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Coupon leverage

From Wikipedia, the free encyclopedia

Coupon leverage, or leverage factor, is the amount by which a reference rate is multiplied to determine the floating interest rate payable by an inverse floater.[1] Some debt instruments leverage the particular effects of interest rate changes, most commonly in inverse floaters.[2]

As an example, an inverse floater with a multiple may pay interest at the rate, or coupon, of 22 percent minus the product of 2 times the 1-month London Interbank Offered Rate (LIBOR).[3] The coupon leverage is 2, in this example, and the reference rate is the 1-month LIBOR.

See also


  1. ^ "Coupon leverage". Risk Glossary. Retrieved 2008-06-18.
  2. ^ Marshall, John Francis (2000). Dictionary of Financial Engineering: Over 2,000 Terms Explained. John Wiley & Sons. p. 51. ISBN 0-471-24291-8.
  3. ^ "Coupon leverage". DG Commercial Loans. Retrieved 2008-06-18.
This page was last edited on 7 October 2019, at 11:10
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