Essays about: "CDOs"

Found 5 essays containing the word CDOs.

  1. 1. Default Correlations within Credit Valuation

    University essay from Lunds universitet/Matematisk statistik

    Author : Sofie Svensson; [2016]
    Keywords : Mathematics and Statistics;

    Abstract : This paper focuses on pricing of basket Credit Default Swaps. The credit market instruments such as CDSs and CDOs are introduced. The concepts of trading these derivatives in basket CDSs divided into tranches is also of big importance. Dierent pricing models are presented and compared. READ MORE

  3. 2. Cross-Sector Collaboration - A Study on Collaborations in Financial Inclusion and Mobile Financial Services

    University essay from Handelshögskolan i Stockholm/Institutionen för företagande och ledning

    Author : Didrik Falkenberg; Michael Ziegler; [2016]
    Keywords : cross-sector collaboration; financial inclusion; mobile financial services;

    Abstract : Background: Across the globe, approximately two billion people do not have access to essential financial systems such as a bank account; at the same time, cell phones are becoming widely available, even amongst the poor. This opens up for a chance to connect the underprivileged to financial instruments, as mobile financial services can be offered at significantly lower costs compared to traditional banking options. READ MORE

  4. 3. The credit derivative market meltdown and what lesson we can learn : A case study of Abacus 2007-AC1

    University essay from KTH/Fastigheter och byggande

    Author : Qin Gao; [2011]
    Keywords : CDOs; financial crisis; market failure; adverse selection; agency theory;

    Abstract : Credit derivative has become an important financial instrument in global financial market, it plays significant role in transferring credit risk. During the latest financial crisis, collapse of credit derivative market was a main reason led to this worldwide turmoil. READ MORE

  5. 4. Collateralized Debt Obligations - A Study on the informal Transaction Transparency

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Karl-Erik Dexner; John Zerihoun; [2009-03-12T13:06:51Z]
    Keywords : Collateralized Debt Obligations; subprime crisis; investment prospectus; information exchange; securitization;

    Abstract : Background & Problem discussion: The relative low interest rate in the first part of the new millennium spurred on demand for mortgage financing and by extension also fueled the housing market, primarily in the United States. Subprime loans were incorporated into and repackaged into various ABS. READ MORE

  6. 5. Unfolding the Subprime Crisis: A study on the origin of a global crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Staffan Unge; Anna Gustavson; [2008]
    Keywords : Subprime crisis; U.S. mortgage market; CDO; securitization; bond valuation;

    Abstract : This study examines the subprime crisis, and more specifically, possible causes behind the misjudgements in the evaluation of downgraded structured-finance products collateralizing subprime mortgages. These subprime CDOs were created in order to meet the demand for high-yield products and customized to fit a broad investor base. READ MORE