Sökning: "collateralized debt obligations"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden collateralized debt obligations.

  1. 1. Peer-to-Peer Lending from a CDO Perspective

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Axel Helgason; [2018-07-04]
    Nyckelord :Credit risk management; Credit risk modeling; Collateralized debt obligations CDO ; Peer-to-peer lending;

    Sammanfattning : In this thesis, we will attempt to model a peer-to-peer lending intermediary according to a CDO. A CDO is a credit risk protection product that distributes credit risk among investors. The business of a peer-to-peer lending intermediary is to connect individuals who want to borrow money with individuals who want to lend. LÄS MER

  3. 2. Valuation of Interest Rate Swaps in the presence of Counterparty Credit Risk

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Robin Axelsson; [2014-11-26]
    Nyckelord :Interest Rate Swaps; Counterparty Credit Risk;

    Sammanfattning : Insuring debt through credit default swaps (CDS) and collateralized debt obligations (CDO) has become increasingly more popular. Recent events such as the financial crisis of 2008 have shown that the credit models for these insurances have lacked severely in certain aspects. LÄS MER

  4. 3. Credit derivatives in Swedish banks : Both sides of the coin

    Magister-uppsats, Institutionen för ekonomisk och industriell utveckling; Filosofiska fakulteten

    Författare :Karin Boman; Émile Sohier; [2011]
    Nyckelord :Credit derivatives; credit default swap; collateralized debt obligation; Swedish banks; risk management; hedging; central clearing; OTC;

    Sammanfattning : Background: The financial crisis of 2007-2010 had a massive impact on the financial markets worldwide. The crisis was partly blamed on the credit derivatives collateralized debt obligations and credit default swaps. These instruments were used to create leverage and speculation, which led to uncertainty in the financial system worldwide. LÄS MER

  5. 4. Reclassifications of financial intstruments in the Nordic countries : The effects of the reclassification amendments on Nordic banks financial statements of 2008 and 2009

    Magister-uppsats, IHH, Redovisning och finansiering

    Författare :Madeleine Sturk; Marina Valkonen Evertsson; [2010]
    Nyckelord :Asset-backed securities; collateralized debt obligations; fair-value; financial instruments; IAS 32; IAS 39; IFRS 7; amendments to IAS 39 IFRS 7; mortgage-backed securities; global financial crisis of 2008 09.;

    Sammanfattning : Due to the apparent global economic conditions, at the end of 2008, the International Accounting Standards Board (IASB) issued amendments to IAS 39 Financial instruments: recognition and measurement and IFRS 7 Financial instruments: disclosures in October and November, 2008. The amendments allow banks to reclassify their non-derivative financial instruments in rare circumstances. LÄS MER

  7. 5. Collateralized Debt Obligations - A Study on the informal Transaction Transparency

    C-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Karl-Erik Dexner; John Zerihoun; [2009-03-12]
    Nyckelord :Collateralized Debt Obligations; subprime crisis; investment prospectus; information exchange; securitization;

    Sammanfattning : Background & Problem discussion: The relative low interest rate in the first part of the new millennium spurred on demand for mortgage financing and by extension also fueled the housing market, primarily in the United States. Subprime loans were incorporated into and repackaged into various ABS. LÄS MER