Essays about: "kreditderivat"

Found 2 essays containing the word kreditderivat.

  1. 1. Credit derivatives in Swedish banks : Both sides of the coin

    University essay from Institutionen för ekonomisk och industriell utveckling; Filosofiska fakulteten

    Author : Karin Boman; Émile Sohier; [2011]
    Keywords : Credit derivatives; credit default swap; collateralized debt obligation; Swedish banks; risk management; hedging; central clearing; OTC;

    Abstract : Background: The financial crisis of 2007-2010 had a massive impact on the financial markets worldwide. The crisis was partly blamed on the credit derivatives collateralized debt obligations and credit default swaps. These instruments were used to create leverage and speculation, which led to uncertainty in the financial system worldwide. READ MORE

  3. 2. Alternative Determinants of Credit Premia: Altman's Z and the Empirical Components Approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Charles Thorburn; [2006]
    Keywords : credit derivatives; credit default swap; default risk; CDS; kreditderivat; altman; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : This paper conducts an empirical study of the determinants of credit default swap (CDS) prices. By using a new set of CDS quotes and explanatory variables for thirty major corporations, a set of linear panel data regressions are performed. READ MORE