Essays about: "Credit rate determinants"

Showing result 1 - 5 of 16 essays containing the words Credit rate determinants.

  1. 1. A study of the determinant factors of the Swedish interest rate swap spread

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Christina Hu; [2019]
    Keywords : Interest rate swap contracts; SEK swap spread; slope of the yield curve; credit spread; treasury supply;

    Abstract : This study aims to find the driving determinant factors of the Swedish swap spread by identifying the potential determinants based on previous theoretical and empirical studies. The determinant factors studied in this paper are the slope of the yield curve, volatility, the credit spread, the treasury supply, the business cycle, and the Euro spread. READ MORE

  2. 2. What determines leverage in leveraged buyouts? : A study of debt levels in European LBOs

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Evelina Gille; Josefine Karlsson; [2019]
    Keywords : Leveraged buyout; LBO; leverage; capital structure; private equity;

    Abstract : This paper examines the main drivers of leverage levels in private equity-sponsored leveraged buyouts (LBOs). In order to find out what drives LBO leverage, we analyse deal financing of 71 European LBO deals completed between 2005 and 2015. READ MORE

  3. 3. P2P LENDING MARKET: DETERMINANTS OF INTEREST RATE AND DEFAULT RISK

    University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

    Author : Guanting Liu; [2019]
    Keywords : peer-to-peer lending market; information asymmetry; adverse selection;

    Abstract : The peer to peer (p2p) lending industry has grown fast in recent years. This study put an eye on the credit evaluation system of one of the p2p platform named lending club. The author used the empirical method and discussed the determinants of the interest rate and the default risk in the p2p lending market. READ MORE

  4. 4. Government yield spread determinants in the eurozone and the effect of the European debt crisis

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Arian Kalantari; [2019]
    Keywords : Government bonds; yield spread; eurozone; European debt crisis; risk; Statsobligationer; räntor; spread; euroområdet; risk; skuldkrisen;

    Abstract : The inception of the economic and monetary union (EMU) in January 1999 created new conditions for government debt. By eliminating currency exchange rate risk between the member states, the hope was to achieve a more sustainable and integrated government debt market in the euro area. READ MORE

  5. 5. Determinants of House Prices in Sweden

    University essay from Göteborgs universitet/Graduate School

    Author : Radan Papousek; Martin Södling; [2018-07-04]
    Keywords : Spatial Durbin Model; spatial autocorrelation; Sweden; house prices; spillover; municipalities;

    Abstract : The thesis analyses the main determinants of the Swedish house prices. We use panel data of 290 Swedish municipalities across 2003 - 2016 to estimate Spatial Durbin Model, which allows us to capture spatial dependencies in the data, thus obtaining unbiased estimates of the main drivers. READ MORE