Essays about: "Market maturity"

Showing result 31 - 35 of 174 essays containing the words Market maturity.

  1. 31. Modelling of Non-Maturity Deposits

    University essay from Umeå universitet/Institutionen för fysik

    Author : Filip Lundgren; [2022]
    Keywords : Core Deposits; Deposit Rate; IRRBB; Monte Carlo; Threshold Regression; Simulation;

    Abstract : Ever since the financial crisis in 2008 non-maturity deposits (NMDs) have had a floored deposit rate at zero. Now due to external factors some speculate that the market rate will increase. Regulations say that NMDs core deposits, which are used for further investments, must remove their rate sensitive part. READ MORE

  2. 32. Swaptions from a Clearinghouse perspective : Hedging swaptions, an option on interest rate swaps, using compression

    University essay from Umeå universitet/Institutionen för fysik

    Author : Joel Forsberg; [2022]
    Keywords : Swaptions; Clearinghouse; Compression; Interest rate swap;

    Abstract : With the increasing popularity of interest rate swaps the need to understandswaptions, an option of an interest rate swap, is of great importance. A swap-tion can be used in both speculative purposes and to hedge against changesin interest rates. The most important thing to understand is the pricing for-mula. READ MORE

  3. 33. Competing on sustainability - A study on stakeholder interaction, becoming truly sustainable and obtaining a sustained competitive advantage in an industry characterized by low sustainability maturity

    University essay from Lunds universitet/Produktionsekonomi

    Author : Kristina Källner; Anna Lundberg; [2022]
    Keywords : Sustainability; cold chain; pharmaceutical industry; stakeholder theory; sustainable business models; VRIO analysis; truly sustainable; competitive advantage; Technology and Engineering;

    Abstract : Although more and more companies are facing increasing pressure to take responsibility for their actions impacting sustainability, the pharmaceutical industry and in extension the cold chain solutions industry, have previously been exempted from scrutiny. Research on sustainability in the industry is lagging, why this master thesis aims to explore how sustainability can be incorporated into the business model while avoiding creating a disconnect between corporate strategy and actual sustainability impact. READ MORE

  4. 34. The impact of extreme weather events on implied volatility functions of agricultural options

    University essay from Umeå universitet/Företagsekonomi

    Author : Henry Korba; Samkele Leve; [2022]
    Keywords : ;

    Abstract : The main aim of this thesis is to investigate the impact of extreme weather events on implied volatility functions of agricultural commodity options at different levels of moneyness. The thesis used daily data of the implied volatilties of four major US agricultural commodities at three moneyness levels for the period starting 2017 to 2022. READ MORE

  5. 35. Data sharing in the transformation to electromobility : Challenges and opportunities for the transportation industry

    University essay from KTH/Maskinkonstruktion (Inst.)

    Author : Diana Flach; Petra Österberg; [2022]
    Keywords : Data sharing; electromobility; EMOB; charging stations; electric heavy trucks; electric vehicles; charging infrastructure; Datadelning; elektromobilitet; EMOB; laddstationer; elektriska tunga lastbilar; elektriska fordon; laddinfrastruktur;

    Abstract : The transport industry is facing major changes in the transition from traditional diesel-powered vehicles to electrified vehicles. The transition to electric vehicles in the transport industry is necessary to reach the environmental goals of the Paris Agreement. READ MORE