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The unexpected impact of negative rates on swaps


The comments and numbers mentioned in the video date back to April 22, 2015, date of publication of the video.

Since April 21, 2015, the Euribor 3 months has been fixing in negative territory. Some “technical” problems linked to the interest rate swaps (as well as to collars), which remained theoretical until recently, will appear soon and create management and IFRS issues. Several types of solutions can be considered, on a case by case basis.

We remain at your disposal if you have any question after watching the video.