Essays about: "2010 DERIVATIVES"

Showing result 1 - 5 of 17 essays containing the words 2010 DERIVATIVES.

1. 1. Backtesting of simulated method for Counterparty Credit Risk

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Love Lundström; Oscar Öhman; [2020]
   Keywords : Counterparty Credit Risk; Risk Factor; Monte Carlo Simulation; Quantitative Backtesting; Statistical Backtesting; OTC Derivative;

   Abstract : After the financial crisis of 2008 regulators found that the derivative market, where financial institutions traded OTC derivatives with each other, played a significantrole in triggering the crisis. This led to the emergence of Counterparty Credit Risk(CCR) which is used to measure the exposure banks have to their counterparties. READ MORE

3. 2. Commodity Risk Management in The Airline Industry : A study from Europe

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Jonathan Havik; Emil Stendahl; Andreas Soteriou; [2016]
   Keywords : Airlines; Europe; Systematic risk; Hedging; Oil prices; Oil price volatility; Jet fuel hedging;

   Abstract : The airline industry is a major user of jet fuel and this constitutes a large component of the operating costs and is a risk coefficient for airlines. Several studies have been conducted on how oil price volatility affect stock prices and cash flows as well as how, in general, firms that uses derivatives experience lower stock returns volatility and stock s . READ MORE

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

   University essay from Lunds universitet/Företagsekonomiska institutionen

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

   Abstract : 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. READ MORE

5. 4. The Value of Foreign Currency Hedging: A study on the German market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Thomas Bielmeier; Christian Hansson Nansing; [2013]
   Keywords : Firm value; Hedging; Currency derivatives; Volatility; Business and Economics;

   Abstract : This study examines the use of derivatives by 137 public firms in Germany in 2006-2010. To our knowledge our study is the first examination of the relation between hedging and market value on the German market. We find in univariate tests that the use of derivatives by non-financial firms does not add value. READ MORE

6. 5. Credit derivatives in Swedish banks : Both sides of the coin

   University essay from Institutionen för ekonomisk och industriell utveckling; Filosofiska fakulteten

   Author : Karin Boman; Émile Sohier; [2011]
   Keywords : Credit derivatives; credit default swap; collateralized debt obligation; Swedish banks; risk management; hedging; central clearing; OTC;

   Abstract : Background: The financial crisis of 2007-2010 had a massive impact on the financial markets worldwide. The crisis was partly blamed on the credit derivatives collateralized debt obligations and credit default swaps. These instruments were used to create leverage and speculation, which led to uncertainty in the financial system worldwide. READ MORE