Interest Rate Derivatives

 

The Interest Rate Derivatives desk executes pricing for its clients on both plain vanilla OTC derivatives (F.R.A., I.R.S., Cap & Floor and Swaptions) and structured products (Range Accrual, Quanto, Multi-Callable, Digital Option, Barrier Option, etc.). The desk dynamically hedges its risk position through the use of both the interbank OTC market and the regulated/listed markets (MTS, EuroMTS, Eurex, LIFFE, CBOT, Sedex). The main customers are principally Financial institutions, insurance companies, banks and corporates (both large and medium-sized).

 

The Interest Rate Derivatives desk is also able to offer more complex and tailor made solutions to manage interest rate risk, depending on specific needs, in euros, dollars and yen, the main currencies it operates in.

The Interest Rate Derivatives desk also collaborates with Corporate Finance to structure deals, carry out analysis and credit portfolio modelling (mortgages, leasing, etc.) for banks and other financial institutions that work in the securitisation sector by offering itself as a swap trading partner to hedge against interest rate risk in securitisation deals.

 

Furthermore, the Interest Rate Deirvatives desk is in charge of market making on the  Sedex market for the Covered Warrant CAPs on Euribor issued by Banca Akros. It manages all aspects from pricing, quotes, as well as managing the risk on resulting positions.

 

For more information on Banca Akros’ Covered Warrant CAPs on Euribor:

 

Presentation

 

Definitive Conditions

 

Covered Warrant Calculator

 

 

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