Essays about: "Hybrid Financial Instruments"

Showing result 1 - 5 of 13 essays containing the words Hybrid Financial Instruments.

1. 1. Hybrid Instruments and the Role played by Credit Rating Agencies and IAS 32

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

   Author : Federico Renzi; Christoffer Abrahamsson; [2023]
   Keywords : Hybrid Instruments; IAS 32; Credit Rating; Equity; Debt;

   Abstract : Financial instruments with characteristics of equity (FICEs) are complex securities that have features lying in between equity and liability, making their classification particularly challenging. This paper has therefore explored several under-researched areas related to the issuance of FICEs by publicly trading European companies. READ MORE

3. 2. Evaluation of portfolio optimization methods on decentralized assets and hybridized portfolios

   University essay from KTH/Matematik (Avd.)

   Author : Reza Salam Dalfi; Noel Mattar; [2022]
   Keywords : Traditional assets; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfolio; Optimization; Risk measurements; Traditionella tillgångar; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfölj optimering; Riskmått;

   Abstract : The market for decentralised financial instruments, more commonly known as cryptocurrencies, has gained momentum over the past recent years and the application areas are many. Modern portfolio theory has for years demonstrated its applicability to traditional assets, such as equities and other instruments, but to some extent omitted the application of mathematical portfolio theory with respect for cryptocurrencies. READ MORE

4. 3. Greening practices in Swedish municipal planning : A comprehensive analysis of Upplands Väsby’s Detailed Development Plans

   University essay from KTH/Urbana och regionala studier

   Author : Mariana Laterrade; [2022]
   Keywords : Planning; Ecosystem services; Green infrastructure; Nature-based solutions Green and blue elements and structures; Stockholm County; Detailed Development Plans; Upplands Väsby; Planering; Ekosystemtjänster; Grön infrastruktur; Naturbaserade lösningar Gröna och blå element och strukturer; Stockholms län; Detaljplaner; Upplands Väsby;

   Abstract : Increasing urbanization is pressing and degrading our ecosystems and compromising future generations. This scenario is expected to worsen unless significant action is scaled up. At the same time, the urban areas have the opportunity to be part of the solution, leading to a more resilient and sustainable future. READ MORE

5. 4. Estimating a hybrid New Keynesian Phillips curve for Sweden : An instrumental variables approach

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Alexander Czarnota; [2020]
   Keywords : ;

   Abstract : Previous estimates suggest that there has been a flattening of the Swedish Phillips curve after the global financial crisis of 2008. This apparent flattening is a global phenomenon that has led many economists to search for an explanation. READ MORE

6. 5. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Accounting for Extension Risk

   University essay from KTH/Matematisk statistik

   Author : Karl Larsson; [2020]
   Keywords : Extension Risk; AT1; CoCo; Contingent Convertible; Bonds; Valuation; Financial Mathematics; Hybrid Capital; Förlängningsrisk; AT1; CoCo; Contingent Convertible; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

   Abstract : The investment and financing instrument AT1, or Contingent Convertible bond, has become popular in the post-crisis capital markets, prompting interest and research in the academic world. The instrument's debt definition but equity boosting properties makes it rather extraordinary, and its stochastic features makes multiple mathematical valuation methodologies relevant, especially with regard to the risk of extending the call date of the instrument. READ MORE