Coberturas de tipos de interés

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

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.