Algunos Swaps de Tipos de Interés (Some Interest Rate Swaps)
24 Pages Posted: 19 Dec 2012 Last revised: 24 Jan 2018
Date Written: June 1, 2015
Abstract
Spanish Abstract: Esta nota contiene un caso real de una empresa que tenía un crédito con tipo de interés variable y contrató un swap para pagar tipo de interés fijo y eliminar su riesgo de interes. La nota tambien contiene 30 comentarios sobre el swap y varias contestaciones a los mismos realizadas por lectores de versiones anteriores de este documento.
English Abstract: This note has a real case of a company that had a variable-interest credit and subscribed a swap to pay fixed-interest and so, to eliminate its interest rate risk. The note also has 30 comments about the swap and answers to these comments made by readers of previous versions.
Note: Downloadable document is in Spanish.
Keywords: swap, interest rate swap, Spain, bets, interest rate risk
JEL Classification: G12, G31, G32
Suggested Citation: Suggested Citation