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SECURITISATION OF FINANCIAL ASSETS IN A CONTEXT OF MANAGING INTEREST RATES RISK

Roberto Ercegovac


Puni tekst: hrvatski pdf 433 Kb

str. 102-120

preuzimanja: 5.941

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Sažetak

Securitisation of financial assets, being a product of financial engineering process, is one of the most important features in the world of finance. In this paper we describe primary principles of securitisation, types of assets that can be securitised, participants of securitisation process and benefits for the whole economy which include more efficient financing, improved balance sheet structure and active risk management. Securitisation of financial assets is efficient tool for credit risk, liquidity risk, currency risk and interest rates risk management. Particular attention was paid on interest rates risk deriving from the process of securitisation and also on all possibilities of interest rates risk management.

Ključne riječi

Hrčak ID:

25265

URI

https://hrcak.srce.hr/25265

Datum izdavanja:

15.2.2003.

Podaci na drugim jezicima: hrvatski

Posjeta: 7.746 *