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#asset-swap #finance #gale-using-and-tradning-asset-swaps
Unlike the par/par asset swap, in MVA asset swap, the repo and floating notional of the swap are both on the same amount
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owner: piotr.wasik - Using and Trading Asset Swaps - Giles Gale (Morgan Stanley), p8

spread at which an investor can unwind a previ ous MVA transaction. As a consequence we recommend tracki ng the carry on the bond and the swap separately. T he MVA method, however, does make it easier to approximate the net carr y. <span>Unlike the par/par asset swap, the repo and floating notional of the s wap are both on the same amount, so it is possible to simply compare the rates paid/receiv ed on each. <span><body><html>



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