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  • 22 Caso Practico SWAP

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    Marcial Duff
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    The document presents three solutions for ABC and XYZ, who each took out a $40,000 loan. In Solution A, with LIBOR at 4.75%, ABC had a fixed rate and paid $1,600 monthly while XYZ had a variable rate and paid $1,900, so XYZ gained $300 by switching to a fixed rate. In Solution B, with LIBOR at 3.5%, their monthly payments were reversed from Solution A, so ABC gained $200 by switching to variable. In Solution C, with LIBOR at 4%, their payments remained the same whether fixed or variable, so neither gained anything.

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    22 caso practico SWAP

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    The document presents three solutions for ABC and XYZ, who each took out a $40,000 loan. In Solution A, with LIBOR at 4.75%, ABC had a fixed rate and paid $1,600 monthly while XYZ had a variable rate and paid $1,900, so XYZ gained $300 by switching to a fixed rate. In Solution B, with LIBOR at 3.5%, their monthly payments were reversed from Solution A, so ABC gained $200 by switching to variable. In Solution C, with LIBOR at 4%, their payments remained the same whether fixed or variable, so neither gained anything.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    21 views3 pages

    22 Caso Practico SWAP

    Uploaded by

    Marcial Duff
    The document presents three solutions for ABC and XYZ, who each took out a $40,000 loan. In Solution A, with LIBOR at 4.75%, ABC had a fixed rate and paid $1,600 monthly while XYZ had a variable rate and paid $1,900, so XYZ gained $300 by switching to a fixed rate. In Solution B, with LIBOR at 3.5%, their monthly payments were reversed from Solution A, so ABC gained $200 by switching to variable. In Solution C, with LIBOR at 4%, their payments remained the same whether fixed or variable, so neither gained anything.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    of 3

    SOLUCION A LIBOR 4.

    75%

    ABC XYZ
    TENIA TASA FIJA TASA VARIABLE
    VALOR PRESTAMO S/ 40,000.00 S/ 40,000.00
    PAGO S/ 1,600.00 S/ 1,900.00
    COMPRO TASA VARIABLE TASA FIJA
    VALOR PRESTAMO S/ 40,000.00 S/ 40,000.00
    PAGO S/ 1,900.00 S/ 1,600.00
    GANANCIA -S/ 300.00 S/ 300.00

    SOLUCION B LIBOR 3.50%

    ABC XYZ
    TENIA TASA FIJA TASA VARIABLE
    VALOR PRESTAMO S/ 40,000.00 S/ 40,000.00
    PAGO S/ 1,600.00 S/ 1,400.00
    COMPRO TASA VARIABLE TASA FIJA
    VALOR PRESTAMO S/ 40,000.00 S/ 40,000.00
    PAGO S/ 1,400.00 S/ 1,600.00
    GANANCIA S/ 200.00 -S/ 200.00

    SOLUCION C LIBOR 4.00%

    ABC XYZ
    TENIA TASA FIJA TASA VARIABLE
    VALOR PRESTAMO S/ 40,000.00 S/ 40,000.00
    PAGO S/ 1,600.00 S/ 1,600.00
    COMPRO TASA VARIABLE TASA FIJA
    VALOR PRESTAMO S/ 40,000.00 S/ 40,000.00
    PAGO S/ 1,600.00 S/ 1,600.00
    GANANCIA S/ 0.00 S/ 0.00

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