Study Notes: Borio, Covered Interest Rate Parity Lost

Borio, Covered Interest Rate Parity Lost Study Notes will cover the following learning objectives:

Differentiate between the mechanics of FX swaps and cross-currency swaps.
Identify key factors that affect the cross-currency swap basis.
Assess the causes of covered interest rate parity violations after the financial crisis of 2008.

After reviewing the notes, you will be able to apply what you learned with practice questions.

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