{"product_id":"cross-currency-swaps-and-basis-trading-multi-curve-frameworks-and-institutional-applications-1","title":"CROSS-CURRENCY SWAPS AND BASIS TRADING: Multi-Curve Frameworks and Institutional Applications","description":"\u003cp\u003eBook 3 of the Foreign Exchange Markets Professional Series by Luigi Pascal Rondanini and David Axtell. Cross-Currency Swaps and Basis Trading is a practitioner desk reference on the instruments that sit at the centre of international funding, hedging and relative-value markets: cross-currency swaps, the cross-currency basis, and the multi-curve frameworks used to value and risk-manage them on institutional desks.\u003c\/p\u003e\u003cp\u003eThe book develops how multi-curve construction works in practice - discounting, projection, tenor basis and collateralisation - and shows how those curves feed valuation, P\u0026amp;L explain and risk for cross-currency products. It treats the basis as a traded market, not only as a valuation residual: drivers of the spread, how desks express views, and how funding and CSA terms change the economics of a trade.\u003c\/p\u003e\u003cp\u003eCoverage is aimed at people who price, hedge or oversee cross-currency exposures day to day: FX and rates traders and market makers; corporate and bank treasury; ALM and funding desks; market and counterparty risk; and quantitative staff supporting institutional books. Topics include curve building and calibration, notional exchange and interest legs, valuation under multi-curve and OIS discounting, basis trading and relative value, funding and liquidity effects, and institutional applications across treasury, markets and risk.\u003c\/p\u003e\u003cp\u003eWritten as a desk reference rather than a classroom textbook: structured explanations, worked context and institutional practice, in the same series voice as the volumes on FX cash products and FX options. First edition, December 2026.\u003c\/p\u003e","brand":"Rondanini Publishing Ltd","offers":[{"title":"Case Bound - PPC","offer_id":67985074094384,"sku":"9781918177381","price":85.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0262\/2357\/5085\/files\/9781918177381.jpg?v=1791561146","url":"https:\/\/www.thegreatbritishbookshop.co.uk\/products\/cross-currency-swaps-and-basis-trading-multi-curve-frameworks-and-institutional-applications-1","provider":"The Great British Bookshop","version":"1.0","type":"link"}