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Title:OBVLADOVANJE OBRESTNEGA TVEGANJA S POMOČJO IZVEDENIH FINANČNIH INSTRUMENTOV
Authors:Vidovič, Cirila (Author)
Savin, Davor (Mentor) More about this mentor... New window
Files:.pdf UNI_Vidovic_Cirila_2009.pdf (516,15 KB)
 
Language:Slovenian
Work type:Undergraduate thesis (m5)
Organization:EPF - Faculty of Business and Economics
Abstract:Zaščita pred tveganjem je investicija, katere namen je zmanjšanje oziroma izločitev tveganja iz osnovne investicije. Hedgarji uporabljajo obrestne derivate za zmanjševanje tveganja potencialnih izgub, ki izhajajo iz prihodnjih premikov tržnih spremenljivk. Finančna in nefinačna podjetja bi se lahko s podrobnim poznavanjem svojega poslovanja in poslovanja okolja pred neugodnimi posledicami tveganja ubranila s pravilnim pristopom k obvladovanju tveganj in se izognila posledicam propada podjetja. Tržno tveganje je tveganje potencialne izgube na odprtih pozicijah zaradi neugodnih tržnih sprememb. Del tržnega tveganja je obrestno tveganje, ki ga sestavljajo: bazično tveganje, tveganje premika krivulje donosnosti in tveganje ravni obrestne mere. Obrestni izvedeni finančni instrumenti so instrumenti, pri katerih se na osnovi osnovnega instrumenta in ravni obrestne mere plača oziroma prejme določna vsota denarja. Obrestni derivati predstavljajo daleč največji delež na trgu izvedenih finančnih instrumentov.
Keywords:obvladovanje obrestnega tveganja, izvedeni finančni instrumenti, zamenjava obrestnih mer, dogovor o terminski obrestni meri, terminska pogodba na obrestno mero, opcija na zamenjavo obrestnih mer
Year of publishing:2009
Source:Maribor
COBISS_ID:9873180 Link is opened in a new window
NUK URN:URN:SI:UM:DK:OVMSBGST
Views:2840
Downloads:341
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Categories:EPF
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Secondary language

Language:English
Title:HEDGING THE INTEREST RISK WITH DERIVATIVES
Abstract:In finace, a hedge is an investment that is taken out specifically to reduce or. Cencel out the risk in anather investment. Hedgers use interest rate derivatives to reduce the risk that they face from potential future movements in a market variable. With thorough knowlwdge of gher econoic operations and business environment and by using the right means when taking risks, companies could protect them selves against unpleasant consequences or even company decline. Market risk is the risk that the company suffers losses on its open positions due to unfavourable market movements. We divide the interest rate wich in one of the most important section of market risk into three diferent categories: basis risk, yield curve ris kand interest level risk. Interest rate derivative is a derivative wherethe underlyning asset is the right to pay or receive a amount of money at given intrest rate. The interes trate derivatives market is the largest derivatives market in the world.
Keywords:hedging the interest risk, derivatives, Interes Rate Swap, Forward rate agreement, Interest Rate Future, Swaption


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