Essays about: "diskonteringskurva"

Found 1 essay containing the word diskonteringskurva.

  1. 1. Implications of Multiple Curve Construction in the Swedish Swap Market

    University essay from KTH/Entreprenörskap och Innovation

    Author : Erik Lidholm; Benjamin Nudel; [2014]
    Keywords : collateral; cross currency; discount curve; forward curve; forward starting; off-market; swap; Stibor; collateral; cross currency; diskonteringskurva; forwardkurva; forward starting; off-market; swap; Stibor;

    Abstract : The global financial crisis of 2007 caused abrupt changes in the financial markets. Interest rates that were known to follow each other diverged. Furthermore, both regulation and an increased awareness of counterparty credit risks have fuelled a growth of collateralised contracts. READ MORE