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Can you explain the reasoning behind why some swaps would work and some would not? 
Could a swap work? Four separate (independent) examples: Bank Corp Exg # Fixed Floating Funding objective Fixed rate YES 10.5% 12.5% 2% LIBOR + 0% LIBOR + 3 3% Floating rate Funding objective II Floating Fixed NO Fixed rate 8% 11% 3% Floating rate LIBOR - 3% LIBOR + 1% 4% Floating III Fixed Funding Objective Fixed rate NO 10.5% 11.0% 0.5% LIBOR - 0.25% LIBOR - 0.5% -25% Floating rate Funding Objective IV Floating Fixed YES Fixed rate 14% 13% 1% Floating rate LIBOR-1% LIBOR - 3% 2%
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