Equity Swaps Explained: Mechanics and Variations | FRM Part 1 | CFA Level 2

In this video from the curricula of FRM Part 1 and CFA Level 2, we explore the mechanics of Equity Swaps - their mechanics, structuring / customization and the use cases that they can be put to. This video focuses on the following learning objectives:
FRM Part 1:
Identify and describe other types of swaps, including commodity, volatility, credit default, and
exotic swaps.
CFA Level 2:
Describe how equity swaps are priced, and calculate and interpret their no-arbitrage value.
For instructional videos covering the FRM Part 1 curriculum, please refer to the course page (www.finRGB.com....

[@lucatintor4896]

Honestly, I am speechless regarding the ability of this guy to present such complex topics.

[@finRGB]

Thank you for the appreciation, Luca.

[@gpv007]

This is absolute beauty. What a way to explain concepts in a lucid manner.

[@aakhashvasisht7908]

You’re one amongst the best tutors I have ever come across! Please keep up the good work. Thanks so much!

[@finRGB]

Thank you for the appreciation, Aakhash.

[@FarhanKhan-dr9xt]

amazing explanation

[@ajaypatel-zl9yh]

Ok daily basis I am working on this concept however logically Today I have understood

[@renujain8911]

Awesome Video... just got through this video while developing application logic for Equity Swap .... It made me understand how Equity Swap works.... Good work... Thankyou for sharing your information in such a simple way....

[@finRGB]

Glad you found the video helpful, Abhishek.

[@Neuroszima]

indians are everywhere now. I started from programming tutorials and now i watch a finance tutorial and look at this :O

[@Woo_Woo_2_offical]

Very good explanation. Thank you so much!

[@KrystianDear]

Thanks for explaining, really makes sense for the investment banks especially

[@angel-ke9vs]

That was clear and concise thank you

[@SuperAbhishek333]

Thanks Sir, Simplest explanation😃

[@josephrodrigues307]

Very well explained can you also try to make some videos on option Greeks, Black-Scholes model

[@finRGB]

Thank you for the appreciation, Joseph. Yes sure, will do.

[@nkrv]

great explanation. very clear. thanks

[@ponkaclub]

great explanation. thank you

[@mohammedminhaj9903]

Nice explanation

[@niajames3589]

Excellent presentation.

[@finRGB]

Glad you liked it!

[@Aarnav_gaming_etc]

REALLLY NICE!

[@linray2632]

very good explanation.

[@anjal9032]

Thank you so much

[@WeiHanCheng]

Thanks for the info @finRGB! Can I clarify if the margin on the swap is different from that fix payable leg paid to the bank by the hedge fund? or is it the same thing

[@user-pp3me3cp1n]

Awesome

[@mansabehal6702]

Thanku beautifully explained, can u explain interest rate swaps

[@harisoma]

Why don't Hedge fund can use Future Or Options to do this instead of using Investment bank Swap sir?

[@kapilagrawal6127]

Hello! Can you please help apply this concept to understand the duration of swap at a floating rate reset date and why does the duration profile of pay fixed/rec float swap looks like a curve steepener due to this (ie long duration at float rate reset date and short at the actual payment date of that coupon) many thanks

[@finRGB]

Hello Kapil, pls see if this video on duration of interest rate swap helps: kzbin.info/www/bejne/e6quio2jqtZna6c.

[@mohammedsuhayl9190]

What is trade date, reset date, spread in this swap?

[@frasersimpson8256]

goated video thanks bro

[@finRGB]

Thank you for the appreciation, Fraser.