Productos Financieros Estructurados (Structured Financial Products)

40 Pages Posted: 19 Aug 2013 Last revised: 16 Feb 2020

See all articles by Juan Mascareñas

Juan Mascareñas

Universidad Complutense de Madrid

Date Written: July 18, 2010

Abstract

Spanish Abstract: En esta monografía se analizan las diversas generaciones de productos financieros estructurados y se muestra un ejemplo de cada una de ellas: El FRN inverso (IFRN), el bono amortizable indexado (IAN), los bonos ligados a índices de renta variable, las permutas por insolvencia crediticia (CDS), las obligaciones de deuda colateralizada (CDO) y las obligaciones garantizadas por préstamos (CLO).

English Abstract: In this monograph we describe several generations of structured financial products and special examples are shown: The Inverse FRN (IFRN), the indexed amortizing note (IAN), bonds linked to equity indexes (SCN), credit default swaps (CDS), collateralized debt obligations (CDO) and collateralized loan obligations (CLO)

Note: Downloadable document is in Spanish.

Keywords: Structured Finance, Inverse FRN, IAN, CDO, CDS, CLO

JEL Classification: G13

Suggested Citation

Mascareñas, Juan, Productos Financieros Estructurados (Structured Financial Products) (July 18, 2010). Available at SSRN: https://ssrn.com/abstract=2312048 or http://dx.doi.org/10.2139/ssrn.2312048

Juan Mascareñas (Contact Author)

Universidad Complutense de Madrid ( email )

Avda. de Séneca 2
Madrid, 28040
Spain

HOME PAGE: http://www.ucm.es

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
1,315
Abstract Views
2,684
rank
18,261
PlumX Metrics