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What is Interest Rate Swap Cash Flows Explained about?

An interest rate swap involves the periodic exchange of cash flows where one party pays a fixed interest rate and the other pays a floating rate, calculated based on a notional principal amount. Interest rate swaps make up about 40% of the interest rate derivatives market, with over $60 trillion in notional amounts outstanding. They are commonly used by corporations to manage their exposure to interest rate risk by effectively changing their financing from fixed to floating rates or vice versa.

Author

neha gala

Language

EN