Sökning: "interest rate risk"

Visar resultat 1 - 5 av 273 uppsatser innehållade orden interest rate risk.

  1. 1. The Predictive Relationship between Swedish House Prices and Consumer Price Inflation

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Karl Bohlin; Martin Kellgren; [2021-08-17]
    Nyckelord :Consumer price; Inflation; House price; Credit channel; Wealth effect; Vector error; correction model; VEC; cointegration; predictive relationship;

    Sammanfattning : Sweden has in the past three decades experienced low rates of inflation, rising house prices and a declining policy rate. This implicates that the households can increase debt due to expanding collateral, and thereby increase the sensitivity to higher interest rates. LÄS MER

  2. 2. Life Below Zero: Zombie Firms and Low Interest Rates

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :George Berling; [2021]
    Nyckelord :zombie firms; real economy and financial stability; low interest rate; Business and Economics;

    Sammanfattning : This paper employs a zombie classification following (Storz et al., 2017) to examine the phenomenon of zombie firms and low interest rates in Denmark using a comprehensive harmonized firm-level micro dataset from ORBIS covering the period 2002-2019. LÄS MER

  3. 3. Swap Book Hedging using Stochastic Optimisation with Realistic Risk Factors

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Rickard Nordin; Emil Mårtensson; [2021]
    Nyckelord :Term structure measurement; optimization; hedging; swap portfolio; interest rate swaps; stochastic programming; FRA; IRS; dimension reduction; component analysis; component decomposition; signal separation;

    Sammanfattning : Market makers such as large banks are exposed to market risk in fixed income by acting as a counterparty for customers that enter swap contracts. This master thesis addresses the problem of creating a cost-effective hedge for a realistic swap book of a market maker in a multiple yield curve setting. LÄS MER

  4. 4. Är kommunernas avkastning från dess bostadsaktiebolag marknadsmässig? - En kartläggning och jämförelse över perioden 2011–2018

    Master-uppsats, Lunds universitet/Fastighetsvetenskap

    Författare :Sofia Petersson Keil; Sofia Rågmark; [2021]
    Nyckelord :Allmännyttan; värdeöverföring; avkastning; kommunala bostadsaktiebolag; Business and Economics; Technology and Engineering;

    Sammanfattning : Real estate companies owned by Swedish municipalities, together with certain foundations, constitute what we call Allmännyttan. Allmännyttan is one of our municipalities’ most important tools for promoting public housing and is regulated by the law, abbreviated Allbolagen (SFS 2010:879). LÄS MER

  5. 5. The risk of sub-optimal allocation of government spending when implementing GDP-linked bonds

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Aline Ghatan; Anna Sandros Hansson; [2021]
    Nyckelord :GDP-linked Bonds; Moral Hazard; Sovereign Debt; Public Spending;

    Sammanfattning : This paper examines the risk of suboptimal allocation of public resources in countries issuing GDP-linked bonds and how such risk can be mitigated. Throughout the analysis, a linear interest rate function for GDP-linked bonds is used. LÄS MER