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FINM7405 Interest rate swaps and currency swaps
创建日期：2024-05-22 16:53:11
所属分类：金融Finance
标签： FINM7405
Interest rate swaps and currency swaps

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FINM7405  Interest rate swaps and currency swaps  

• Swaps 
• Interest rate swaps 
-Mechanism 
-Why use interest rate swaps?  
-Pricing 
• Currency swaps 
-Mechanism 
-Why use currency swaps? 
-Pricing 
Outline 
2 
•Agreements to exchange a series of cash flows on periodic dates 
•Swaps are similar to forwards: 
- Swaps typically do not require payment by either party at initiation (except currency  
swaps) 
- Swaps are traded OTC and not standardized 
- Swaps are regulated by International Swaps and Derivatives Association (ISDA) in  
the global market, and by Australian Financial Markets Association (AFMA) in  
Australia 
- Although regulations exist, default risk is high for swap transactions 
•Two most common swaps: 
- Interest rate swap 
- Currency swap 
Swaps 
3 
• An agreement to exchange fixed rate for floating (variable) rate over the tenor (i.e., life) of the  
swap 
- Suppose I lend you $100 at 4% pa fixed rate and you lend me $100 at variable (i.e., floating)  
rate for 3 years. Interest is paid semi-annually.  
- Thus we have an interest rate swap with a tenor of 3 yrs 
- Both loan amounts are equal, hence it is pointless to exchange $100. 
- Also, it is pointless to exchange the full interest amount every 6 mths. Only the party with the  
larger payment liability pays the difference. Example: If the floating rate is 6% pa, I pay you  
$1. If the floating rate is 3% pa, you pay me $0.50 
- In the above, you are the fixed rate payer (i.e., ‘payer’) and I am the fixed rate receiver (i.e.,  
‘receiver’). As a fixed rate receiver, I pay floating rate.  
- We don’t usually use the terms ‘floating rate payer’ or ‘floating rate receiver’. 
Interest rate swap 
4 
•To transform a liability 
-Suppose company A borrowed at LIBOR floating rate + a margin of 50 bps.  
Company A already has many variable rate borrowings and wanted to convert  
the above into fixed rate borrowing. 
-Suppose company B has just issued an 8% coupon bond, in addition to other  
fixed rate borrowings. Company B wanted to convert the above to variable  
rate borrowing. 
-Hence, companies A and B can do an interest rate swap. Let’s assume the  
fixed swap rate is 6% 
Why do we use interest rate swap? 
5 
6Company B 
Effective 
borrowing rate  
for Company A 
= 6.5% 
Effective 
borrowing rate  
for Company B 
= LIBOR + 2% 
Why do we use interest rate swap? 
Variable Bank  
Loan 
Company A 
LIBOR +  
50 bp 
Fixed Coupon  
Bond 
8% fixed 
6% LIBOR 
• Suppose company F holds floating rate notes issued in Australia. Thus, it receives BBSW  
minus 30 bps margin. BBSW (Bank Bill Swap Rate) is analogous to LIBOR; it is the reference  
rate at which variable rates in Australia are set upon. Company F wanted to convert its cash  
inflow into fixed amount. 
• Suppose company V holds 5.8% fixed coupon bonds and wanted to convert its cash inflow  
into variable amount 
• Thus, companies F and V can do an interest rate swap. Let’s assume the fixed swap rate is  
6%. 
To transform an asset 
7 
-Usually, companies F and V won’t directly transact the interest rate swap.  
They will do this through a financial intermediary (FI) 
- In the example below, FI earns a 4 bps spread but each of F and V receives 2  
bps less. 
To transform an asset 
8 
- If you predict that the yield will increase (price will decrease) in the future, you  
can try to speculate on your prediction by 
Sell bond futures (sell high now, close out by buy low later), or 
Enter into an interest rate swap as a fixed-rate payer (pay fixed, receive  
floating). Reason: 
- It can be shown (later) that if yield increases, the fixed coupon bond will trade  
at discount. The effect is such that the swap has a positive value to fixed rate  
payer 
To speculate: 
9 
- Suppose you were a liability manager and you have issued/sold a fixed coupon bond. To hedge the risk  
of a falling yield (bond price or value of your liability increases), you can 
Buy back the bond, or 
Enter into an interest rate swap as a fixed-rate receiver (receive fixed, pay floating). Reason: 
• It can be shown (later) that if yield decreases, the fixed coupon bond will trade at premium.  
