Securitisation swap
From ACT Wiki
Interest rate risk management.
A securitisation swap is an interest rate swap or a cross-currency interest rate swap undertaken in a securitisation.
It is designed to hedge the interest rate risk or currency risk arising from any mismatches between the securities issued and the assets in the securitisation portfolio.
See also
- Cross-currency interest rate swap
- Interest rate swap
- Securitisation
- Securitisation special purpose vehicle
- Security
- Swap
