Sökning: "capital arbitrage"

Visar resultat 16 - 20 av 33 uppsatser innehållade orden capital arbitrage.

  1. 16. Kapitaltäckningsregler med valfrihet : en kvalitativ studie om bankers frihet att välja beräkningsmetod för kapitalkravet

    Kandidat-uppsats, Sektionen för hälsa och samhälle

    Författare :Jove Cavdarovski; Jesper Wallvik; [2013]
    Nyckelord :Basel II; capital requirement; credit risk; IRB-approach; regulatory arbitrage; standard approach; Basel II; IRK-metoden; schablonmetoden; kapitalkrav; kreditrisk; regelarbitrage;

    Sammanfattning : Purpose: The purpose of this study is to increase the understanding of how a bank’s features and internal factors have affected its choice of method in calculating the capital requirement. Theoretical and Empirical Method: The research strategy of this study has been of a qualitative nature with a deductive approach. LÄS MER

  3. 17. RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia     

    Master-uppsats, Företagsekonomi; Handelshögskolan vid Umeå universitet (USBE)

    Författare :Serkalem Tilahun Basazinew; Aliaksandra Vashkevich; [2013]
    Nyckelord :sovereign credit risk; credit default swap; stock index; Merton model; price discovery; capital structure arbitrage; emerging market.;

    Sammanfattning : When adjusted to sovereign entities, the structural credit risk model assumes a negative (positive) relationship between sovereign CDS spreads and stock prices (volatilities). In theory both markets are supposed to incorporate new information simultaneously. LÄS MER

  4. 18. Financial innovation in the public real estate market : How to exploit arbitrage opportunities in public real estate pricing due to investment approach differences between the real estate market and the capital market

    Magister-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Jacob Gejler; [2013]
    Nyckelord :Financial Innovation; Public Real Estate; Securitization; Asset Backed Securities;

    Sammanfattning : As the stock market is volatile and often short-term, there is a high demand for safe investments outside the stock market and institutional investors like pension funds, insurance companies and asset managers are increasingly searching for low-risk investments that can deliver safe returns.   Alternative investments, like real estate, are a popular way to invest institutional capital. LÄS MER

  5. 19. Market Requirements for Pumped Storage Profitability : Expected Costs and Modelled Price Arbitrage Revenues, Including a Case Study of Juktan

    Uppsats för yrkesexamina på avancerad nivå, Elektricitetslära

    Författare :Karin Salevid; [2013]
    Nyckelord :energy storage; pumped storage hydro power; price arbitrage; intermittent integration; price volatility; market requirements; Energilager; pumpkraft; prisarbitrage; integrering av intermittent generering; marknadsförutsättningar; prisvolatilitet; lönsamhet;

    Sammanfattning : The rapid integration of intermittent renewable energy sources (IRES) has caused a growing demand for power system flexibility on energy markets all over Europe. Being the only commercially proven large scale energy storage technology, pumped storage hydro power (PSHP) has by several studies been suggested as an efficient solution to miti­gate the impact of IRES. LÄS MER

  7. 20. Regler som begränsar rätten till ränteavdrag – de lege lata och de lege ferenda

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

    Författare :Jennie Svensson; [2012]
    Nyckelord :Skatterätt; Law and Political Science;

    Sammanfattning : On January 1, 2009, rules that limit the deductibility of interest started to apply. These are applicable to intragroup loans issued in connection with the acquisitions of shares from affiliated companies. The rules aim to prevent tax avoidance in the form of interest turbines (räntesnurror). LÄS MER