Essays about: "Interbank market"

Showing result 1 - 5 of 13 essays containing the words Interbank market.

  1. 1. A Study of Stibor - Sweden’s Most Important Number and the Rates That Could Come to Replace It

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anton Nystedt; Cecilia Skoglund; [2019]
    Keywords : Stibor; Libor; ibor rate; reference rate; alternative reference rate; overnight rate; Business and Economics;

    Abstract : As a working group named AGAR is currently looking into replacements and complements to Stibor, the subject of reference rates will become increasingly relevant in the coming years. This paper therefore investigates Stibor as well as future options for a Swedish reference rate, consolidating information of and opinions on reference rates in Sweden, primarily through the review of previous literature in the field and expert interviews with representatives of organisations in AGAR. READ MORE

  3. 2. When there are not enough Baskets to put your Eggs in- A Study of a Sample Bank Bond Portfolio on the Swedish Interbank-market

    University essay from

    Author : Elias Alvebro; Johan Moberg; [2018-07-09]
    Keywords : Correlation; Financial Institutions; Interbank-market; Probabilities of Defaults;

    Abstract : This thesis explores the Swedish interbank-market, with empirical material from a sample bank, by conducting a qualitative interview as well as modelling probabilities of defaults in the sample bank bond portfolio. From the interview, we seek whether there is a rationale for investing in other financial institutions while also examining the effects of investing in your own industry with the modelled probabilities of defaults. READ MORE

  4. 3. The Implications of Financial Network Architecture on the Stability of a Banking System

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Michal Tulwin; [2017]
    Keywords : Banking Crisis; Financial Market; Insolvency; Network Formation;

    Abstract : The structure of interbank connections affects financial system's resilience to shocks. This thesis determines the implications of network's architecture on stability of a banking system. READ MORE

  5. 4. Swedish banks' perception of Riksbank's Unconventional Monetary Policies

    University essay from Umeå universitet/Företagsekonomi

    Author : Stefan Malalatunge; Avril Oketch; [2015]
    Keywords : Swedish commercial bank; Riksbank; perception; UMP; FG; QE; repo rate; uncertainty; government bond yields; borrowing; lending; interest rate;

    Abstract : This study is among the first to provide insight into the assessment of the Swedish central bank’s (Riksbank) three unconventional monetary policies (UMPs) and their influence on Swedish commercial banks. The three UMPs include forward guidance (FG), quantitative easing (QE) and negative interest rate policy (repo rate). READ MORE

  6. 5. Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU

    University essay from KTH/Matematik (Inst.)

    Author : Richard Ruthberg; Steven Zhao; [2014]
    Keywords : Interest Rate Parity IRP ; Covered Interest Parity CIP ; Uncovered Interest Parity UIP ; Forward Rate Unbiasedness Hypothesis FRUH ; Monetary Integration; Sweden; EMU; STIBOR; EURIBOR; Cointegration; Johansen Test; Dynamic OLS; ränteparitet; ränteparitetsvillkoret; kurssäkrad ränteparitet; icke-kurssäkrad ränteparitet; effektiva marknadshypotesen; valutaterminer; monetär integration; Sverige; EMU; STIBOR; EURIBOR; kointegration; Johansen test; dynamisk OLS;

    Abstract : This thesis provides a thorough analysis of the covered- and uncovered interest parity conditions (CIP, UIP) as well as the forward rate unbiasedness hypothesis (FRUH) for Sweden and the European Economic and Monetary Union (EMU). By studying data on interbank rates in Sweden (STIBOR) and the EMU (EURIBOR) as well as the corresponding spot- and forward exchange rates, monetary integration and country-specific risks are determined and analyzed with direct applications to the potential entry of Sweden into the EMU. READ MORE