Purpose–The purpose of this paper is to examine if the volatility in the US dollar interest rate
swap market impacts the volatility of the swap rates in the Indian swap market …

Comparing asset swap spreads across bonds is a widely used tool for measuring relative
value. This approach leads portfolio managers to increase their risk exposure in ways that …

Interest rate swaps (IRS) are plain vanilla derivatives agreed between two parties to
periodically exchange fixed-for-floating payments based on a fixed notional amount or …