Essays about: "tranche"

Showing result 1 - 5 of 7 essays containing the word tranche.

  1. 1. Pricing collateralized loan obligation tranches using machine learning : Machine learning applied to financial data

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

    Author : Marcus Enström; [2022]
    Keywords : Collateralized loan obligation; Machine learning; Artificial neural networks; Financial data; Ensemble methods; Collateralized loan obligation; Maskininlärning; Artificiella neurala nätverk; Finansiell data; Ensemblemetoder;

    Abstract : Machine learning and neural networks have recently become very popular in a large category of domains, partly thanks to their ability to solve complex problems by finding patterns in data, but also due to an increase in computing power and data availability. Successful applications of machine learning include for example image classification, natural language processing, and product recommendation. READ MORE

  3. 2. Institutional Involvement in Syndicated Project Finance Loans

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Rico Glase; [2019]
    Keywords : Project Finance; Syndicated Loans; Institutional Investors; Loan Pricing; Loan Tenors;

    Abstract : In accordance with the framework of the Double Degree Programme in Finance between Stockholm School of Economics (Home School) and Università Commerciale Luigi Bocconi (Host School), the first part of this thesis was written, submitted, and defended at Università Commerciale Luigi Bocconi and deals with the impact of non-bank lenders on two distinct loan determinants of syndicated project finance loans, that is loan spreads and loan tenors. Focusing on these specific loans, the author finds that the spread and the tenor at issuance, differ substantially for loans in which institutional lenders are involved compared to bank-only loans. READ MORE

  4. 3. Analysis of Student Loan Asset-Backed Securities : Construction of a Valuation Model using a Trinomial Interest Rate Tree

    University essay from KTH/Matematisk statistik

    Author : Gustav Rehnman; Ted Tigerschiöld; [2016]
    Keywords : ;

    Abstract : Student debt in the U.S has grown rapidly over the last decades. A common practice among lenders is to pool the loans into securities that are sold off and traded between institutional investors. Since these securities have no market price this thesis aims to develop a valuation model. READ MORE

  5. 4. The effects on infra debt margins: A study on the components and long-term sustainability of the recent infrastructure debt margin shift

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Carl Johan Boork; Jens Synneby; [2014]
    Keywords : Infrastructure debt margin; financial crisis; Basel III Accord; Project Finance;

    Abstract : This paper investigates the components of, and further assesses the long-term sustainability of, the recent infrastructure debt margin shift in developed European countries. This is done by collecting debt tranche characteristics data on infrastructure-defined projects in Benelux, France, Germany, the Nordics and the UK, spanning 1st January 2000 to 30th June 2014. READ MORE

  6. 5. The rebirth of the Collateralized Loan Obligations - A case study of the dynamics in the European Collateralized Loan Obligation

    University essay from Göteborgs universitet/Graduate School

    Author : Kitty Larsson; [2013-07-02]
    Keywords : ;

    Abstract : Collateralized Loan Obligations (CLOs) have gone through being a main source of leveraged finance funding in the beginning of the 21st century to completely diminish in 2009. Now together with a changing market, the CLO market is on the rise in Europe. READ MORE