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- Inverse_floating_rate_note abstract "An inverse floating rate note, or simply an inverse floater, is a type of bond or other type of debt instrument used in finance whose coupon rate has an inverse relationship to short-term interest rates (or its reference rate). With an inverse floater, as interest rates rise the coupon rate falls. 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 increase. This link often magnifies the fluctuation in the bond's price. However, in the opposite situation, when short-term interest rates rise, the value of the bond can drop significantly, and holders of this type of instrument may end up with a security that pays little interest and for which the market will pay very little. Thus, interest rate risk is magnified and contains a high degree of volatility.".
- Inverse_floating_rate_note wikiPageExternalLink t=1021s.
- Inverse_floating_rate_note wikiPageID "16436684".
- Inverse_floating_rate_note wikiPageRevisionID "581748301".
- Inverse_floating_rate_note hasPhotoCollection Inverse_floating_rate_note.
- Inverse_floating_rate_note subject Category:Bonds_(finance).
- Inverse_floating_rate_note subject Category:Business_terms.
- Inverse_floating_rate_note subject Category:Financial_terminology.
- Inverse_floating_rate_note subject Category:Notes_(finance).
- Inverse_floating_rate_note type Abstraction100002137.
- Inverse_floating_rate_note type Communication100033020.
- Inverse_floating_rate_note type Evidence106643408.
- Inverse_floating_rate_note type Indication106797169.
- Inverse_floating_rate_note type Note106504462.
- Inverse_floating_rate_note type Notes.
- Inverse_floating_rate_note type Record106647206.
- Inverse_floating_rate_note type WrittenRecord106502378.
- Inverse_floating_rate_note comment "An inverse floating rate note, or simply an inverse floater, is a type of bond or other type of debt instrument used in finance whose coupon rate has an inverse relationship to short-term interest rates (or its reference rate). With an inverse floater, as interest rates rise the coupon rate falls. The basic structure is the same as an ordinary floating rate note except for the direction in which the coupon rate is adjusted.".
- Inverse_floating_rate_note label "Inverse floating rate note".
- Inverse_floating_rate_note sameAs m.03y1twg.
- Inverse_floating_rate_note sameAs Q6060379.
- Inverse_floating_rate_note sameAs Q6060379.
- Inverse_floating_rate_note sameAs Inverse_floating_rate_note.
- Inverse_floating_rate_note wasDerivedFrom Inverse_floating_rate_note?oldid=581748301.
- Inverse_floating_rate_note isPrimaryTopicOf Inverse_floating_rate_note.