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in the keywords:  ryzyko stopy procentowej, obligacje o zmiennym oprocentowaniu, obligacje o zmiennym oprocentowaniu z opcją cap i opcją floor, odwrotne obligacje o zmiennym oprocentowaniu, obligacje o zmiennym oprocentowaniu z dźwignią
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Obligacje o zmiennym oprocentowaniu. Struktura i funkcjonowanie instrumentu

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Mamcarz H.
Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia
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2015
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vol. 49
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issue 1
EN
The floating rate notes appear in capital markets during inflation. They make it possible for their issuers to gain capital because they largely reduce severe price risk resulting from an increase in interest rates. However, the largely eliminated price risk transforms into interest risk resulting from changes in reference interest rates. A protection against this risk is capfloaters in the case of issuers, and floorfloaters in the case of investors. Specific conditions of the capital market, in which issuers and investors operate, are in turn the reason why different variants of floating rate notes are issued, which have the characteristics of speculative instruments. Examples of such bonds are reverse floaters and leveraged floaters.
PL
Artykuł nie posiada streszczenia w języku polskim.Binkowski P., Beeck H., Finanzinnowationen, Bonn, 1991. Demuth M., Fremdkapitalbeschaffung durch Finanzinnowationen, Gabler Verlag, Wiesbadan 1998. Diedrigkeit R., Atlas Geld und Wertpapiere, 5. Auflage, Gabler Verelag, Wiesbaden 1991. Diwald H., Anleihen verstehen, Deutscher Taschenbuch Verlag, München 2012. Gallati R., Verzinsliche Wertpapiere, 2. Augflage, Gabler Verlag, Wiesbaden 2004. Jajuga K., Jajuga T., Inwestycje, Wydawnictwo Naukowe PWN, Warszawa 2008. Kauper I., Festverzinsliche Wertpapiere, Bonn 1992. Wiedemann A., Financial Engineering, 4. Aulage, Bankakademie-Verlag, Frankfurt am Main 2007.
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