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B.F. Goodrich-Rabobank Interest Rate Swap

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Goodrich Rabobank 01

Goodrich — Rabobank Interest Rate Swap. This case analyzes the interest swaps between Goodrich and Rabobank as it was highly required for both the organizations to manage the interest bearing ratio in order to generate positive cash flows. Goodrich faced negative flows in the past years and wanted to borrow 50 million in order to cover the damage. For that, it wanted to fix therate over the time period of 8 years in order to recover the damage and to allow other players to show interest in the pair of swap. Swap was successful for both the companies to manage their liquidity as well as to lowerthe interest payments.

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Goodrich-Rabobank Interest Rate Swap 1. How large should the discount X be to make this an attractive deal for Rabobank? How large must the annual fee F be to make this an attractive deal for Morgan Guaranty? How small must the combination of F and X be to make this an attractive deal for B. Is this an attractive deal for the savings banks? Is this a deal where everyone wins?


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