Sökning: "Securities lending"
Visar resultat 1 - 5 av 11 uppsatser innehållade orden Securities lending.
1. Algorithms for Order Matching in Securities Lending
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysikSammanfattning : Securities Lending is a significant part of the financial industry. One important part of the securities lending business is how to match different lending and borrowing orders to maximize profits as a middle man. However, order matching is not always as straightforward as it may seem. LÄS MER
2. Mixed Integer Linear Programming for Allocation of Collateral within Securities Lending
Master-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : A mixed integer linear programming formulation is used to solve the problem of allocating assets from a bank to its counterparties as collateral within securities lending. The aim of the optimisation is to reduce the cost of allocated collateral, which is broken down into the components opportunity cost, counterparty risk cost and triparty cost. LÄS MER
3. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach
Master-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. LÄS MER
4. The Debt-Equity Dilemma : An analysis of the co-movement between Swedish stocks and bonds
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : Throughout the last century there has been an extensve discussion regarding the optimal capital structure.Excessive research has further been conducted to understand the relationbetween the market debt and equity on an aggregated market-level. However, it is observed that the research on thefirm-specific co-movement of stock and bondsis scarce. LÄS MER
5. Gräsrotsfinansiering – en växande problematik? - En studie av andelsbaserad gräsrotsfinansiering och dess förhållande till gällande rätt
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakultetenSammanfattning : Tillväxtverket har identifierat ett finansiellt gap för mindre och nystartade företag i Sverige. Orsaken till detta är att dessa företag har svårigheter med kapitalanskaffning, vilket ofta är essentiellt för företags överlevad. LÄS MER