Financing cost in Swaps

sunandaC

Sunanda K. Chavan
To lower financing cost

Currency swaps can be used to reduce the cost of loan. The following example deals with such a case.

Consider two Indian corporates A & B. Corporate A is an exporter with a rupee loan at 14% fixed rate.

B has a dollar loan at LIBOR + 0.25% floating rate.

Due to difference in the credit rating of the two companies, the rates at which the loans are available to them are different.

A has access to 14% rupee loan and dollar loan at LIBOR + 0.25%.

A would like to convert its rupee loan into a dollar loan, to reverse its revenue in dollars and B would like to convert the dollar loan into a fixed rupee loan thus crystallizing its cost of borrowing.

They can enter into a swap and reduce the cost compared to what it would have been if they had taken a direct loan in the desired currencies.
 
To lower financing cost

Currency swaps can be used to reduce the cost of loan. The following example deals with such a case.

Consider two Indian corporates A & B. Corporate A is an exporter with a rupee loan at 14% fixed rate.

B has a dollar loan at LIBOR + 0.25% floating rate.

Due to difference in the credit rating of the two companies, the rates at which the loans are available to them are different.

A has access to 14% rupee loan and dollar loan at LIBOR + 0.25%.

A would like to convert its rupee loan into a dollar loan, to reverse its revenue in dollars and B would like to convert the dollar loan into a fixed rupee loan thus crystallizing its cost of borrowing.

They can enter into a swap and reduce the cost compared to what it would have been if they had taken a direct loan in the desired currencies.

Hi Friend,

Here I am uploading Understanding Interest on Rate Swap Math and Pricing, so please download and check it.
 

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