Sökning: "Credit Crisis"

Visar resultat 1 - 5 av 248 uppsatser innehållade orden Credit Crisis.

  1. 1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Nyckelord :Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Sammanfattning : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. LÄS MER

  3. 2. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

    Master-uppsats, KTH/Matematisk statistik

    Författare :Lucas Fageräng; Hugo Thoursie; [2023]
    Nyckelord :Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

    Sammanfattning : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. LÄS MER

  4. 3. Selling Carbon Futures: Start-ups and Carbon Dioxide Removal Credits

    Master-uppsats, Lunds universitet/Humanekologi; Lunds universitet/Kulturgeografi och ekonomisk geografi; Lunds universitet/Institutionen för kulturgeografi och ekonomisk geografi

    Författare :Jonas Winter; [2023]
    Nyckelord :Social Sciences;

    Sammanfattning : In recent years, carbon dioxide removals have gained significant attention as a potential solution to address the climate crisis, and the IPCC considers it an important component of staying within 1.5 degrees of warming. Start-ups are actively working to translate theoretical approaches into tangible biophysical actions. LÄS MER

  5. 4. An Analysis of the Swedish Real  Estate Bond Market:  Characteristics, Opportunities, and  Risks : A combination of a qualitative and quantitative study

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Hanna Landstedt; Mikaela Kulti; [2023]
    Nyckelord :Real Estate Bond; Bond Issuance; Bond Maturities; Credit Risk; Investment Grade; High Yield; Corporate Bond Market; Real Estate Bond Market; Fastighetsobligation; Utställande av obligationer; Obligationslöptid; Kreditrisk; Högränteobligationer; Företagsobligationsmarknaden; Fastighetsobligationsmarknaden;

    Sammanfattning : In the aftermath of the 2008 financial crisis, the debt capital market in Sweden experienced rapid growth, resulting in a doubling of its size. In recent years, real estate companies have become increasingly dependent on financing through the capital markets. LÄS MER

  7. 5. Methods for local energy and climate planning : A Case stuudy on the Urban Community of Dunkirk

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Sacha Thibault; [2023]
    Nyckelord :Energy transition - Climate and energy policy - Renewable energy - Decision-Support Tools - Local authorities; Energiomställning - Klimat- och energipolitik - Förnybar energi - Verktyg för beslutsstöd - Lokala myndigheter;

    Sammanfattning : Energy management concerns were raised in France after the oil crisis in the 1970s. From then, the local actors developed policies to better control the energy production and consumption on the territories. Climate considerations and the need to limit greenhouse gases (GHG) emissions were then added to these energy issues in the early 2000s. LÄS MER