covered interest arbitrage


covered interest arbitrage

фр. arbitrage de taux d'intérêt couvert

исп. arbitraje protegido contra riesgos cambiarios

процентный арбитраж с покрытием; покрытый процентный арбитраж

Инвестирование средств в долларах в покупку того или иного финансового инструмента, имеющего деноминацию в иностранной валюте, и хеджирование валютных рисков путем покупки за счет полученных от данного финансового актива доходов в долларах.


Финансы и долги. — М.: Весь мир. 1997.

Смотреть что такое "covered interest arbitrage" в других словарях:

  • Covered interest arbitrage — is the investment strategy where an investor buys a financial instrument denominated in a foreign currency, and hedges his foreign exchange risk by selling a forward contract in the amount of the proceeds of the investment back into his base… …   Wikipedia

  • Covered interest arbitrage — A portfolio manager invests dollars in an instrument denominated in a foreign currency and hedges his resulting foreign exchange risk by selling the proceeds of the investment forward for dollars. The New York Times Financial Glossary …   Financial and business terms

  • covered interest arbitrage — Occurs when a portfolio manager invests dollars in an instrument denominated in a foreign currency and hedges the resulting foreign exchange risk by selling the proceeds of the investment forward for dollars. Bloomberg Financial Dictionary …   Financial and business terms

  • Covered Interest Rate Parity — This term refers to a condition where the relationship between interest rates and the spot and forward currency values of two countries are in equilibrium. As a result, there are no interest rate arbitrage opportunities between those two… …   Investment dictionary

  • Uncovered interest arbitrage — is a form of arbitrage where funds are transferred abroad to take advantage of higher interest in foreign monetary centers. It involves the conversion of the domestic currency to the foreign currency to make investment; and subsequent re… …   Wikipedia

  • Uncovered Interest Arbitrage — A form of arbitrage that involves switching from a domestic currency that carries a lower interest rate to a foreign currency that offers a higher rate of interest on deposits. There is a foreign exchange risk implicit in this transaction since… …   Investment dictionary

  • Interest rate parity — is a no arbitrage condition representing an equilibrium state under which investors will be indifferent to interest rates available on bank deposits in two countries.[1] Two assumptions central to interest rate parity are capital mobility and… …   Wikipedia

  • Arbitrage — For the upcoming film, see Arbitrage (film). Not to be confused with Arbitration. In economics and finance, arbitrage (IPA: /ˈɑrbɨtrɑːʒ/) is the practice of taking advantage of a price difference between two or more markets: striking a… …   Wikipedia

  • Triangular arbitrage — (sometimes called triangle arbitrage) refers to taking advantage of a state of imbalance between three foreign exchange markets: a combination of matching deals are struck that exploit the imbalance, the profit being the difference between the… …   Wikipedia

  • Credit card interest — Finance Financial markets Bond market …   Wikipedia

  • Арбитраж — ARBITRAGE Биржевая операция по купле и одновременной продаже товаров, ценных бумаг или иностранной валюты на разных рынках с целью получения прибыли за счет разницы цен на этих рынках. В отличие от спекуляции (см. Speculation), арбитражные… …   Словарь-справочник по экономике

Книги



Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»

We are using cookies for the best presentation of our site. Continuing to use this site, you agree with this.