Sökning: "Swedish swap spread"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden Swedish swap spread.

  1. 1. 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

  3. 2. Skenet bedrar: Fake porn i svensk straffrätt

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Juridiska institutionen

    Författare :Mina Inevik; [2021]
    Nyckelord :Straffrätt; deepfakes; hämndporr; fake porn;

    Sammanfattning : Sedan år 2017 har många internetanvändare fått bekanta sig med fenomenet deepfakes som är en slags digital imitation där en persons ansikte kan fogas samman med en annan persons kropp. Så kallade face swap-appar och filter är inget nytt men det som särskiljer deepfakes är att de skapas med hjälp av artificiell intelligens som kan ge extremt verk- liga resultat. LÄS MER

  4. 3. The impact of ESG score on firm's cost of capital and riskiness

    Kandidat-uppsats,

    Författare :William Berntsson; [2019-07-05]
    Nyckelord :;

    Sammanfattning : This paper investigates the relationship between a firm´s Thomson Reuters ESG score and its weighted average cost of capital & implied credit default swap spread. The research is conducted on the Swedish stock exchanges and uses all available firms with an available ESG score. The effect is measured from 2017 to 2019. LÄS MER

  5. 4. A study of the determinant factors of the Swedish interest rate swap spread

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

    Författare :Christina Hu; [2019]
    Nyckelord :Interest rate swap contracts; SEK swap spread; slope of the yield curve; credit spread; treasury supply;

    Sammanfattning : This study aims to find the driving determinant factors of the Swedish swap spread by identifying the potential determinants based on previous theoretical and empirical studies. The determinant factors studied in this paper are the slope of the yield curve, volatility, the credit spread, the treasury supply, the business cycle, and the Euro spread. LÄS MER

  7. 5. An Evaluation of Swedish Municipal Borrowing via Nikkei-linked Loans

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Robert Constantin; Denis Gerzic; [2018]
    Nyckelord :Municipal borrowing; Nikkei-linked loans; Multi-curve framework; Discounting curves; Forward curves; CVA; Monte Carlo simulation; Structured bond; Black and Scholes PDE; Structured swap;

    Sammanfattning : In this master thesis, we compare three different types of funding alternatives from a Swedish municipality's point of view, with the main focus on analysing a Nikkei-linked loan. We do this by analysing the resulting interest rate and the expected exposures, taking collateral into consideration. LÄS MER