Sökning: "high yield bond"

Visar resultat 1 - 5 av 41 uppsatser innehållade orden high yield bond.

1. 1. An Analysis of the Swedish Real  Estate Bond Market:  Characteristics, Opportunities, and  Risks : A combination of a qualitative and quantitative study

   Master-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Hanna Landstedt; Mikaela Kulti; [2023]
   Nyckelord :Real Estate Bond; Bond Issuance; Bond Maturities; Credit Risk; Investment Grade; High Yield; Corporate Bond Market; Real Estate Bond Market; Fastighetsobligation; Utställande av obligationer; Obligationslöptid; Kreditrisk; Högränteobligationer; Företagsobligationsmarknaden; Fastighetsobligationsmarknaden;

   Sammanfattning : In the aftermath of the 2008 financial crisis, the debt capital market in Sweden experienced rapid growth, resulting in a doubling of its size. In recent years, real estate companies have become increasingly dependent on financing through the capital markets. LÄS MER

3. 2. Credit Index Forecasting: Stability of an Autoregressive Model

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Melker Wallén; Erik Grimlund; [2023]
   Nyckelord :Credit spreads; Time Series; Credit Risk; Index Modeling; Forecasting; Kreditspreadar; Tidsserier; Kreditrisk; Indexmodellering; Prognoser;

   Sammanfattning : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. LÄS MER

4. 3. Trends in the Capital Structure and Risk Assessment of Swedish Real Estate Companies : A Study on the Impact of the 2022-2023 Shift in Interest Rates

   Master-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Karolina Landgärds; Hanna Lövgren; [2023]
   Nyckelord :Real estate; Capital structure; Financial risk; Interest rate risk; Fastigheter; Kapitalstruktur; Finansiell risk; Ränterisk;

   Sammanfattning : This study aims to analyse the changes in the capital structure of Swedish real estate companies over the past five years, with a particular focus on the period 2022-2023, characterised by the policy interest rate increasing from zero to 3.5 percent. LÄS MER

5. 4. Credit Where Credit's Due: An Empirical Study of Defaults in the Swedish Corporate Bond Market Between 2004 and 2023

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

   Författare :Kristoffer Östlin; Ludvig Sviberg; [2023]
   Nyckelord :Corporate Bonds; Yield Spread; Default; Swedish Bond Market; Logit Regression Model;

   Sammanfattning : This paper studies the relationship between bond defaults and yield spread, and other bond and company variables observable at issuance using a comprehensive dataset of matured and defaulted bonds from non-financial Swedish firms, covering the period 2004-2023. We find that higher yield spreads are correlated with higher default probabilities, particularly in the high-yield (HY) bond segment. LÄS MER

7. 5. Hantering av svenska investerares valutarisk i amerikanska tillgångar : Hur svansrisken i en amerikansk aktie och obligationsportfölj denominerad i SEK påverkas av en optimal valutahedge

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Ivar Hedrén; Henrik Käller Åkesson; [2022]
   Nyckelord :CVaR; tail risk; foreign exchange risk; USD:SEK; hedging; covariation; CVaR; svansrisk; valutarisk; USD:SEK; hedging; samvariation;

   Sammanfattning : För investerare vars portföljer utgörs av internationella investeringar är det i synnerhet viktigt att begrunda beroendestrukturen mellan internationella investeringar och valutakurser. Detta på grund av den valutarisk som investeraren exponerar sig mot utöver de internationella tillgångarnas inneboende risk. LÄS MER