN in S at LIBOR Net Cash Outflows Pays Receives Net 10.375% LIBOR Bank A

image text in transcribed
image text in transcribed
Issue Eurodollar bonds at 10% Bank A AAA U.K. Issue FRN in S at LIBOR Net Cash Outflows Pays Receives Net 10.375% LIBOR Bank A LIBOR 10% -10.375% LIBOR-.375% Example-1- Swap Bank 10.50% -.125% LIBOR Swap Bank 10.375% LIBOR -10.50% LIBOR Issue Domestic Bonds at 11.25% Bank B BBB U.S. Issue FRN. in $ at LIBOR +.50% Company B 10.50% LIBOR +50% -LIBOR 11% In the above example, the swap bank earns a spread of .125%. Company B passes through to the swap bank 10.50 percentage per annum (on the notional principal of $10,000,000) and receives LIBOR percent in return. Bank A passes through to the swap bank LIBOR percent and receives 10.375 percent in return. Suppose the swap bank entered into the position with Company B first. If fixed rates increase substantially, say, by .50 percent, Bank A will not be willing to enter into the opposite side of the swap unless it receives, say 10.875 percent. This would make the swap unprofitable for the swap bank. Having covered this example, come up with your own numbers illustrating the example above and expliang your answer, under what conditions in your example swap be unprofitable? Explain the following, give examples for each. Basis risk Exchange-rate risk Mismatch risk Sovereign risk Issue Eurodollar bonds at 10% Bank A AAA U.K. Issue FRN in S at LIBOR Net Cash Outflows Pays Receives Net 10.375% LIBOR Bank A LIBOR 10% -10.375% LIBOR-.375% Example-1- Swap Bank 10.50% -.125% LIBOR Swap Bank 10.375% LIBOR -10.50% LIBOR Issue Domestic Bonds at 11.25% Bank B BBB U.S. Issue FRN. in $ at LIBOR +.50% Company B 10.50% LIBOR +50% -LIBOR 11% In the above example, the swap bank earns a spread of .125%. Company B passes through to the swap bank 10.50 percentage per annum (on the notional principal of $10,000,000) and receives LIBOR percent in return. Bank A passes through to the swap bank LIBOR percent and receives 10.375 percent in return. Suppose the swap bank entered into the position with Company B first. If fixed rates increase substantially, say, by .50 percent, Bank A will not be willing to enter into the opposite side of the swap unless it receives, say 10.875 percent. This would make the swap unprofitable for the swap bank. Having covered this example, come up with your own numbers illustrating the example above and expliang your answer, under what conditions in your example swap be unprofitable? Explain the following, give examples for each. Basis risk Exchange-rate risk Mismatch risk Sovereign risk

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Handbook Of Asset And Liability Management Volume 2

Authors: S. A. Zenios, W. T. Ziemba

1st Edition

0444528024, 978-0444528025

More Books

Students also viewed these Finance questions

Question

5. Identify and describe nine social and cultural identities.

Answered: 1 week ago

Question

2. Define identity.

Answered: 1 week ago

Question

4. Describe phases of majority identity development.

Answered: 1 week ago