Goodrich-Rabobank Interest Rate Swap

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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?

2. How large must the annual fee (F) be to make this an attractive

deal for Morgan Guaranty?

3. How small must the combination of F and X be to make this an

attractive deal for B.F. Goodrich?

4. Is this an attractive deal for the savings banks?

5. Is this a deal where everyone wins? If not, who loses?

Introduction:

Players: Morgan Bank, Rabobank, and B.F. Goodrich, Salomon Brothers,

Thrift Institutions and Saving Banks

Goodrich:

In early 1983, Goodrich needed $50 million to fund its ongoing

financial needs. However, Goodrich was reluctant to borrow (short term

debt) from its committed bank lines because of the following reasons:

1. It would lose substantial about of its remaining short term capital

availability under its bank lines.

2. It would compromise its future flexibility by borrowing in the

short term.

Instead, it wanted to borrow for an 8 year range (or longer) at a

fixed rate.

However, since the general level of interest rates were pretty high,

and Goodrich?s credit ratings had dropped from BBB to BBB-. Goodrich

believed that it would have to pay 13% interest for a 30 year

corporate debenture.

Salomon Brothers had advised Goodrich that they could borrow in the US

public debt market with a floating rate debt issue tied to the LIBOR,

and then swap payments with Euro market bank that had raised funds in

the fixed-rate Eurobond market.

Note: The reason that Salomon were confident that this could be done

is described as follows:

1. There was a recent deregulation of deposit markets had allowed

deposit institutions to offer n...

... middle of paper ...

...% - (x1+11.2%) = 1.3%-x1.

7. From (2), and (5) Rabobank saves the following amount in

semiannual interest payments: LIBOR ? 1/8% - (LIBOR ?x2) = x2 ?

1/8%.

8. For this deal to occur, Rabobank, Morgan, and Goodrich must

profit hence the following also must be true:

a. (x1-x2)>= F where 37.5> F> 8 (footnote #2 on page 362).

b. 130 ? x1> 0 i.e. 130> x1

c. X2 ? 12.5> 0 i.e. x2> 12.5

Assuming that x2 = 20 basis, and x1 = 100 basis. We can conclude the

following:

Goodrich pays a fixed interest of 11.2% + 1% = 12.2% a savings of 20

basis points (after transaction costs).

Rabobank saves a total of 2% - 1.8% = 20 basis points.

And Morgan collects 2% - 1.25% = 75 basis points in fee, in addition

to the $125,000 one time fee.

Note: The total savings that this deal provides as a result of the

swap is: 5 + 20 + 75 = 100 basis points.

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