Transakcje Forward Rate Agreement - FRA

• Autorzy: Agata Gemzik

Warianty tytułu

Forward Rate Agreement Transactions

• Języki publikacji: PL

Abstrakty

W artykule przedstawiono metody wyceny kontraktów Forward Rate Agreement (FRA) i mechanizmy zawierania tych transakcji. Omówiono także perspektywy rozwoju rynku kontraktów FRA w Polsce.

EN

Forward Rate Agreement Contracts are the simplest and the most accessible derived instruments. These transactions are based on agreement between two partners upon interest rates of a nominal amount of capital that is to be binding in a given period of time in the future. Investors to insure against the risk of market interest rate change, as well as to achieve the highest profits use FRA operations by speculating or arbitrage transactions. The problems comprised in this article concentrate on the method of pricing Forward Rate Agreement contracts, as well as on mechanism of concluding such transaction. Furthermore, perspectives of development of FRA contracts market in Poland have been discussed. (original abstract)

Słowa kluczowe

PL

Instrumenty rynku kapitałowego; Instrumenty finansowe zarządzania; Instrumenty pochodne; Zarządzanie ryzykiem; Ryzyko stopy procentowej

EN

Capital market instruments; Financial instruments of management; Derivatives; Risk management; Interest rate risk

• Czasopismo: Zeszyty Naukowe / Wyższa Szkoła Informatyki i Zarządzania
• Rocznik: 2 (1998)
• Numer: nr 3
• Strony: 157--166

Twórcy

autor

Agata Gemzik