Coberturas de tipos de interés

IE code:
DF2-241
Language:   Spanish
Format:  
PDF
Nr. Of Pages:
10
Academic Area:
Type of publication:
Technical Note

Description

This note explains the types of debt that create interest rate risk. It also presents the two main interest rate risk management tools: swaps and caps. It even goes into collars as the combination of caps and floors. The exotic risk management is also explained, as a way to mitigate interest rate risk. It finally explores the criteria used to design interest rate risk management strategies of several products.