翻訳と辞書 |
Structured collar : ウィキペディア英語版 | Structured collar
A structured collar is a neologism which describes an interest rate derivative product consisting of a straightforward cap, and an enhanced floor. The enhancement consists of additions which increase the cost of the floor should it be breached, or other adjustments designed to increase its cost. It can be contrasted with a symmetric collar,〔collar (finance)〕 where the value of the cap and floor are equal. It first appeared as a product design which attracted criticism as part of the Financial Conduct Authorities' review of mis-sold bank interest rate products.〔http://www.fsa.gov.uk/static/pubs/other/interest-rate-swaps-2013.pdf〕 ==References==
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Structured collar」の詳細全文を読む
スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース |
Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.
|
|