Essays about: "Debt Contract"

Showing result 1 - 5 of 10 essays containing the words Debt Contract.

1. 1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

   University essay from Göteborgs universitet/Graduate School

   Author : Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
   Keywords : Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

   Abstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE

3. 2. The risk of sub-optimal allocation of government spending when implementing GDP-linked bonds

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Aline Ghatan; Anna Sandros Hansson; [2021]
   Keywords : GDP-linked Bonds; Moral Hazard; Sovereign Debt; Public Spending;

   Abstract : This paper examines the risk of suboptimal allocation of public resources in countries issuing GDP-linked bonds and how such risk can be mitigated. Throughout the analysis, a linear interest rate function for GDP-linked bonds is used. 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. Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Oscar Britse; Johan Jarnmo; [2018]
   Keywords : credit default swap; CDS; CDS basket; greenhouse gas; emission; iTraxx; CDX; portfolio optimization; ECOBAR; Markowitz;

   Abstract : Global bond market capitalization amounts to approximately $100 trillion, compared to $60 trillion in the equity markets. Despite debt financing being a large part of the global financial market, the measurements and greenhouse gas reduction investment strategies to date are not nearly as thorough as for equity financing. READ MORE

6. 5. Strategizing IFRS 16 – Leases and Real Estate : Exploring implementation and contractual strategies relating to new accounting regulation

   University essay from KTH/Fastigheter och byggande

   Author : Nicole Hjertstedt; [2018]
   Keywords : IFRS  16;   Operational  Leases;   Leased  space;   Real  Estate;   Strategy; Contract; Implementation; Accounting; Retail; IFRS  16;   Operationell  Leasing;   Leasad  lokalyta;   Fastigheter; Strategier; Kontrakt; Implementering; Redovisning;

   Abstract : Traditionally  Operational  Leases  have  been  exempted  from  being  recognized  on  the  balance  sheet  of  the  financial  statements.  With  the  new  leasing  regulation  presented  by  the  International  Accounting  Standards Board  (IASB);  International  Financial  Reporting  Standards  16  (IFRS  16),  with  effective  date  of  2019‐01‐01  operational leases are to be accounted for as finance leases, being capitalized into the balance sheet as a right of use asset and lease liabilities. READ MORE