Sökning: "currency derivatives"

Visar resultat 11 - 15 av 26 uppsatser innehållade orden currency derivatives.

  1. 11. Theoretical incentives vs. perceived motives for using interest rate derivatives in Swedish corporations

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

    Författare :Daniel Fodor; [2015]
    Nyckelord :Interest rate derivatives; Swaps; Basel; CVA; FVA; Hedge accounting; Corporate hedging; Räntederivat; Swappar; Basel; CVA; FVA; Hedge accounting; Hedging i företag;

    Sammanfattning : The purpose of this research is to highlight if contemporary practices for using interest rate derivatives in large non-financial Swedish corporations are consistent with theoretical incentives for using such derivative instruments. Most theoretical incentives were developed before the financial crisis of 2007-08. LÄS MER

  3. 12. Transaktionsexponerade kassaflöden : En kvalitativ studie om hur styrdokument reglerar den praktiska hanteringen av transaktionsexponerade kassaflöden

    Magister-uppsats, Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Cecilia Abring; Madeleine Eriksson; [2015]
    Nyckelord :Transaction exposure; risk management; hedging; management control; policy document; foreign currency cash flows; derivatives; Swedish firms; Transaktionsexponering; riskhantering; hedging; verksamhetsstyrning; styrdokument; utländska kassaflöden; derivatinstrument; svenska företag;

    Sammanfattning : Bakgrund: I och med en ökad internationell handel har det blivit allt viktigare med en adekvat hantering av transaktionsexponering. Valutor är förknippade med olika risker och ger således upphov till skild transaktionsexponering, vid handel med utlandet. LÄS MER

  4. 13. Collateral choice option valuation

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sébastian Mollaret; [2015]
    Nyckelord :Collateral; optimal collateral posting; multi-currency collateral; collateral pricing; collateral discounting; conditional independence.;

    Sammanfattning : A bank borrowing some money has to give some securities to the lender, which is called collateral. Different kinds of collateral can be posted, like cash in different currencies or a stock portfolio depending on the terms of the contract, which is called a Credit Support Annex (CSA). LÄS MER

  5. 14. Foreign Currency Derivatives and Their Impact on Firm Value - A study on Swedish Non-Financial Firms

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Lejla Garibovic; [2015]
    Nyckelord :Risk management; firm value; Tobin’s Q; currency derivatives; foreign exchange derivatives; FX risk; FCD; Business and Economics;

    Sammanfattning : This paper empirically examines the relationship between firm value and the usage of currency derivatives for 85 non-financial Swedish firms listed on Stockholm Stock Exchange. The sample includes firms operating in a wide range of industries and with different sizes. The time period for the data is from 2005 to 2010. LÄS MER

  7. 15. Curve Building and SwapPricing in the Presence of Collateral and Basis Spreads

    Master-uppsats, KTH/Matematisk statistik

    Författare :Simon Gunnarsson; [2013]
    Nyckelord :Curve building; swap; basis spread; cross currency; collateral;

    Sammanfattning : The eruption of the financial crisis in 2008 caused immense widening of both domestic and cross currency basis spreads. Also, as a majority of all fixed income contracts are now collateralized the funding cost of a financial institution may deviate substantially from the domestic Libor. LÄS MER