Essays about: "räntor"

Showing result 1 - 5 of 32 essays containing the word räntor.

  1. 1. Modeling of non-maturing deposits

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Fredrik Stavrén; Nikita Domin; [2019]
    Keywords : Financial mathematics; time series analysis; replicating portfolio; risk management; risk analysis; econometric anaylsis; non-maturing deposits; SARIMA; Random forest regression; EBA; BCBS; Finansiell matematik; tidsserieanalys; replikeringsportfölj; riskhantering; riskanalys; Ekonometrisk analys; Icke-tidsbunden inlåning; ARIMA; SARIMA; SARIMAX; Random Forest Regression; EBA; BCBS;

    Abstract : The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. READ MORE

  2. 2. Government yield spread determinants in the eurozone and the effect of the European debt crisis

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Arian Kalantari; [2019]
    Keywords : Government bonds; yield spread; eurozone; European debt crisis; risk; Statsobligationer; räntor; spread; euroområdet; risk; skuldkrisen;

    Abstract : The inception of the economic and monetary union (EMU) in January 1999 created new conditions for government debt. By eliminating currency exchange rate risk between the member states, the hope was to achieve a more sustainable and integrated government debt market in the euro area. READ MORE

  3. 3. Forecasting High Yield Corporate Bond Industry Excess Return

    University essay from KTH/Matematisk statistik

    Author : Carlos Junior Lopez Vydrin; [2018]
    Keywords : ;

    Abstract : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. READ MORE

  4. 4. The Effects of Government Policies on Real Estate Sector

    University essay from KTH/Fastigheter och byggande

    Author : Tuuli Kouki; [2018]
    Keywords : Real estate; real estate market; government policies; fiscal policy; monetary policy; causality; cointegration; Granger causality; Fastighet; fastighetsmarknaden; regeringenspolitik; finanspolitik; penningpolitik; kausalitet; samverkan; Granger kausalitet;

    Abstract : The study investigates the linkages between government policies and the real estate sector via a case study that was carried out on the Japanese market. The applicability of the results were then discussed in terms of whether similar trends could be seen in other economies facing similar demographic and economic issues as Japan. READ MORE

  5. 5. Forecasting Non-Maturing Liabilities

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Adrian Ahmadi-Djam; Sean Belfrage Nordström; [2017]
    Keywords : ;

    Abstract : With ever increasing regulatory pressure financial institutions are required to carefully monitor their liquidity risk. This Master thesis focuses on asserting the appropriateness of time series models for forecasting deposit volumes by using data from one undisclosed financial institution. READ MORE