Sökning: "risk free interest rate"

Visar resultat 1 - 5 av 34 uppsatser innehållade orden risk free interest rate.

1. 1. The use of derivatives in corporate risk management - A value adding strategy?

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

   Författare :Agnes Strignert; [2024]
   Nyckelord :Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

   Sammanfattning : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. LÄS MER

3. 2. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
   Nyckelord :Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

   Sammanfattning : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. LÄS MER

4. 3. Solar Photovoltaic Thermal Collectors and Ground Source Heat Pumps for Commercial Buildings : Case study in Sweden

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :Doris Dijak; Elin Torstensson; [2023]
   Nyckelord :Ground Source Heat Pump; Photovoltaic Thermal Collectors; Borehole Thermal Energy Storage; Free Cooling.; Bergvärmepumpssystem; Termiska Solceller; Borrhålsbaserade Termiska Energilager; Frikyla.;

   Sammanfattning : In order to reduce emissions from the building sector, which stands for than a fifth of the global energy consumption today, efficient and fossil free heating and cooling systems are of importance. This study investigates the combination of solar photovoltaic thermal collectors and ground source heat pump systems in order to regenerate energy to the ground in combination with free cooling. LÄS MER

5. 4. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Max Thorendal; [2023]
   Nyckelord :;

   Sammanfattning : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. LÄS MER

7. 5. Makroekonomiska och marknadsspecifika variablers effekt på direktavkastningskravet : –En kvantitativ studie om de drivande faktorerna bakom direktavkastningskravet för kontorsmarknaden i Stockholm CBD

   Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Alice Gardby; Bella Franzén; [2023]
   Nyckelord :Capitalization rate; macroeconomics; risk-free rate; vacancy rate; rental growth; GDP growth; real estate market; regression; Direktavkastningskrav; makroekonomi; riskfri ränta; vakansgrad; hyrestillväxt; BNP-tillväxt; fastighetsmarknad; regression;

   Sammanfattning : Direktavkastningskravet är ett avgörande mått inom fastighetsbranschen för att bedöma lönsamheten hos en fastighetsinvestering. Genom att tillämpa direktavkastningskravet kan investerare jämföra och utvärdera lönsamheten hos olika fastigheter och tillgångsslag. LÄS MER