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INTEREST RATE SWAP – BPM

Statistics Directorate    
French Equivalent: Taux d'intérêt d'échange – MBP

Definition:
An interest rate swap involves an exchange of interest payments of different character (e.g., fixed rate and floating rate, two different floating rates, fixed rate in one currency and floating rate in another, etc.).

Source Publication:
BPM para. 405.

Cross References:
Foreign exchange swap
Interest rate swap – SNA
Swaps – cross-currency interest rate

Hyperlink:
http://www.imf.org/external/np/sta/bop/BOPman.pdf

Version Indicator: IMF

Statistical Theme: Financial statistics - Balance of payments

Created on Tuesday, September 25, 2001

Last updated on Tuesday, November 13, 2001