Â鶹AV

News

Exotic Interest Rate Swaps: Snowballs in Portugal

Published: 8 February 2017

Authors: Vallee, B.,  Augustin, P.,  Rich, P.

Publications: Harvard Business Publishing 

Abstract:

This case explores a complex swap transaction implemented by Metro do Porto in 2007. It represents an opportunity to study fixed income derivative instruments, such as plain-vanilla swaps and structured swaps, as well as understand the opportunities and challenges of using innovative financial instruments. The public sector setting allows to discuss the political economy implications of such transactions.

Read full abstract: , January 5, 2017

Feedback

For more information or if you would like to report an error, please web.desautels [at] mcgill.ca (subject: Website%20News%20Comments) (contact us).

Back to top