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  2. Floating rate note - Wikipedia

    en.wikipedia.org/wiki/Floating_rate_note

    Some believe that these securities carry little interest rate risk [3] because 1) a floating rate note's Macaulay Duration is approximately equal to the time remaining until the next interest rate adjustment; therefore its price shows very low sensitivity to changes in market rates; and 2) when market rates rise, the expected coupons of the FRN ...

  3. Interest rate cap and floor - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_cap_and_floor

    The purchase of the cap protects against rising rates while the sale of the floor generates premium income. A collar creates a band within which the buyer's effective interest rate fluctuates; A reverse interest rate collar is the simultaneous purchase of an interest rate floor and simultaneously selling an interest rate cap.

  4. Day count convention - Wikipedia

    en.wikipedia.org/wiki/Day_count_convention

    The need for day count conventions is a direct consequence of interest-earning investments. Different conventions were developed to address often conflicting requirements, including ease of calculation, constancy of time period (day, month, or year) and the needs of the accounting department.

  5. Floating interest rate - Wikipedia

    en.wikipedia.org/wiki/Floating_interest_rate

    Floating rate loans are common in the banking industry and for large corporate customers. [4] [5] A floating rate mortgage is a mortgage with a floating rate, as opposed to a fixed rate loan. [6] In many countries, floating rate loans and mortgages are predominant. They may be referred to by different names, such as an adjustable rate mortgage ...

  6. Inverse floating rate note - Wikipedia

    en.wikipedia.org/wiki/Inverse_floating_rate_note

    With an inverse floater, as interest rates rise the coupon rate falls. [1] The basic structure is the same as an ordinary floating rate note except for the direction in which the coupon rate is adjusted. These two structures are often used in concert. As short-term interest rates fall, both the market price and the yield of the inverse floater ...

  7. Repricing risk - Wikipedia

    en.wikipedia.org/wiki/Repricing_Risk

    Repricing risks arise from timing differences in the maturity for fixed-rate and repricing for floating-rate bank assets, liabilities and off-balance-sheet positions. [3] Any instance of an interest rate being reset—either due to maturities or floating interest rate resets—is called a repricing. The date on which it occurs is called the ...

  8. Reference rate - Wikipedia

    en.wikipedia.org/wiki/Reference_rate

    The most common use of reference rates is that of short-term interest rates such as LIBOR in floating rate notes, loans, swaps, short-term interest rate futures contracts, etc. The rates are calculated by an independent organisation, such as the British Bankers Association (BBA) as the average of the rates quoted by a large panel of banks, to ...

  9. Federal Reserve Note - Wikipedia

    en.wikipedia.org/wiki/Federal_Reserve_Note

    A one-dollar bill, the most common Federal Reserve Note . Federal Reserve Notes are the currently issued banknotes of the United States dollar. [1] The United States Bureau of Engraving and Printing produces the notes under the authority of the Federal Reserve Act of 1913 [2] and issues them to the Federal Reserve Banks at the discretion of the Board of Governors of the Federal Reserve System. [2]