Investors charge small premium for Delta Lloyd’s swap cost escape

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Investors charge small premium for Delta Lloyd’s swap cost escape

ABN Amro sign

Delta Lloyd paid a small premium to investors for the lack of a standard interest rate swap in its latest RMBS transaction, according to arranger ABN Amro, which has been fielding calls from a number of issuers keen to explore swap alternatives with costs becoming an increasing irritation for RMBS issuers.

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