Essays about: "interest rate bank"

Showing result 11 - 15 of 134 essays containing the words interest rate bank.

  1. 11. Knock on wood - The relationship between macro variables and forest land return in Sweden 1996-2020

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Julius Abelson; Per Liljered; [2022-02-15]
    Keywords : Forest Yield; Panel-data; Random Effects; Macro Viarables;

    Abstract : This thesis examines if three commonly used regions in Sweden differ in yearly forest yield over the period 1996-2020. An expression defining yearly forest yield is constructed and evaluated, together with macro economy determinants in a panel data model, using Random effects. READ MORE

  3. 12. Modeling Interest Rate Risk in the Banking Book

    University essay from KTH/Matematik (Avd.)

    Author : Måns Ulmgren; [2022]
    Keywords : applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

    Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE

  4. 13. Forward Guidance Through  Newspaper Articles : Explaining Movement in Bond Yields Through Text Analysis

    University essay from Umeå universitet/Nationalekonomi

    Author : Severin Suess; [2022]
    Keywords : ;

    Abstract : Forward guidance policies are necessarily difficult to asses through their nature as verbal publishing. This thesis aims at estimating a forward guidance indicator through measuring public perception of the central bank’s interest rate policy. READ MORE

  5. 14. A Mixed-Method Case Study of Swedish Loan Officers' Mortgage Credit Decisions

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Leonard Ekberg; [2022]
    Keywords : Loan Officers; Judgment; Mortgage Credit Decisions; Inconsistency;

    Abstract : This thesis purpose was to examine to what extent and why loan officers’ judgment influence mortgage credit decisions. A mixed method was used to collect primary data from loan officers’ at a Swedish commercial bank. READ MORE

  6. 15. Improving term structure measurements by incorporating steps in a multiple yield curve framework

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Villwock; Clara Rydholm; [2022]
    Keywords : Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

    Abstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE