Talk:Currency swap

From Wikipedia, the free encyclopedia
Jump to: navigation, search


This article has had extensive revisions as part of Project Finance's efforts to update, and make consistent, all interest rate derivatives (IRDs) pages. Old comments have been collapsed pending deletion as their issues are either now obsolete or addressed. Attack68 (talk) 08:43, 6 July 2017 (UTC)

New Comments[edit]

Old Comments pending deletion on 1st July 2018[edit]

Extended content


The description and the naming of the lemma is not quite clear to me. The first part of the article seems to describe an FX Swap to me (FX cash plus reverse FX forward). The last part then describes a combination with an interest rate swap. I would call this a cross currency swap (as in the navigation bar); Hull, admittedly, calls it a currency swap. Although english is not my native language, I deal (not trade) with these things in English quite frequently and I am pretty confident about the naming. -- 11:06, 30 December 2006 (UTC) (i. e. de:Benutzer Marinebanker)

I agree!
An FX Swap / Currency Swap should be defined as:
Two Foreign Exchange transactions executed simultaneously a spot FX trade and a forward FX trade.
BUY USD ag JPY value spot and SELL USD ag JPY forward.
This has nothing to do with fixed rate or floating rates.
There seems to be some confusion over "FX Swaps" "Currency Swaps" and Interest rate derivatives such as Cross Currency Swap.
How can we change theses definitions as they are incorrect? —Preceding unsigned comment added by (talkcontribs) 13:59, 31 August 2007 (UTC)
I stand corrected. A currency swap is the same as a cross currency swap, it is not an FX swap.
FX Swap: FX Spot plus reverse FX Forward
(Cross) Currency Swap: Exchange of notional in two currencies at inception and (in reverse) at maturity, inetrest payments in both currencies during life of trade.
I checked it in Hull: Options, Futures and other derivatives.
Sorry for the confusion. -- 17:23, 12 September 2007 (UTC) (i. e. de:Benutzer Marinebanker)

External link[edit]

The pdf document linked at the end of the page is not accessible to everybody. —Preceding unsigned comment added by (talk) 19:54, 29 April 2008 (UTC)


A section needs to be added on the market risk on CCSs as I think it is what sets this instrument apart from IRS/forwards. I came to this page to look for a definition of cross currency basis risk, and a link to the basis risk page would be relevant, although that pages deals with only one type of basis risk and is in need of expanding. —Preceding unsigned comment added by (talk) 11:14, 23 July 2008 (UTC)

Merger proposal[edit]

The following discussion is closed. Please do not modify it. Subsequent comments should be made in a new section. A summary of the conclusions reached follows.
Merge Cross currency swap into Currency swap Klbrain (talk) 08:31, 30 April 2016 (UTC)

I propose that Cross currency swap be merged into this article, because they are the same thing. However before doing that this article needs some cleaning up to move the contents related to Foreign exchange swap into the appropriate page. --Fancitron (talk) 13:28, 3 February 2012 (UTC)

  • To collect the information about currency swap and have it consistently at one place seems like a good idea to me, also. If I may take the liberty of pointing it out, I find however that the present entries on currency swap seem to be written for those who know just about everything about the field already. While that has an important function, one might consider to give a resume for beginners in currency trading in a separate paragraph, as the word "swap" is used in most currency trading platforms and not necessarily with any good explanation there. -- (talk) 07:36, 30 August 2012 (UTC)A.Tacoma

The above discussion is closed. Please do not modify it. Subsequent comments should be made in a new section.

External links modified[edit]

Hello fellow Wikipedians,

I have just modified 2 external links on Currency swap. Please take a moment to review my edit. If you have any questions, or need the bot to ignore the links, or the page altogether, please visit this simple FaQ for additional information. I made the following changes:

When you have finished reviewing my changes, you may follow the instructions on the template below to fix any issues with the URLs.

You may set the |checked=, on this template, to true or failed to let other editors know you reviewed the change. If you find any errors, please use the tools below to fix them or call an editor by setting |needhelp= to your help request.

  • If you have discovered URLs which were erroneously considered dead by the bot, you can report them with this tool.
  • If you found an error with any archives or the URLs themselves, you can fix them with this tool.

If you are unable to use these tools, you may set |needhelp=<your help request> on this template to request help from an experienced user. Please include details about your problem, to help other editors.

Cheers.—InternetArchiveBot (Report bug) 15:58, 15 August 2017 (UTC)