VERFAHREN UND COMPUTERSYSTEM ZUM BESTIMMEN EINES FINANZIELLEN INSTRUMENTS ZUR KONSOLIDIERUNG EINES WÄHREND SEINER LAUFZEIT ZUM TEIL REFINANZIERTEN KREDITS

Method and data processing system for determining the type, the number and the volume of financial instruments for funding of a loan with an interest rate adjustment with an equivalent proceeds to a debtor, the loan being at least partially refinanced during the remaining term to maturity of the loan. In the data processing system, data are loaded, which data indicate the principal of the loan, the term to maturity of the loan, the profile of repayment, and a desired/intended profile of refinancing. Furthermore, data are loaded, which data indicate requirements as to maximum difference in proceeds, maximum difference interest rate, and maximum difference in balance between on the one side the creditor and on the other side the debtor. On the basis of these data as well as a first guess at an interest rate, the volume of a number of financial instruments to be applied for funding of the loan is calculated. The results of the calculations can be applied by the debtor, for instance a financial institution such as a mortgage credit institution, to secure that the loan is funded in such a way that interest rate risks such as imbalance in the payment flow is avoided or minimized. By applying the results of the method according to the invention, the creditor has the possibility of creating a hedge between lending and funding.