Click on the link below to watch the full webcast: https://www.londonfs.com/video/webCast/url/cross-currency-basis-swaps In this webcast presented by Dr David Cox, you will get a detailed overview of cross currency basis swaps and the market evolution in the last ten years, as well as reviewing key valuation and risk management techniques. Topics covered: - How a CCBS works - Market quotation - Drivers of the Basis Swap spread - Impact of currency supply and demand - Relationship between Basis Swap spread, Overnight and Libor rates - Basis swap adjusted yield curves - Valuation of cross currency cashflows - IRS collateralized in non-swap currencies This video was produced by London Financial Studies Limited.
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Duration: 2m 32s
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