Sökning: "Collateralized debt obligations CDO"
Hittade 4 uppsatser innehållade orden Collateralized debt obligations CDO.
1. Peer-to-Peer Lending from a CDO Perspective
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : In this thesis, we will attempt to model a peer-to-peer lending intermediary according to a CDO. A CDO is a credit risk protection product that distributes credit risk among investors. The business of a peer-to-peer lending intermediary is to connect individuals who want to borrow money with individuals who want to lend. LÄS MER
2. Valuation of Interest Rate Swaps in the presence of Counterparty Credit Risk
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Insuring debt through credit default swaps (CDS) and collateralized debt obligations (CDO) has become increasingly more popular. Recent events such as the financial crisis of 2008 have shown that the credit models for these insurances have lacked severely in certain aspects. LÄS MER
3. Collateralized Debt Obligations - A Study on the informal Transaction Transparency
C-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : Background & Problem discussion: The relative low interest rate in the first part of the new millennium spurred on demand for mortgage financing and by extension also fueled the housing market, primarily in the United States. Subprime loans were incorporated into and repackaged into various ABS. LÄS MER
4. Tranchering av Collateralized Debt Obligations med en portfölj av simulerade tillgångar
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This thesis gives an introduction to securitization in general and the tranching of collateralized debt obligations in particular. It does this by using a firm-value model to simulate the underlying portfolio via monte-carlo simulations. The simulations in turn give a loss-distribution from which the various tranchings of the CDO’s are derived. LÄS MER