At GREEN INTEREST RATE SWAP MANAGEMENT we offer our services to corporate treasurers, fund managers, government entities and bankers to help them manage their debt service through interest rate swaps. We do an in-depth analysis of your debt portfolio and advise as to alternative transactions. We also facilitate closings and administer documentation.

The interest rate swap is a very efficient instrument. It can be constructed at extremely low cost and is probably less expensive than taking out a new fixed rate loan and using the proceeds to buy an offsetting floating rate security paying LIBOR. Technically this would accomplish the same thing but it would surely be much more costly and time consuming to set up.

Interest rate swaps have several advantages over futures contracts. First, futures are only available two to four years out. Interest rate swaps can be arranged at any time. Secondly, futures contracts have to be marked to market everyday, which could bring unexpected cash outflows. Interest rate swaps do not enact this often. Finally, and most importantly, the interest rate swap is cheaper and requires less monitoring. These are the reasons corporations are becoming involved more in interest rate swaps than futures as part of their treasury management.


For more comments on interest rate swaps, please refer to the following link: What is an interest rate swap?


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Green Interest Rate Swap Management