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Hence, the seller of an equity call option-a contingent financial contract that derives its value from a financial event-has a theoretically unlimited loss potential. 24 To provide another example, the reference rate for an interest rate swap could end up anywhere; the parties involved in setting the reference rate could agree on any interest rate.
pays a floating interest rate that is linked to a reference rate.
If the expected reference rate of the interest rate swap is lower than the fixed interest rate, the current valuation is positive and the interest rate swap appears as an asset on the balance sheet of the receiver. 25 As soon as the reference rate exceeds the fixed interest rate, the interest rate swap switches from the asset side to the liability side of the receiver's balance sheet.
A floating rate loan, for instance, has a predetermined repayment of the notional amount, but the interest payments are contingent on how a future reference rate is determined.
A well-known reference rate is the London Interbank Offered Rate (LIBOR).
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