Sökning: "collateralized"

Visar resultat 1 - 5 av 13 uppsatser innehållade ordet collateralized.

  1. 1. 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

  3. 2. Pricing collateralized loan obligation tranches using machine learning : Machine learning applied to financial data

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Marcus Enström; [2022]
    Nyckelord :Collateralized loan obligation; Machine learning; Artificial neural networks; Financial data; Ensemble methods; Collateralized loan obligation; Maskininlärning; Artificiella neurala nätverk; Finansiell data; Ensemblemetoder;

    Sammanfattning : Machine learning and neural networks have recently become very popular in a large category of domains, partly thanks to their ability to solve complex problems by finding patterns in data, but also due to an increase in computing power and data availability. Successful applications of machine learning include for example image classification, natural language processing, and product recommendation. LÄS MER

  4. 3. Peer-to-Peer Lending from a CDO Perspective

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Axel Helgason; [2018-07-04]
    Nyckelord :Credit risk management; Credit risk modeling; Collateralized debt obligations CDO ; Peer-to-peer lending;

    Sammanfattning : 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

  5. 4. Valuation of Interest Rate Swaps in the presence of Counterparty Credit Risk

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Robin Axelsson; [2014-11-26]
    Nyckelord :Interest Rate Swaps; Counterparty Credit Risk;

    Sammanfattning : 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

  7. 5. The rebirth of the Collateralized Loan Obligations - A case study of the dynamics in the European Collateralized Loan Obligation

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Kitty Larsson; [2013-07-02]
    Nyckelord :;

    Sammanfattning : Collateralized Loan Obligations (CLOs) have gone through being a main source of leveraged finance funding in the beginning of the 21st century to completely diminish in 2009. Now together with a changing market, the CLO market is on the rise in Europe. LÄS MER