Essays about: "interbank"

Showing result 1 - 5 of 28 essays containing the word interbank.

  1. 1. Valuation of interest rate instruments under backward-looking forward rate framework

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Guanyu Yang; [2024]
    Keywords : IBOR; Backward-looking rates; Valuation of interest rate derivatives;

    Abstract : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. READ MORE

  3. 2. The Internet of Banking: how blockchain can revolutionize the banking system. An exploratory case study in the Italian banking industry: the Spunta Banca DLT project.

    University essay from Göteborgs universitet/Graduate School

    Author : Augusto Sposito; [2022-08-19]
    Keywords : blockchain; distributed ledger technology; digital platform; platform ecosystem; banking;

    Abstract : The driver of this study is the growing interest in blockchain technology and its use to develop inter-organisational structures considered capable of ensuring important benefits such as system transparency, operational simplification, efficiency improvement, counterparty risk reduction and so on. Even though there is great enthusiasm for this topic, there are few projects that have been able to reach an operational phase by going beyond the experimental stage since the failure rate is very high. READ MORE

  4. 3. Factor Models For The Term Structure Of STIBOR Rates

    University essay from Lunds universitet/Matematisk statistik

    Author : Jonatan Persson; [2021]
    Keywords : Interest rates; Time series; State space models; Mathematics and Statistics;

    Abstract : The yield curve of a collection of debt contracts describes the yield of the debt contract as a function of the length-to-maturity of the contract. It turns out that these yield curves provide useful insight about the economy as a whole and can, for example, be used to predict short-term economic downturns. READ MORE

  5. 4. Investigating the existence of a bank lending channel in Sweden

    University essay from Umeå universitet/Nationalekonomi

    Author : Mervan Bedikanli; [2021]
    Keywords : ;

    Abstract : This paper uses quarterly Swedish bank-level data from 1999 to 2019 in an attempt to study the existence of a bank lending channel in Sweden. The bank lending channel is concerned with the role of credit in an economy, where it is argued that monetary policy can affect the real economy through a credit channel, in which banks shift their supply of loans to the public. READ MORE

  6. 5. Monetary Policy Implications Through a VEC Model

    University essay from Umeå universitet/Nationalekonomi

    Author : Ludwig Schmidt; [2020]
    Keywords : ;

    Abstract : This paper examines the effects of adjustments in the key policy rate, included as the interbank rate, on the Swedish household sector debt from the second quarter of 2000 to the third quarter of 2019. The effect is examined through a Vector Error-Correction (VEC) model to determine if it provides results that are aligned with the given theory. READ MORE