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R\u016bta Kropien\u0117
1
Pal\u016bkan\u0173 norm\u0173 i\u0161vestin\u0117s
priemon\u0117s
R\u016bta Kropien\u0117
2
Klausimai
\ue000
I. Pal\u016bkan\u0173 norm\u0173 i\u0161vestin\u0117s priemon\u0117s, kuriomis
prekiaujama u\u017e bir\u017eos (OTC):
1.Pal\u016bkan\u0173 norm\u0173 i\u0161ankstiniai sandoriai - FRA
(OTC)

2.Pal\u016bkan\u0173 norm\u0173 pasirinkimo
sandoriai (OTC)
A. Caps
B. Floors
C. Collars

\ue000
II. Bir\u017eose prekiaujamos pal\u016bkan\u0173 norm\u0173 i\u0161vestin\u0117s
priemon\u0117s.
\ue000
III. Black modelis.
R\u016bta Kropien\u0117
3
1.Pal\u016bkan\u0173 norm\u0173 i\u0161ankstiniai
sandoriai - FRA
\ue000

FRA yra tarpbankin\u0117s rinkos kontraktas pirkti
(t.y.\u201csusijungti\u201d su skolinimosi pal\u016bkan\u0173 norma) arba
parduoti (t.y. \u201csusijungti\u201d su paskolinimo pal\u016bkan\u0173
norma) tam tikr\u0105 pal\u016bkan\u0173 normos prieaugio
mok\u0117jim\u0105.

\ue000
Kontraktas nurodo:

- jeigu pal\u016bkan\u0173 norma i\u0161augs vir\u0161 sutartyje
\u201cu\u017efiksuotos\u201d pal\u016bkan\u0173 normos lygio, FRA pardav\u0117jas
sumok\u0117s jo pirk\u0117jui pal\u016bkan\u0173 normos prieaug\u012f,
apskai\u010diuot\u0105 sutartos/s\u0105lygin\u0117s sumos pagrindu;

- jeigu pal\u016bkan\u0173 norma nukris \u017eemiau sutartyje
u\u017efiksuotos pal\u016bkan\u0173 normos lygio, tuomet pirk\u0117jas
sumok\u0117s pardav\u0117jui pal\u016bkan\u0173 normos skirtum\u0105

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