Sökning: "Collateralized Debt Obligation"
Hittade 2 uppsatser innehållade orden Collateralized Debt Obligation.
1. Credit derivatives in Swedish banks : Both sides of the coin
Magister-uppsats, Institutionen för ekonomisk och industriell utveckling; Filosofiska fakultetenSammanfattning : Background: The financial crisis of 2007-2010 had a massive impact on the financial markets worldwide. The crisis was partly blamed on the credit derivatives collateralized debt obligations and credit default swaps. These instruments were used to create leverage and speculation, which led to uncertainty in the financial system worldwide. LÄS MER
2. 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