Essays about: "ränteswappar"

Found 5 essays containing the word ränteswappar.

  1. 1. A Journey Through the World of Compression with IRS Contracts

    University essay from Umeå universitet/Institutionen för fysik

    Author : Karl Hjalmarsson; [2023]
    Keywords : Portfolio Compression; Interest Rate Swap; Newtork Simplex; Central Clearing Counterparty;

    Abstract : By participating in the market a party buys and sells different types of contracts resulting in the collection of contracts growing. With a large collection of contracts come the hurdles of an increasing operational cost, a harder-to-manage order book, and an increase in counterparty risk. READ MORE

  3. 2. 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

  4. 3. The negative intereste rate’s effect on the real estate market and its participents

    University essay from KTH/Fastigheter och byggande

    Author : Safir Ismail; Axel Kristola Truc; [2016]
    Keywords : Negative interest rate; real estate valuation; interest rate’s swaps; behaviour economics; Negativ ränta; fastighetsvädering; ränteswappar; beteendeekonomi;

    Abstract : When the Riksbank took the historic decision to cut the repo rate below zero, forecast at the same time was that it would be back on positive ground by the end of 2016. Now that the repo rate is adjusted down further Riksbank predicts that interest rates will remain negative until at least the turn of the year 2017-2018. READ MORE

  5. 4. Hedging Interest Rate Swaps

    University essay from KTH/Matematisk statistik

    Author : Lovisa Jangenstål; [2015]
    Keywords : ;

    Abstract : This thesis investigates hedging strategies for a book of interest rate swaps of the currencies EUR and SEK. The aim is to minimize the variance of the portfolio and keep the transaction costs down. The analysis is performed using historical simulation for two different cases. READ MORE

  6. 5. Asset Allocation under Solvency II : The impact of Solvency II on the asset allocation of Swedish life insurance companies

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Carl-Emil Charpentier; Erik Allenius Somnell; [2012]
    Keywords : Solvency II; SCR; Life insurance; Asset allocation; Portfolio theory; Regulations; Solvens II; SCR; Livbolag; Tillgångsallokering; Portföljteori; Regleringar;

    Abstract : This thesis investigates the impact of Solvency II on the asset side of Swedish mutual life insurers. With the help of a quantitative analysis and a qualitative examination of our results we find that there will be a significant change in demand for certain products. READ MORE