Examinando por Materia "Collar (Finanzas)"
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Ítem Cobertura contra riesgo de tasa de interés a través de un collar con opciones para créditos a tasa variable(Universidad EAFIT, 2017) Peña Sánchez, Sergio DavidWorldwide are traded a large amount of financial instruments that are used in different strategies for investment, hedging, arbitrage, etc. -- In Colombia, financial managers have begun to use financial options as a hedging exchange rate risk instrument -- However, individuals and companies who have access to a loan, are exposed to interest rate risk when the loan is obtained at a floating rate, these risks could also be hedged with financial options -- Although derivative instruments have gain presence in the Colombian capital market, there is not enough liquidity, possibly due to the lack of investor awareness, lack of confidence in the local capital market, struggle in valuation, obstacles in regulation, etc. -- This research presents a financial product that will be called policy, which seeks to cover a floating rate credit through purchase and sale interest rate options -- In addition, it wants to generate a theoretical and practical approach to the use of interest rate options as hedging instruments -- It pretends to introduce the current advantages and disadvantages of the implementation of this policy with the existing conditions of the Colombian capital market