Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Financial derivative
|
| gptkbp:component |
Spread
Maturity date Notional principal Payment frequency Reference rates |
| gptkbp:containsSettlement |
Usually cash settled
|
| gptkbp:duration |
Typically 1 to 10 years
|
| https://www.w3.org/2000/01/rdf-schema#label |
Basis swap
|
| gptkbp:involves |
Exchange of floating interest rate payments
Two different interest rate indices |
| gptkbp:market |
gptkb:Over-the-counter_(OTC)
|
| gptkbp:relatedTo |
gptkb:SOFR
gptkb:EURIBOR gptkb:LIBOR Swap spread |
| gptkbp:riskFactor |
Basis risk
|
| gptkbp:type |
Interest rate swap
|
| gptkbp:used_in |
Financial institutions
Corporations |
| gptkbp:usedFor |
Hedging interest rate risk
|
| gptkbp:bfsParent |
gptkb:Swaps
|
| gptkbp:bfsLayer |
7
|