If you enter a plain vanilla interest rate swap, what risks do you face?

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 04:00 AM

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If you enter a plain vanilla interest rate swap, what risks do you face?

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A plain vanilla interest rate swap has interest rate risk counterparty credit risk and liqu...View the full answer

An Introduction to Derivative Securities Financial Markets and Risk Management

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