Essays about: "Collateralized debt obligations CDO"

Found 3 essays containing the words Collateralized debt obligations CDO.

1. 1. Peer-to-Peer Lending from a CDO Perspective

   University essay from Göteborgs universitet/Graduate School

   Author : Axel Helgason; [2018-07-04]
   Keywords : Credit risk management; Credit risk modeling; Collateralized debt obligations CDO ; Peer-to-peer lending;

   Abstract : In this thesis, we will attempt to model a peer-to-peer lending intermediary according to a CDO. A CDO is a credit risk protection product that distributes credit risk among investors. The business of a peer-to-peer lending intermediary is to connect individuals who want to borrow money with individuals who want to lend. READ MORE

3. 2. Valuation of Interest Rate Swaps in the presence of Counterparty Credit Risk

   University essay from Göteborgs universitet/Graduate School

   Author : Robin Axelsson; [2014-11-26]
   Keywords : Interest Rate Swaps; Counterparty Credit Risk;

   Abstract : Insuring debt through credit default swaps (CDS) and collateralized debt obligations (CDO) has become increasingly more popular. Recent events such as the financial crisis of 2008 have shown that the credit models for these insurances have lacked severely in certain aspects. READ MORE

4. 3. 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