Sökning: "Erik Willers"

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  1. 1. Drivers of Swedish Swap Spreads

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Erik Edward; Erik Willers; [2007]
    Nyckelord :Interest rate swap; Swap Spread; Sweden;

    Sammanfattning : According to a survey carried out by Bank of international settlements (BIS) and published by the Swedish Riksbank, the average turnover in Swedish interest rate swaps totaled almost SEK 20 billion per day in 2004. The International Swaps and derivatives association (ISDA) reported that the notional outstanding amount of privately negotiated (over the counter) derivatives at the end of 2004 was over $164 trillion around the world compared to the $31 trillion aggregated principal of all the worlds’ bond markets taken together. LÄS MER