Sökning: "mortgage bond"
Visar resultat 1 - 5 av 9 uppsatser innehållade orden mortgage bond.
1. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. LÄS MER
2. Modelling Swedish bond market activity : A liquidity proxy using potential and executed trades
Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)Sammanfattning : Bond markets are crucial for the stability and efficiency of the national financial system. Low liquidity prevents market developments and makes investors reluctant to trade actively. It is therefore crucial to maintain liquidity in bond markets. LÄS MER
3. My word is my bond. Risk assessment of the Swedish mortgage portfolio
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : In this thesis, we investigate risks in the Swedish mortgage portfolio, namely Swedish covered bonds, in a housing market decline. We develop a stress-model which estimates mortgages that needs to be withdrawn from the cover pool to honor the covered bond contract. LÄS MER
4. Did the Covered Bond Issuance Act decrease the required yield of bonds issued to finance mortgage lending?
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper examines the impact of the Covered Bond Issuance Act in Sweden. We argue that covered bonds exhibit a lower required yield than conventional mortgage bonds, which can reduce the financing cost of mortgage lending for banks. LÄS MER
5. The emergence of an accounting practice –An analysis of how the changes in interpretation and application of IAS 19 paragraph 83 resulted in a new accounting practice in Sweden
Master-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : Background and discussion: IAS 19 paragraph 83 addresses the estimation of the discount rate used for determination of the present value of defined benefit pension plans. Until 2010, the paragraph was consistently applied within Sweden, when all companies agreed that the yield on government bonds should be used as a reference for the discount rate. LÄS MER