Practice Question Set: Borio, Covered Interest Rate Parity Lost

Claudio Borio, et al., “Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis” Practice Question set contains 6 pages covering 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.

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