Interest Rate Risk Management

The traditional method of managing interest rate riskrepresenting the difference between the FRA rate
has been fixed -rate borrowing in the form of loans .& the actual rate.
If is simple , & companies know how much theyExample---
will need each year to service the debt, However, itThomas plc has $ 1 m loan outstanding on which the
is not always possible to obtain a loan at the rates,interest rate is reset six months for the following six
or for the amounts required.months. And the interest is payble at the end of that
An enterprise may wish to take precautions againstsix month period.
interest rates moving up or down in the future , orThe next six monthly reset period may now be just
many wish to change the existing structure of itsthree months away , but the treasurer of Thomas
funding or deposits , for instance for a fixed rate ofplc thinks that interest rates are likely to rise
interest to a floating rate. With the devolopmentofbetween now & then. Current six month rates
the financial markets & , in particular , theare 8% & the treasurer can get a rate of 8.1%
financial futures markets , a number of instrumentsfor a six month FRA starting in three months time.
have arisen which allow the treasurer to hedgeBy transactions an FRA the treasurer can lock in a
interest rate risk.rate today of 8.1%. If interest rates rise as expected
Interest Rate Swaps.to say 9% Thomas plc has reduce its interest charge
An interest rate swap is an exchange of interest rateas it will pay the current 9% rate on its loan but will
commitments , serch that a fixed -rate.recive from the FRA counterpart the difference
Commitment is exchanged for a floating-ratebetween 9% & 8.1%.
commitment. The parties to a swap retain theirIf however rates drop to 7% Thomas plc will still end
obligations to the orginal lenders . Which means thatup paying an effective rate of 8.1% because
the swap parties must accept counter - partyalthough the interest rate on the loan is lower , the
risk.Interest rate swaps are used for purposes othercompany will pay the FRA counterpart the difference
than obtaining a cheaper financing rate. They could ,between 7% & 8.1%.
for example- be used to change future case flows orIf rates are 9% in three months time, $
to enhance returns.Interest rate swaps are offInterest payable on the loan 9% x $1 m x 6
balance sheet items , as the principal amount of the12------------------------------------------ 45000
contract is not paid , & it is just an agreementAmount receivable on FRA (9%-8.1%)x$1 m x 6
to swap future cash flows. However, the existece of12------------------------------------ (4500)net amount
the swap should be maintained in the notes to the40500
financial statements. The interest payments &The 40500$ is the net amount payable , giving an
receipts should be accrued over the life of the swapeffective rate of 8.1%, If rates are 7% in three
on a straight-line basis. Financial institutions whichmonths time
actively trade swaps revalue their positions the$
current market value.Interest payable on the loan 7% x $1m x6
Forward Rate Agreements.12--------------------------------------------35000
A forward rate agreement ( FRA) is an agreementAmount payable on FRA ( 8.1% - 7%) x $ 1m x 6
whereby an enterprise can lock in an interest rate12--------------------------------------5500net
today for a period of time starting in the future. On----------40500
the future date the two counter parts in the FRAThe $ 40500 is the net amount payble , again giving
settleup & , depending on which way rates go ,an effective rate of 8.1%.
one will pay an amount of money to the other