Sökning: "CVA"
Visar resultat 21 - 25 av 33 uppsatser innehållade ordet CVA.
21. Kreditvärdighetsjusteringsmodell för ränteswappar
Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Before the global financial crisis around 2008, the priority of the credit margin was comparatively low and was not taken into consideration as much as today. Many actors believed that credit risk could be neglected at various valuations. Due to that a lot of parties went bankrupt because of the low priorities. LÄS MER
22. Internprissättning och tullvärde : Det är bättre att förekomma än att förekommas
Master-uppsats, Linköpings universitet/AffärsrättSammanfattning : Globaliseringen bidrar till en ökad världshandel och medför även ett växande antal gränsöverskridande koncerninterna transaktioner inom multinationella företag. Prissättningen av transaktioner vilka vidtas mellan närstående företag måste ske i enlighet med armlängdsprincipen som om transaktionerna vidtagits mellan två oberoende företag. LÄS MER
23. Theoretical incentives vs. perceived motives for using interest rate derivatives in Swedish corporations
Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)Sammanfattning : The purpose of this research is to highlight if contemporary practices for using interest rate derivatives in large non-financial Swedish corporations are consistent with theoretical incentives for using such derivative instruments. Most theoretical incentives were developed before the financial crisis of 2007-08. LÄS MER
24. Creation of a Practical Framework for Congestion Charging Systems in the Maltese Islands : Analysis of the Valletta CVA System
Master-uppsats, Stockholms universitet/Kulturgeografiska institutionenSammanfattning : Congestion is a phenomenon that is becoming an increasing problem on road networks in and around many urban areas. As congestion causes a number of environmental, economic and social problems, policy and decision makers have started to consider a number of measures to tackle it. LÄS MER
25. Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps
Master-uppsats, KTH/Matematisk statistikSammanfattning : In this thesis, the pricing of counterparty credit risk on an OTC plain vanilla interest rate swap is investigated. Counterparty credit risk can be defined as the risk that a counterparty in a financial contract might not be able or willing to fulfil their obligations. This risk has to be taken into account in the valuation of an OTC derivative. LÄS MER