Características de los Activos Financieros de Renta Fija (Characteristics of the Fixed Income Financial Assets)

46 Pages Posted: 23 Aug 2013 Last revised: 26 Jan 2020

See all articles by Juan Mascareñas

Juan Mascareñas

Universidad Complutense de Madrid

Date Written: January 1, 2018

Abstract

Spanish Abstract: En esta monografía se repasan las principales características de los activos financieros de renta fija: rendimiento, plazo, tipo de interés del cupón, la amortización anticipada, bonos convertibles (CoCos incluidos), los impuestos, la liquidez, el riesgo de interés y riesgo de reinversión, el riesgo de insolvencia (rating, CDS, etc.), el riesgo de inflación, y otros riesgos que afectan al valor de los bonos.

English Abstract: This monograph shows the main characteristics of the fixed income financial assets: yield, price, time, coupon rate, anticipated rescue, convertibles (CoCos included), taxes, interest and reinvestment risks, default risk (rating, CDS, etc), inflation risk, and other kinds of risk.

Note: Downloadable document is in Spanish.

Keywords: interest and reinvestment risks, default risk, inflation risk, CoCos, CDS

JEL Classification: G12

Suggested Citation

Mascareñas, Juan, Características de los Activos Financieros de Renta Fija (Characteristics of the Fixed Income Financial Assets) (January 1, 2018). Available at SSRN: https://ssrn.com/abstract=2314092 or http://dx.doi.org/10.2139/ssrn.2314092

Juan Mascareñas (Contact Author)

Universidad Complutense de Madrid ( email )

Avda. de Séneca 2
Madrid, 28040
Spain

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

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