Essays about: "reference rate"

Showing result 1 - 5 of 295 essays containing the words reference rate.

  1. 1. Valuation of interest rate instruments under backward-looking forward rate framework

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Guanyu Yang; [2024]
    Keywords : IBOR; Backward-looking rates; Valuation of interest rate derivatives;

    Abstract : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. READ MORE

  3. 2. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    University essay from Göteborgs universitet/Graduate School

    Author : Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Keywords : Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Abstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE

  4. 3. Substation Digitalization for Medium Voltage Urban Distribution Networks : A Techno-Economic Analysis

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

    Author : Diego Molina Mendizábal; [2023]
    Keywords : Continuity of supply; incentive scheme; SAIDI; techno-economic analysis; Kontinuitet i försörjningen; incitamentsprogram; SAIDI; teknisk-ekonomisk analys;

    Abstract : High and medium-voltage digital substations play an essential role in the energy transition since they are part of the equipment required to deploy smart grids. With the gradual increase of smart grids, energy systems are becoming more flexible with the growing penetration of renewable energies and distributed energy generation. READ MORE

  5. 4. Identification and Classification of TTS Intelligibility Errors Using ASR : A Method for Automatic Evaluation of Speech Intelligibility

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Erik Henriksson; [2023]
    Keywords : Automatic Speech Recognition; Natural Language Processing; Speech Technology; Speech Quality Assessment; Text-To-Speech; Taligenkänning; Språkteknologi; Talkvalitetsbedömning; Talsyntes;

    Abstract : In recent years, applications using synthesized speech have become more numerous and publicly available. As the area grows, so does the need for delivering high-quality, intelligible speech, and subsequently the need for effective methods of assessing the intelligibility of synthesized speech. READ MORE

  6. 5. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    University essay from Lunds universitet/Matematisk statistik

    Author : Vilhelm Samuelsson; [2023]
    Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE