Sökning: "collateral constraints"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden collateral constraints.

  1. 1. Cash Holdings, Secured Debt and Collateral

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Anton Wihlborg; Philip Dahl; [2023]
    Nyckelord :Corporate Cash Holdings; Secured Debt; Unencumbered Tangibility; Precautionary Motive; Financial Constraints; Business and Economics;

    Sammanfattning : The purpose of this study is to empirically investigate the relationship between unencumbered tangibility and cash holdings, and to evaluate if corporations consider them to be substitutable variables of corporate liquidity. The study relies on a panel data set and then employs a firm fixed effect regression model to estimate the strength and direction of the relationship of interest. LÄS MER

  3. 2. Monetary Policy with Credit Market Frictions

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Mambuna Njie; [2023]
    Nyckelord :Monetary policy; Investments; Credit frictions; Collateral constraints;

    Sammanfattning : I study the role of collateral as a source of financial friction in the transmission of monetary policy towards firms' investments. First, I use a panel of Swedish firms to estimate the heterogeneity in firm investment responses to monetary policy shocks conditional on collateral. LÄS MER

  4. 3. Minimizing initial margin requirements using computational optimization

    Master-uppsats, Umeå universitet/Institutionen för datavetenskap

    Författare :Jacob Ahlman Bohm; [2023]
    Nyckelord :optimization; initial margin; simulated annealing; particle swarm optimization; differential evolution;

    Sammanfattning : Trading contracts with future commitments requires posting a collateral, called initial margin requirement, to cover associated risks. Differences in estimating those risks and varying risk appetites can however lead to identical contracts having different initial margin requirements at different market places. LÄS MER

  5. 4. The impact of socio-economic factors and attributes on repayment ability in Microfinancing : A study of microfinance programs in the Amhara region

    Kandidat-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Zeinab Hassano; Felicia Nordgren; [2020]
    Nyckelord :Microfinance; Psychometrics testinMicrofinance; Psychometrics testing; Group-lending; Disruptive technology; Ethiopia; repayment ability; collateral constraints;

    Sammanfattning : An insufficient financial market means that poor individuals cannot access financial capital, making it difficult for them to generate a stable income. Formal banks see these individuals as unreliable customers because of their financial background and see a risk that these potential customers will not repay their loans, which would put the bank at risk. LÄS MER

  7. 5. Value at Risk for a high-dimensional equity portfolio : A comparative study investigating computational complexity and accuracy for different methods

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Robin Lundberg; [2018]
    Nyckelord :;

    Sammanfattning : Risk management is practiced in many financial institutions and one of the most commonly used risk measures is Value at Risk. This measure represents how much a portfolio of assets could lose over a pre-specified time horizon to a cer- tain probability. LÄS MER