Sökning: "Interest rate"

Visar resultat 16 - 20 av 1539 uppsatser innehållade orden Interest rate.

1. 16. 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. 17. An Empirical Study of Monetary Policy Transmission Through Floating Rate Corporate Debt

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :BEHZAD JAWAN BAKHSH; DENNIS MUTISO MULI; [2023-06-29]
   Nyckelord :Monetary policy surprise; Monetary policy transmission; Cash flow channel; Fed; Federal Open Market Committee; Forward guidance; SEC filings; Hedging; Bank Debt; Floating rate debt;

   Sammanfattning : Considering the contemporary shift in the interest rate regime and the high levels of corporate debt in the US market, we show that monetary policy surprises have an impact on stock returns. This impact is dominated by a surprise in Fed forward guidance. LÄS MER

4. 18. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
   Nyckelord :Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

   Sammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER

5. 19. Drivers of sea level variability using neural networks

   Master-uppsats, Göteborgs universitet/Institutionen för geovetenskaper

   Författare :Linn Carlstedt; [2023-05-10]
   Nyckelord :;

   Sammanfattning : Understanding the forcing of regional sea level variability is crucial as many people all over the world live along the coasts and are endangered by extreme sea levels and the global sea level rise. The adding of fresh water into the oceans due to melting of the Earth’s land ice together with thermosteric changes has led to a rise of the global mean sea level with an accelerating rate during the twentieth century. LÄS MER

7. 20. “OM DU VILL UPPLEVA ÄKTA KÄRLEK & FÅ DITT HJÄRTA KROSSAT” - En tematisk innehållsanalys av den svenska BookTok-gemenskapen på det sociala mediet TikTok

   Kandidat-uppsats, Göteborgs universitet/Institutionen för journalistik, medier och kommunikation

   Författare :Louise Lindquist; Alva Lundmark; Tuva Rosén; [2023-03-10]
   Nyckelord :Sociala medier; TikTok; BookTok; Bokgemenskap; Läsaridentitet; Bokläsning; Performativity Theory; Social Worlds;

   Sammanfattning : Executive summary Today Swedish youth are increasingly spending more time on social media meanwhile the degree of book reading is decreasing. This development has led to negative consequences like inferior performance amongst Swedish students. LÄS MER