Essays about: "Funding Curve."

Showing result 6 - 8 of 8 essays containing the words Funding Curve..

1. 6. Determinants of Swedish Covered Bond Spreads

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Fredriksen; Walter Minehuber; [2012]
   Keywords : Covered bonds; bond spreads;

   Abstract : We analyze covered bonds issued by all major financial Swedish institutions. Based on theoretical considerations we deduce a linear regression model of bond spreads where the benchmark is the government curve, and the swap curve. READ MORE

3. 7. The Impact of Liquidity Risk in Option Pricing Theory with a Supply Curve

   University essay from Handelshögskolan vid Umeå universitet

   Author : Martin Harr; [2010]
   Keywords : Liquidity risk;

   Abstract : Fisher Black and Myron Scholes (Black and Scholes, 1973) presented in 1973 a valuation model for options that was intuitive and user friendly. This revolutionized the option market and made pricing an option easy.   To get a sound understanding of liquidity risk we have to specify and describe liquidity (Matz and Neu, 2007, p.5). READ MORE

4. 8. Bank Rates and the Yield Curve : A Study on the Relationship Between Banks' Deposit and Lending Rates to Treasury Yield Rates

   University essay from IHH, Nationalekonomi

   Author : Tomas Dalteg; [2005]
   Keywords : Yield curve; bank rates; bank financing; funding spread; credit risk;

   Abstract : The purpose of this thesis is to investigate how well Swedish banks’ follow the interest rate development of Swedish Treasury Bills and Swedish Government Bonds when they are determining the levels for their deposit and lending rates. Individuals’ deposits in a bank serves as one of the banks main assets in the balance sheet, and the spread between the bank’s deposit rate and the short-term market rate is a large source of funding for the bank. READ MORE