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Title:SEGMENTIRANJE TRGA FINANČNIH INSTRUMENTOV PRI OBRESTNI ZAŠČITI
Authors:ID Ranzinger, Aljoša (Author)
ID Strašek, Sebastjan (Mentor) More about this mentor... New window
Files:.pdf VS_Ranzinger_Aljosa_2012.pdf (2,49 MB)
MD5: 2C98C59DB8B4445F7A851D1E8D168B47
PID: 20.500.12556/dkum/691c7e16-8b53-47a9-9499-68cc71b3fce7
 
Language:Slovenian
Work type:Undergraduate thesis
Typology:2.11 - Undergraduate Thesis
Organization:EPF - Faculty of Business and Economics
Abstract:Pri diplomski nalogi sem se odločil pokazati postopek in primer obrestnega ščitenja, kot to poteka v praksi in predvsem na kakšni osnovi se podjetja odločajo za sklenitev finančnega instrumenta. V prvem delu diplomskega dela sem se osredotočil na osnove pri segmentaciji trga obrestnih instrumentov, tako iz teoretične, kot dejanske delitve kratkoročnih in dolgoročnih finančnih instrumentov. Seveda delitev obrestnih finančnih instrumentov je še mnogo več in ta v tem diplomskem delu je ena izmed njih. Osrednji del diplomskega dela poteka bolj marketinško in je povzeto dogajanje na finančnem trgu ,ter poslana oblika ponudbe podjetju . V zadnjem delu diplomskega dela pa sem spremljal gibanje in hipotetično zaključil sklenjeno obrestno zaščito, ter prikazal efekte iz sklenjene obrestne zaščite. V zaključku sem segmentiral obrestni trg v Sloveniji. Vzorec za stanje sklenjenih obrestnih instrumentov je povzet iz baze NLB banke. Poudarek diplomskega dela je prikazati stanje in razmere na obrestnem trgu v naši državi in predstaviti obliko obrestnih inštrumentov, ki so na voljo za pravne osebe v Sloveniji. Seveda se skladno s ekonomsko situacijo v Evropi in svetu , spreminja izbira finančnega instrumenta tudi pri nas.
Keywords:zamenjava obrestnih mer trenutna poštena vrednost obrestna mera
Place of publishing:Maribor
Publisher:[A. Ranzinger]
Year of publishing:2012
PID:20.500.12556/DKUM-22080 New window
UDC:336.78
COBISS.SI-ID:11089948 New window
NUK URN:URN:SI:UM:DK:E2MMPO0F
Publication date in DKUM:31.05.2012
Views:1929
Downloads:141
Metadata:XML DC-XML DC-RDF
Categories:EPF
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Secondary language

Language:English
Title:MARKET SEGMENTATION OF FINANCIAL INSTRUMENTS WITH INTEREST RATE HEDGE
Abstract:The main topic of this work is to represent the process of interest rate risk hedging and to give a practical example of this financial instrument application. Special focus is given on what the basis is for a company to decide to enter this financial instrument. The first part of this work covers fundamentals of market segmentation in interest rate risk instruments, from theoretical as well as practical division of short and long term financial instruments. Of course there exist many divisions of interest rate financial instruments and the one represented in this work is just one of them. The central part of this work views the interest rate risk instrument from a marketing perspective where I give a snapshot of financial market of this instrument as well as a proposal made to a company on the basis of this snapshot. The last part of this work covers the accounting perspective of this instrument. The proposed interest rate risk instrument was recorded through its lifetime with hypothetical movements on financial market in comparison to the company’s open interest rate position that was hedged. The result then represents the effects from this interest rate risk hedge. In the conclusion there is a segmentation of Slovene market in interest rate risk instruments. A pattern for this segmentation is taken from NLB’s data base. The emphasis of this work is to represent actual conditions on Slovene market of interest rate risk instruments as well as to represent different interest rate risk instruments available to companies in Slovenia. Of course with the changing economic situation in Europe and the world in general the choice of the financial instrument can differ, also in Slovenia.
Keywords:interest rate swap, mark to market, interest rate


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