You are a bank manager and have been approached by a swap dealer about participating in fixed for floating interest-rate swaps. If your bank has the typical maturity structure, which side of the swap might you be interested in paying and which side would you want to receive?

The bank should pay fixed and receive floating in the interest rate swap.

Explanation:

The typical structure of banks is that they have fixed-rate assets and floating-rate liabilities, which could be generally categorized as assets or short-term liabilities.

These banks are susceptible to risks, especially when there is a rise in the interest on floating interest payments despite the fact that they receive fixed interest payments.

To effectively combat this risk, banks should first pay fixed interest rate swap, this is because, in a situation when the interest rates rise, receipts from the interest rate swap with compliment the amount that the depositors ought to receive from the banks.

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