Hedged Cost of Funds and Interest Rate Arbitrage

By Lipson, Marc L.

Finance

This technical note provides an overview of interest rate parity and the hedged cost of international borrowings. The note describes the essential steps to hedge international borrowings with forward contracts and describes in detail the link between forward rates and interest rates and what drives that relationship.

Collection: Darden University of Virginia (USA)

Ref: DARDEN-F-1565-E

Format: PDF

Number of pages: 12

Publication Date: Oct 3, 2008

Language: English

Review date: May 5, 2025

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Industry Setting: Banking/Finance/Insurance

Hedged Cost of Funds and Interest Rate Arbitrage

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Hedged Cost of Funds and Interest Rate Arbitrage

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Hedged Cost of Funds and Interest Rate Arbitrage

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