Algunos Swaps de Tipos de Interés (Some Interest Rate Swaps)

24 Pages Posted: 19 Dec 2012 Last revised: 24 Jan 2018

See all articles by Pablo Fernandez

Pablo Fernandez

University of Navarra - IESE Business School

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

Fernandez, Pablo, Algunos Swaps de Tipos de Interés (Some Interest Rate Swaps) (June 1, 2015). IESE Business School Working Paper No. WP-1063. Available at SSRN: https://ssrn.com/abstract=2191702 or http://dx.doi.org/10.2139/ssrn.2191702

Pablo Fernandez (Contact Author)

University of Navarra - IESE Business School ( email )

Camino del Cerro del Aguila 3
28023 Madrid
Spain
+34 91 357 0809 (Phone)
+34 91 357 2913 (Fax)

HOME PAGE: http://web.iese.edu/PabloFernandez/

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