synthetic floating rate


synthetic floating rate

фр. notes; derivative floating rate notes

исп. papier synthétique à taux d'intérêt flottant

títulos sintéticos con interés variable

синтетическая ценная бумага с плавающей процентной ставкой

Так называются свопы на основе активов*, искусcтвенно формируемые и размещаемые на рынке инвестиционными банками, а не самими инвесторами.

* Представляют собой комбинацию ценной бумаги с фиксированной процентной ставкой с процентным свопом. – Прим. перев.


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

Смотреть что такое "synthetic floating rate" в других словарях:

  • total rate of return swap — total return swap (TRS) A total return swap or total rate of return swap is a bilateral contract where one party receives the total return on a reference asset in exchange for paying the other party a periodic cash flow, typically a floating rate …   Law dictionary

  • Fixed exchange-rate system — Foreign exchange Exchange rates Currency band Exchange rate Exchange rate regime Exchange rate flexibil …   Wikipedia

  • Credit derivative — In finance, a credit derivative is a securitized derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset. In this way, the credit risk is on an entity other than the counterparties to the… …   Wikipedia

  • Collateralized debt obligation — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • Minibond — is a brand name for a series of structured financial notes issued in Hong Kong under the control of Lehman Brothers. It is a misnomer to describe the Minibond as credit linked note because of the Synthetic Collateralised Debt Obligations hidden… …   Wikipedia

  • Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… …   Wikipedia

  • PAUG — ( Pay As You Go ) refers to application of credit derivatives technology to structured finance products. It works very similar to a CDS with the reference entity being a structured finance products such as ABS, CMBS, RMBS etc. The trigger events… …   Wikipedia

  • Companies listed on the New York Stock Exchange (S) — New York Stock Exchange listed stocks: 0 9 A B C D E F G H I J K L M N O P Q R S T U V W …   Wikipedia

  • Corporate bond — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal …   Wikipedia

  • Economic history of Chile — Colonial era to 1690In colonial times, the segmentation of Chile into latifundios left only small parcels for native American and mestizo villagers to cultivate. Cattle raised on the latifundios were a source of tallow and hides, which were sent …   Wikipedia

  • Asset-backed security — In finance, an asset backed security is a type of debt security that is based on pools of assets, or collateralized by the cash flows from a specified pool of underlying assets. Assets are pooled to make otherwise minor and uneconomical… …   Wikipedia


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.