Interest rate derivatives

Nordea Markets is the recognised leader for interest rate products in Northern Europe.

We can help you hedge your interest rate exposure risks.

Our expert solutions are widely used across international corporations, financial institutions and other segments. Our ability to foster close cooporation with our customers has made us the business partner of choice for managing interest rate risks in Northern Europe.

Our international derivatives teams incorporates an extensive range of specialties and expertise such as assisting on M&A transactions, debt capital markets transactions, asset liability hedging, intercompany funding as well as strategic and tactical advisory services.

For large international corporate customers we offer:

  • Strategic advisory services on tailored interest rate strategies, hedging policies, risk measures and more
  • Pervasive expertise in composition and structuring of event driven hedge structures
  • Swap syndicate management
  • Hedging debt capital market transactions
  • Credit swap auctions
  • Intricate knowledge of hedge accounting requirements
  • Advanced liability portfolio analysis including FVaR and CFaR
  • An extensive range of simple, advanced and complex interest rate, inflation and currency derivative instruments
  • Reliable and competitive pricing


For financial institutions we offer:

  • Strategic as well as tactical advisory services
  • ALM
  • Liquidity management
  • Liability management
  • Investment strategies within rates, credit and structured solutions
  • Reliable and competitive pricing


Our financial product range includes:

  • FRAs
  • Interest rate swaps
  • Tenor basis swaps
  • Cross currency basis swaps
  • Asset swaps packages
  • European, American, Bermudan and Asian IR option structures
  • Inflation derivatives
  • Complex structuring
  • All major and Nordic markets
  • A strong edge on new European markets swaps and bonds (e.g. EURPLN Xccy Basis)