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Asian Journal of Research in Banking and Finance
Year : 2015, Volume : 5, Issue : 1
First page : ( 19) Last page : ( 39)
Online ISSN : 2249-7323.
Article DOI : 10.5958/2249-7323.2015.00003.6

Determinants of floating rate debt ratio: Emprical evidence from UK non-financial firms

Mohammadkhani Hadia, Movafaghi Masouda, Memar Ehsan Haji Hasanb

aPh.D Student, Financial Management, University of Tehran, Tehran, Iran

bMSc Student, Financial Management, University of Tehran, Tehran, Iran

Online published on 7 January, 2015.

Abstract

The present study examines the determinants of floating rate debt ratio. Different factors may affect firm's decision on fixed floating debt mix. The primary focus of the majority of previous fixed/floating choice of debt studies was referred to the factors such as firm size, credit worthiness of firms, the maturity of debt and the usage of interest rate swap as a measure of derivative. Statistics in this study indicates that a 1% increase of short term debt to maturity will increase floating rate debt by 13.54% and 1% increase of long term debt to maturity decrease floating rate debt by 24.13%. results represent that firms with more growth opportunities have less floating rate debt to avoid the cost arise in financing new project. The result of this study portend that firms employing interest rate swap are almost unconcerned about natural hedge. The robustness result of determinants of floating rate debt for small firms also indicates that small firms try to manage their interest rate exposure with internal cash holdings and also natural hedge instead of employing derivative instrument.

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Keywords

Floating debt ratio, Interest rate swaps, Derivatives, Short term debt, Long term debt, Debt to maturity.

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