Перевод: со всех языков на русский

с русского на все языки

interest rate parity

См. также в других словарях:

  • Interest rate parity — is a no arbitrage condition representing an equilibrium state under which investors will be indifferent to interest rates available on bank deposits in two countries.[1] Two assumptions central to interest rate parity are capital mobility and… …   Wikipedia

  • interest rate parity — UK US noun [U] FINANCE ► INTEREST PARITY(Cf. ↑interest parity) …   Financial and business terms

  • Interest Rate Parity — A theory in which the interest rate differential between two countries is equal to the differential between the forward exchange rate and the spot exchange rate. Interest rate parity plays an essential role in foreign exchange markets, connecting …   Investment dictionary

  • Interest rate parity theorem — Interest rate differential between two countries is equal to the difference between the forward foreign exchange rate and the spot rate. The New York Times Financial Glossary …   Financial and business terms

  • interest rate parity theorem — Expression that the interest rate differential between two countries is equal to the difference between the forward foreign exchange rate and the spot rate. Bloomberg Financial Dictionary …   Financial and business terms

  • Uncovered Interest Rate Parity - UIP — A parity condition stating that the difference in interest rates between two countries is equal to the expected change in exchange rates between the countries’ currencies. If this parity does not exist, there is an opportunity to make a… …   Investment dictionary

  • Covered Interest Rate Parity — This term refers to a condition where the relationship between interest rates and the spot and forward currency values of two countries are in equilibrium. As a result, there are no interest rate arbitrage opportunities between those two… …   Investment dictionary

  • Interest Rate Differential - IRD — A differential measuring the gap in interest rates between two similar interest bearing assets. Traders in the foreign exchange market use interest rate differentials (IRD) when pricing forward exchange rates. Based on the interest rate parity, a …   Investment dictionary

  • Interest rate cap and floor — Interest rate c An interest rate cap is a derivative in which the buyer receives payments at the end of each period in which the interest rate exceeds the agreed strike price. An example of a cap would be an agreement to receive a payment for… …   Wikipedia

  • Covered Interest Rate Parity — The principle that the yields from interest bearing foreign and domestic investments should be equal when the currency market is used to predetermine the domestic currency payoff from a foreign investment. Bloomberg Financial Dictionary …   Financial and business terms

  • Net Interest Rate Differential — In international markets, the difference in the interest rates of two distinct economic regions. If a trader is long the NZD/USD pair, he or she owns the New Zealand currency and borrows the US currency. These New Zealand dollars can be placed… …   Investment dictionary

Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»