The effect is such that the swap has a positive value to fixed rate receiver. This positive swap  
value offsets the increase in your liability  zero net effect 
• It can be shown (later) that if yield increases, the fixed coupon bond will trade at discount.  
The effect is such that the swap has a negative value to fixed rate receiver. This negative  
swap value offsets the decrease in your liability  zero net effect 
- Note also that a receive fixed, pay floating swap has the same effect as decreasing duration. This is  
because this swap implies that you issue short-term floating rate notes (thus pay floating rate) and use  
the proceeds to buy back long-term bonds (thus receive fixed rate) 
To hedge: 
10 
•Suppose we are the fixed rate payer (we pay fixed rate and receive floating rate).  
•We can replicate this effect using a clever combination of basic bonds: 
- Issue fixed coupon bond  
- Invest the proceeds in floating rate coupon bond with the same maturity and  
payment dates as the above fixed coupon bond 
- On each interest payment date, we pay fixed coupon and receive floating rate 
- OR 
- Issue fixed coupon bond 
- Invest the proceeds in short-term floating rate notes (e.g., 6-mth floating rate note)  
and roll-over successively until the maturity of the above fixed coupon bond 
Replicating an interest rate swap 
11 
•Thus, we can value an interest rate swap by aggregating the value of each of the  
components in the portfolio: 
- Value a fixed coupon bond (discussed a few weeks ago) 
- Value a floating rate coupon bond with the same maturity and payment dates as the  
above fixed coupon bond 
The value is equal to the par value on interest repayment dates 
The value is greater than the par value on non-interest repayment dates 
•Why is the floating rate coupon bond always repriced to par on interest repayment  
dates? 
- To understand this, remember first that the floating rate interest is always set in  
advance, but paid at the next period 
12 
- The floating rate interest is always set in advance, but paid at the next period 
- For a floating rate coupon bond, the coupon rate, which determines the coupon payment at  
next periods, is set to the market yield. 
- When coupon rate = yield, the bond is priced on par 
- Example: Suppose the current YTM for the floating rate coupon bond = 4% pa. The coupon  
rate of this bond will be set equal to this yield, and thus, today (t=0), the floating rate coupon  
bond is priced at 100. 
Why is the floating rate coupon bond always repriced to par on interest  
repayment dates? 
13 
22 2 2 2 
100+ 
2 
remaining  
periods 
Coupon rate set  
today (i.e., t=0)  
but paid at  
t=1,2,… 
 One period has passed. Suppose the current YTM for the floating rate coupon bond = 
6% pa. The coupon rate of this bond will be reset (updated) equal to this yield, and 
thus, today (t=0), the floating rate coupon bond is repriced to 100, again. 
 The above process is repeated on each repayment date i.e., coupon rate is reset (i.e., 
updated) to the yield of the floating rate bond on each repayment date, which means 
that the floating rate coupon bond is always repriced to par 
Why is the floating rate coupon bond always repriced to par on  
interest repayment dates? 
14 
3 3 3 3 
100 + 
3 
remaining  
periods 
Coupon rate set  
today (i.e., t=0)  
but paid at  
t=1,2,… 
0 1 2 3 4 5 
o Note also we can value an interest rate swap by aggregating the value of 
each of the components in the portfolio: 
 Value a fixed coupon bond 
 Value a short-term floating rate note (e.g., 6-mth floating rate note) and 
roll-over successively until the maturity of the above fixed coupon bond 
 The value is equal to the par value on interest repayment dates 
 The value is greater than the par value on non-interest repayment dates 
15 
 Example: Suppose today’s 6-mth LIBOR is 4% pa. LIBOR is a “simple rate” with 
no compounding effect. Suppose you invest $100 in this 6-mth note, thus 
getting an interest of $2 plus your $100 initial investment in the next period. 
Why is the short-term floating rate note always repriced to par on  
interest repayment dates? 
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