Interest rate swap reeber a us based mnc wishes to


Interest Rate Swap. Reeber, a US based MNC, wishes to transform its liability from fixed to floating in order to exploit what it perceives as a market trend toward lower rates. Its investment banker locates a (USD) fixed to floating swap quoted at 5.3 percent. The reference rate on this swap is six month LIBOR. Assume that the swap as well as the MNC's liability have the same mautiry (10years) and that both pay coupons once a year. If the firm pays a coupon of 4 percent on its existing liabilty, what is the net interest cost (in percent) after executing the swap.

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Financial Management: Interest rate swap reeber a us based mnc wishes to
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