{"id":"https://openalex.org/W3115360940","doi":"https://doi.org/10.1111/fmii.12135","title":"Risk Transfer with Interest Rate Swaps","display_name":"Risk Transfer with Interest Rate Swaps","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3115360940","doi":"https://doi.org/10.1111/fmii.12135","mag":"3115360940"},"language":"en","primary_location":{"id":"doi:10.1111/fmii.12135","doi":"https://doi.org/10.1111/fmii.12135","is_oa":false,"landing_page_url":"https://doi.org/10.1111/fmii.12135","pdf_url":null,"source":{"id":"https://openalex.org/S39811122","display_name":"Financial Markets Institutions and Instruments","issn_l":"0963-8008","issn":["0963-8008","1468-0416"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Financial Markets, Institutions &amp; Instruments","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.3661715","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5004245871","display_name":"Lee Baker","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1290158734","display_name":"Commodity Futures Trading Commission","ror":"https://ror.org/050m8a892","country_code":"US","type":"government","lineage":["https://openalex.org/I1290158734"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Lee Baker","raw_affiliation_strings":["Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581","institution_ids":["https://openalex.org/I1290158734"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Richard Haynes","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1290158734","display_name":"Commodity Futures Trading Commission","ror":"https://ror.org/050m8a892","country_code":"US","type":"government","lineage":["https://openalex.org/I1290158734"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Richard Haynes","raw_affiliation_strings":["Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581","institution_ids":["https://openalex.org/I1290158734"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080153300","display_name":"John S. Roberts","orcid":"https://orcid.org/0000-0002-1679-9465","observed_orcids":["https://orcid.org/0000-0002-1679-9465"]},"institutions":[{"id":"https://openalex.org/I1290158734","display_name":"Commodity Futures Trading Commission","ror":"https://ror.org/050m8a892","country_code":"US","type":"government","lineage":["https://openalex.org/I1290158734"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"John Roberts","raw_affiliation_strings":["Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581","institution_ids":["https://openalex.org/I1290158734"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Rajiv Sharma","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1290158734","display_name":"Commodity Futures Trading Commission","ror":"https://ror.org/050m8a892","country_code":"US","type":"government","lineage":["https://openalex.org/I1290158734"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Rajiv Sharma","raw_affiliation_strings":["Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581","institution_ids":["https://openalex.org/I1290158734"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5051121284","display_name":"Bruce Tuckman","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1290158734","display_name":"Commodity Futures Trading Commission","ror":"https://ror.org/050m8a892","country_code":"US","type":"government","lineage":["https://openalex.org/I1290158734"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Bruce Tuckman","raw_affiliation_strings":["Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Commodity Futures Trading Commission, 1155 21st Street NW, Washington, DC, 20581","institution_ids":["https://openalex.org/I1290158734"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5051121284"],"corresponding_institution_ids":["https://openalex.org/I1290158734"],"apc_list":{"value":2500,"currency":"USD","value_usd":2500},"apc_paid":null,"fwci":2.6446,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.90544685,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"30","issue":"1","first_page":"3","last_page":"28"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.8237000107765198,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.8237000107765198,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.13230000436306,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.02160000056028366,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/interest-rate-swaps","display_name":"interest rate swaps","score":0.9959999918937683},{"id":"https://openalex.org/keywords/netting","display_name":"netting","score":0.625},{"id":"https://openalex.org/keywords/pension-funds","display_name":"pension funds","score":0.8349999785423279},{"id":"https://openalex.org/keywords/insurance-companies","display_name":"insurance companies","score":0.9980000257492065},{"id":"https://openalex.org/keywords/end-users","display_name":"end users","score":0.43299999833106995},{"id":"https://openalex.org/keywords/bond-market","display_name":"bond