利率掉期( Interest rate swap),就是两个主体之间签订一份协议,约定一方与另一方在规定时期内的一系列时点上按照事先敲定的规则交换一笔借款,本金相同,只不过一方提供浮动利率( Floating Rate),另一方提供的则是固定利率( Fixed Rate)。
...于利率的波动没有金融衍生品对冲风险,而美国则是有利率掉期合约的,还有利率掉期衍生品交易市场(利率掉期( Interest rate swap),就是两个主体之间签订一份协议,约定一方与另一方在规定时期内的一系列时点上按照事先敲定的规则交换一笔借款,本金相同,只不过...
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第二位面试官是利率掉期(interest rdined swap)往还员。此公大概已经吃过了午饭,但这并可能碍他拿一个收费苹果——吃白食好像是往还员的共同快乐喜爱。
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交叉货币利率掉期 Cross currency interest rate swap
利率掉期期货 Interest Rate Swap Futures ; haha Interest Rate Swap Futures
结构性利率掉期 Structured Interest Rate Swap
无本金交割利率掉期 NDIRS
隔夜利率掉期 Overnight Indexed Swap ; OIS
较隔夜利率掉期 Overnight Indexed Swap ; OIS
隔夜指数掉期利率 OIS ; overnight index swap rate ; Overnight Indexed Swap
The successful application of theories to practice shows the applicability and availability of the interest rate swap and currency swap along with their pricing theories in the foreign debt management in Chinese enterprises.
理论在实际案例中的成功运用充分说明了利率掉期与货币掉期及其定价原理在中国企业外债风险问题上的适用性和有效性。
参考来源 - 企业外债风险管理的套期保值理论及实证研究·2,447,543篇论文数据,部分数据来源于NoteExpress
一方交易对手交替支付固定利率和浮动利率的利率掉期。
The interest rate swap with which a trading adversary alternatively pay the fixed interest rate and floating rate.
利率掉期、汇率掉期和高信用品质的信贷掉期得以保留;
Interest-rate, foreign exchange and high-quality credit swaps can be retained;
隔夜指数掉期指将隔夜利率交换成为若干固定利率的利率掉期。
Overnight Index swap an interest rate swap involving the overnight rate being exchanged for some fixed interest rate.
You and your partner, Warren Buffett, have for years complained and warned about the dangers ve perceived in the modern derivatives markets, particularly credit derivatives, and also concerns about interest rate swaps, currency swaps, and equity swaps.
你和你的合伙人,沃伦,巴菲特,多年来一直提醒现代衍生品市场中,存在的危险,that,you’,尤其是信用衍生品,利率掉期,货币互换和股票互换。
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