Sökning: "Interest Rate Risk Management"

Visar resultat 1 - 5 av 69 uppsatser innehållade orden Interest Rate Risk Management.

  1. 1. Measurement of sectoral concentration with multiple factors

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Victor Norrbin; [2022]
    Nyckelord :Concentration risk; Sector concentration; Credit risk; Time series analysis; Principal component analysis; Monte carlo simulation; Multi-factor model;

    Sammanfattning : One of banks core businesses today is to, in various ways, lend capital to the market and in return receive interest rate. But giving out credit comes with great risk and, therefore, precautions need to be taken. It is impossible to forecast exactly which obligor (borrower) that will default on its exposure. LÄS MER

  2. 2. Hur ska livet gå vidare? : En post-krisundersökning av återuppbyggandet av Arjeplog 1920–1925 efter spanska sjukan

    Magister-uppsats, Umeå universitet/Institutionen för idé- och samhällsstudier

    Författare :Agnes Hammar; [2022]
    Nyckelord :epidemic; crisis; post-crisis; healthcare; orphaned; mental illness; social unity.;

    Sammanfattning : This study has aimed to examine how Arjeplog recovered during a five-year period after the Spanish flu using a post-crisis theoretic model and method. Arjeplog is of interest due to the lack of previous studies on the subject despite having the highest mortality rate in Sweden. LÄS MER

  3. 3. Ränteswappar i svenska fastighetsbolag : en kvalitativ studie som diskuterar hur användandet av ränteswappar ser ut idag bland svenska fastighetsbolag

    Kandidat-uppsats, KTH/Fastigheter och byggande

    Författare :Dino Hasic; Ajdin Pasic; [2021]
    Nyckelord :Financial instruments; real estate companies; interest rate derivatives; interest rate swaps; interest rate risk management; financing of real estate; Finansiella instrument; fastighetsbolag; räntederivat; ränteswap; ränteriskhantering; fastighetsfinansiering;

    Sammanfattning : Denna uppsats behandlar vilka faktorer som påverkar svenska fastighetsbolags syn på ränteswappar och huruvida coronapandemin, IFRS regelverket, den nya referensräntan Swestr eller bolagens rating har någon betydelse i detta. Studien undersöker vidare hur stor efterfrågan på räntederivat tidigare har varit, samt hur framtidsutsikterna ser ut gällande användandet av ränteswappar. LÄS MER

  4. 4. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Gabriella Hulström; [2021]
    Nyckelord :Adjoint algorithmic differentiation; Economic Value of Equity; Interest Rate Risk; Net Interest Income; Risk Management; Adjoint algoritmisk derivering; Ekonomiskt Värde av Eget Kapital; Ränterisk; Räntenetto; Riskhantering;

    Sammanfattning : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. LÄS MER

  5. 5. To Hedge or not to Hedge: An Empirical Analysis on the Determinants of Corporate Interest Rate Risk Management

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Victoria Beschorner; Julius Mehl; [2021]
    Nyckelord :Interest Rate Risk Management; Interest Rate Hedging; Interest Rate Derivatives; Cash Flow Hedging; Fair Value Hedging;

    Sammanfattning : Two theories explain why company size and leverage affect interest rate hedging: Economies of scale of derivatives usage and expected costs of financial distress. We test whether these determinants affect corporates in the decision to hedge interest rate risk with derivatives. LÄS MER