market","score":0.5590000152587891}],"concepts":[{"id":"https://openalex.org/C192063788","wikidata":"https://www.wikidata.org/wiki/Q7063049","display_name":"Notional amount","level":2,"score":0.851378321647644},{"id":"https://openalex.org/C99821215","wikidata":"https://www.wikidata.org/wiki/Q1136583","display_name":"Swap (finance)","level":2,"score":0.7596420049667358},{"id":"https://openalex.org/C2780646309","wikidata":"https://www.wikidata.org/wiki/Q1151380","display_name":"Netting","level":2,"score":0.6724739074707031},{"id":"https://openalex.org/C99560960","wikidata":"https://www.wikidata.org/wiki/Q205258","display_name":"Interest rate swap","level":3,"score":0.6405899524688721},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5624837279319763},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.5556614995002747},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.47579941153526306},{"id":"https://openalex.org/C29944286","wikidata":"https://www.wikidata.org/wiki/Q205273","display_name":"Interest rate risk","level":3,"score":0.4504358768463135},{"id":"https://openalex.org/C2780899237","wikidata":"https://www.wikidata.org/wiki/Q156223","display_name":"Pension","level":2,"score":0.4350603222846985},{"id":"https://openalex.org/C30589699","wikidata":"https://www.wikidata.org/wiki/Q624028","display_name":"Credit default swap","level":3,"score":0.41566234827041626},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3577204644680023},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3434000015258789},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.33692073822021484},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.3265434205532074},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.32011646032333374},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.23734799027442932}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1111/fmii.12135","doi":"https://doi.org/10.1111/fmii.12135","is_oa":false,"landing_page_url":"https://doi.org/10.1111/fmii.12135","pdf_url":null,"source":{"id":"https://openalex.org/S39811122","display_name":"Financial Markets Institutions and Instruments","issn_l":"0963-8008","issn":["0963-8008","1468-0416"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Financial Markets, Institutions &amp; Instruments","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.3661715","doi":"https://doi.org/10.2139/ssrn.3661715","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3661715","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.3661715","doi":"https://doi.org/10.2139/ssrn.3661715","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3661715","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":55,"referenced_works":["https://openalex.org/W1508905492","https://openalex.org/W1509191374","https://openalex.org/W1550405752","https://openalex.org/W1594394323","https://openalex.org/W1968124266","https://openalex.org/W1973958174","https://openalex.org/W1977285545","https://openalex.org/W1990590782","https://openalex.org/W2003509737","https://openalex.org/W2007990264","https://openalex.org/W2013400078","https://openalex.org/W2026158976","https://openalex.org/W2036307205","https://openalex.org/W2039627964","https://openalex.org/W2052482033","https://openalex.org/W2075211504","https://openalex.org/W2091625306","https://openalex.org/W2092826597","https://openalex.org/W2147473553","https://openalex.org/W2160514302","https://openalex.org/W2161769395","https://openalex.org/W2167000697","https://openalex.org/W2484498947","https://openalex.org/W2485153030","https://openalex.org/W2605422421","https://openalex.org/W2606939378","https://openalex.org/W2625980153","https://openalex.org/W2626559043","https://openalex.org/W2754802410","https://openalex.org/W2768133516","https://openalex.org/W2967617473","https://openalex.org/W3121410806","https://openalex.org/W3121414847","https://openalex.org/W3122120088","https://openalex.org/W3122182930","https://openalex.org/W3122824748","https://openalex.org/W3122885663","https://openalex.org/W3123478206","https://openalex.org/W3123481740","https://openalex.org/W3123651402","https://openalex.org/W3123845700","https://openalex.org/W3124811315","https://openalex.org/W3125043003","https://openalex.org/W3125183813","https://openalex.org/W3125262113","https://openalex.org/W3125405933","https://openalex.org/W3125770008","https://openalex.org/W3125817464","https://openalex.org/W3125831853","https://openalex.org/W3128777134","https://openalex.org/W3133488637","https://openalex.org/W3181678729","https://openalex.org/W4234007342","https://openalex.org/W4248568142","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2483504593","https://openalex.org/W6964749793","https://openalex.org/W3043758522","https://openalex.org/W7098021467","https://openalex.org/W1968124266","https://openalex.org/W1877996015","https://openalex.org/W4366957271","https://openalex.org/W2299616527","https://openalex.org/W2898476166","https://openalex.org/W1577162999"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":6}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2021-01-05T00:00:00"}
