Финансовые рынки. Новый англо-русский толковый словарь. - М.: «Экономическая школа».. 2006.
interest rate arbitrage — UK US noun [U] FINANCE ► INTEREST ARBITRAGE(Cf. ↑interest arbitrage) … Financial and business terms
Interest rate parity — is a no arbitrage condition representing an equilibrium state under which investors will be indifferent to interest rates available on bank deposits in two countries.[1] Two assumptions central to interest rate parity are capital mobility and… … Wikipedia
Interest rate cap and floor — Interest rate c An interest rate cap is a derivative in which the buyer receives payments at the end of each period in which the interest rate exceeds the agreed strike price. An example of a cap would be an agreement to receive a payment for… … Wikipedia
Interest rate risk — is the risk (variability in value) borne by an interest bearing asset, such as a loan or a bond, due to variability of interest rates. In general, as rates rise, the price of a fixed rate bond will fall, and vice versa. Interest rate risk is… … Wikipedia
Interest rate swap — An interest rate swap is a derivative in which one party exchanges a stream of interest payments for another party s stream of cash flows. Interest rate swaps can be used by hedgers to manage their fixed or floating assets and liabilities. They… … Wikipedia
Interest Rate Parity — A theory in which the interest rate differential between two countries is equal to the differential between the forward exchange rate and the spot exchange rate. Interest rate parity plays an essential role in foreign exchange markets, connecting … Investment dictionary
Covered Interest Rate Parity — This term refers to a condition where the relationship between interest rates and the spot and forward currency values of two countries are in equilibrium. As a result, there are no interest rate arbitrage opportunities between those two… … Investment dictionary
Interest Rate Swap — Ein Zinsswap ist ein Zinsderivat, bei dem zwei Vertragspartner vereinbaren, zu bestimmten zukünftigen Zeitpunkten Zinszahlungen auf festgelegte Nennbeträge auszutauschen. Die Zinszahlungen werden meist so festgesetzt, dass eine Partei einen bei… … Deutsch Wikipedia
interest arbitrage — UK US noun [U] (also interest rate arbitrage) FINANCE ► a method of making a profit by buying currency in one place and selling it in another place, making use of the difference in interest rates in the two places: »A tax on international… … Financial and business terms
Net Interest Rate Differential — In international markets, the difference in the interest rates of two distinct economic regions. If a trader is long the NZD/USD pair, he or she owns the New Zealand currency and borrows the US currency. These New Zealand dollars can be placed… … Investment dictionary
interest parity — UK US noun [U] (also interest rate parity) FINANCE ► the theory that the possible profit from exchanging currency to that of a country with a lower interest rate, then investing the money in that country, is equal to the possible profit from… … Financial and business terms
