Essays about: "Foreign debt portfolio"

Found 3 essays containing the words Foreign debt portfolio.

1. 1. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model

   University essay from KTH/Matematisk statistik

   Author : Felix Greberg; [2020]
   Keywords : Public Debt Management; Financial Mathematics; Portfolio Optimization; Ornstein–Uhlenbeck; Vector Autoregression; Term Structure Evolution; Nelson-Siegel; R; Monte Carlo simulation; Skuldförvaltning; Finansiell matematik; Portföljoptimering; Ornstein–Uhlenbeck; Vector autoregression; Ränteutvecklingsmodeller; Nelson-Siegel; R; Monte Carlo-simulering;

   Abstract : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. READ MORE

3. 2. Efficiency of Foreign Debt Portfolio Management in Emerging Economies

   University essay from Högskolan i Jönköping/IHH, Economics, Finance and Statistics

   Author : Sapto Adinugrahan; Mochamad Ridwan; [2015]
   Keywords : Public debt management; Foreign debt portfolio; Exchange rate exposure; Emerging economies; Currency composition;

   Abstract : Fluctuation of exchange rate has affected the increasing burden of foreign debt payment in emerging economies. This issue has negatively influenced the economic growth. It has been a severe obstacle considering that governments have to issue public debt denominated in foreign currency to finance the budget deficit. READ MORE

4. 3. Exchange Rate Exposure & The Stock Market: A Swedish Study 2001- 2005

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Lilian Nilsson; Lovisa Forslöf; [2007]
   Keywords : Exchange Rate Exposure; Sweden; Time Series Regression;

   Abstract : This thesis aims to test the co-variation between stock performance and exchange rate fluctuations in Sweden, by running times series regressions on 172, non-financial, firms quoted on the Stockholm Stock Exchange (OMX) from 2001 to 2005. From this sample, 13 portfolios are constructed aimed to test for a possible pattern between firm characteristics and exposure. READ MORE