Essays about: "interest rate margin"
Showing result 1 - 5 of 14 essays containing the words interest rate margin.
-
1. Commercial Bank Profitability in a Negative Interest Rate Environment : A study on the relationship between negative interest rates and commercial bank profitability in Denmark
University essay from Jönköping University/IHH, FöretagsekonomiAbstract : Background: Denmark, along with other European countries, has decided to cut its policy interest rate into negative territory to meet macroeconomic objectives. This has historically been thought of as impossible and impacts commercial banks significantly. READ MORE
-
2. Automated Intro Detection ForTV Series
University essay from KTH/Medicinteknik och hälsosystemAbstract : Media consumption has shown a tremendous increase in recent years, and with this increase, new audience expectations are put on the features offered by media-streaming services. One of these expectations is the ability to skip redundant content, which most probably is not of interest to the user. READ MORE
-
3. The Sensitivity of Banks’ Stock Returns to Interest Rate Exposure : How Major Swedish Banks’ Stock Returns Are Affected by Changes in Interest Rates and in the Slope of the Yield Curve
University essay from Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : Purpose: The purpose of this study is to examine how changes in long and short interest rates as well as in the slope of the yield curve affect the stock returns of the four major Swedish banks; Svenska Handelsbanken, Nordea Bank, Swedbank, and Skandinaviska Enskilda Banken. Further, the aim of the research is to compare these findings to how the banks perceive that such changes affect their stock returns. READ MORE
-
4. Optimizing the net interest margin of a bank : An extension of the Black-Litterman model with financial regulations
University essay from KTH/Optimeringslära och systemteoriAbstract : A bank's business model is based on borrowing and lending, and by borrowing funds at a lower rate and lending these funds at a higher rate, the bank makes a profit. Thus, a key task in each bank's operations is to maximize its net interest margin. READ MORE
-
5. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure
University essay from Lunds universitet/Matematisk statistikAbstract : The notional amounts outstanding of over-the-counter (OTC) derivatives had grown exponentially for almost two decades and its rapid growth were mainly due the increase in OTC interest rate derivatives. As of december 2014, the total notional amounts outstanding in the global OTC market was 630 trillions USD and the OTC interest rate derivatives represents about 80% of the market. READ MORE