Essays about: "Interbank-market"

Found 4 essays containing the word Interbank-market.

  1. 1. A Study of Stibor - Sweden’s Most Important Number and the Rates That Could Come to Replace It

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anton Nystedt; Cecilia Skoglund; [2019]
    Keywords : Stibor; Libor; ibor rate; reference rate; alternative reference rate; overnight rate; Business and Economics;

    Abstract : As a working group named AGAR is currently looking into replacements and complements to Stibor, the subject of reference rates will become increasingly relevant in the coming years. This paper therefore investigates Stibor as well as future options for a Swedish reference rate, consolidating information of and opinions on reference rates in Sweden, primarily through the review of previous literature in the field and expert interviews with representatives of organisations in AGAR. READ MORE

  3. 2. When there are not enough Baskets to put your Eggs in- A Study of a Sample Bank Bond Portfolio on the Swedish Interbank-market

    University essay from

    Author : Elias Alvebro; Johan Moberg; [2018-07-09]
    Keywords : Correlation; Financial Institutions; Interbank-market; Probabilities of Defaults;

    Abstract : This thesis explores the Swedish interbank-market, with empirical material from a sample bank, by conducting a qualitative interview as well as modelling probabilities of defaults in the sample bank bond portfolio. From the interview, we seek whether there is a rationale for investing in other financial institutions while also examining the effects of investing in your own industry with the modelled probabilities of defaults. READ MORE

  4. 3. Measuring Contagion Effects in the Swedish Banking Sector using Round by Round Simulation

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Tobias Killmann; [2013]
    Keywords : ;

    Abstract : Banks play a central role in the Swedish financial markets by covering over 50% of total assets and providing essential intermediary services. The financing opportunities over the interbank market are highly important for a well performing financial system and consequently for the whole economy. READ MORE

  5. 4. Market structure, interest rates and the risk of financial contagion: An examination of the Swedish overnight market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Johanna Eklund; [2009]
    Keywords : Interbank market; Market structure; Financial contagion; Systemic risk;

    Abstract : The current financial crisis has demonstrated the importance of well functioning interbank markets for the financial system. However, as interbank exposures are often uncollateralized and of large amounts these markets constitute a channel through which financial contagion can spread. READ MORE