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#asset-swap #finance #gale-using-and-tradning-asset-swaps
Asset Swapping Methodologies Overview: Asset Swap Types and Characteristics 3 Terminology 4 Yield/Yield/Asset Swaps 4 Par/Par Asset Swaps 5 Market Value Accrued (MVA) Asset Swaps 7 Yield Accrete or Constant Bond Yield 9 Box: Asset Swapping Index-Linked Bonds 10 Credit Default Swaps (CDS) 12 Swap Spreads for Rich-Cheap Analysis
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owner: piotr.wasik - Using and Trading Asset Swaps - Giles Gale (Morgan Stanley), p1

ged 30 40 50 60 70 80 0.0% 2.0% 4.0% 6.0% 8.0% Govt Yield Par/Par Spread (bp) 30 35 40 45 50 55 60 MVA Spread (bp) Par Spread MVA Spread Source: Morgan Stanley What’s Inside Page Introduction 2 <span>Asset Swapping Methodologies Overview: Asset Swap Types and Characteristics 3 Terminology 4 Yield/Yield/Asset Swaps 4 Par/Par Asset Swaps 5 Market Value Accrued (MVA) Asset Swaps 7 Yield Accrete or Constant Bond Yield 9 Box: Asset Swapping Index-Linked Bonds 10 Credit Default Swaps (CDS) 12 Swap Spreads for Rich-Cheap Analysis 15 Using the Swaps Curve as the Reference for the Term- Structure 15 Yield/Yield 15 Par/Par and MVA Swap Spreads 15 Yield Accrete 19 Yield Curve Shift (YCS) and Zero Spreads (Z Spreads)



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