'Default risk' diaporamas de présentation

Economics 173A

1.04k views • 97 slides

Chapter 5

Chapter 5. Bonds, Bond Valuation, and Interest Rates. Topics in Chapter. Key features of bonds Bond valuation Measuring yield Assessing risk. Determinants of Intrinsic Value: The Cost of Debt. Net operating profit after taxes. Required investments in operating capital. ?.

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Chapter 12 Bond Selection

948 views • 68 slides

FIN 685: Risk Management

FIN 685: Risk Management. Larry Schrenk, Instructor. Topics. Course Details What is Risk? What is Risk Management? Introduction to VaR Sources of Market Risk. Course Details. Mechanics. Course Pages http://auapps.american.edu/~ schrenk/FIN685/FIN685.htm Class

671 views • 53 slides

Investment in Financial Capital

Investment in Financial Capital. Summarize reasons why people invest, what is required before beginning, how returns are earned, and some ways to obtain funds to invest. Determine your own investment philosophy. Recognize the variety of investments available.

616 views • 50 slides

Overview of Quantitative Finance and Risk Management: Past, Present, and Future Frontier

Overview of Quantitative Finance and Risk Management: Past, Present, and Future Frontier. By Dr. Cheng-Few Lee Distinguished Professor, Rutgers University, USA Editor, Review of Quantitative Finance and Accounting Editor, Review of Pacific Basin Financial Markets and Policies. Outline .

994 views • 38 slides

Recovery of Market Value

Recovery of Market Value. Andreas Gerwinski Seminar Credit Risk Dr. Frank Seifried TU Kaiserslautern 17.Januar 2011 . Content. Chapter 1: Valuation of defaultable Claims a discrete - time Motivation Continuous -time valuation Exogenous expected loss rate

466 views • 38 slides

Chp.19 Term Structure of Interest Rates

Chp.19 Term Structure of Interest Rates. ???????. 2012 ? 12 ? 19 ?. Main Contents. Some Basic Definitions; Yield Curve and Expectation Hypothesis; Term Structure Models-A Discrete Time Introduction; Continuous Time Term Structure Models; Three Linear Term Structure Models; Some Comments.

542 views • 37 slides

LBO of Alarm Services

LBO of Alarm Services. Balancing Risk and Reward. Nicolas Lindstrom Samuel Nadeau Franco Perugini. Mandate. North Village Capital purchase of AlarmServce Inc . Debt Structure. Strategic Fit. Return. Recommendation.

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An Introduction to Private Mortgage Guaranty Insurance

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Chapter 5

Chapter 5. Interest Rates. LEARNING OBJECTIVES. 1. Discuss how interest rates are quoted, and compute the effective annual rate (EAR) on a loan or investment. 2. Apply the TVM equations by accounting for the compounding periods per year.

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Quarterly Economic Review III October 10, 2013

Quarterly Economic Review III October 10, 2013. Bhanupong Nidhiprabha Thammasat University . Main themes. Growth and vulnerability Global slowdown and Business Cycle Synchronization Future risks: Fed tapering China slowdown US budget politics Risks from bad policy responses.

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Implications of Divergence between Gilt and Swap Curves

Implications of Divergence between Gilt and Swap Curves. 21-23 JUNE 2009 THE GRAND, BRIGHTON James Walton Patrick Rowland. Overview. Introduction Drivers of the swap spread Recent market conditions VaR analysis Implications of current conditions. Introduction.

328 views • 20 slides

Financial Research Company

Financial Research Company. Financial Research Company. Own model, database Improve portfolio performance Quantitative method. Background. Providing services since 1975 Risk management technology and decision support tools and products. Research + Indexes. S&P / Barra Indexes

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SOME BACKGROUND

EQUITABLE CONSUMER PROTECTION IN CONSUMER FINANCING AN EMERGING ISSUE IN DEVELOPING COUNTRIES Ishrat Hussain Banking Policy Department State Bank of Pakistan Karachi. SOME BACKGROUND. Consumer credit portfolio is recording growth both absolutely & relatively in developing countries

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Introduction to Bond Markets

Introduction to Bond Markets. Investments and Portfolio Management MB 72. Outline. Bond Markets Before 1980s and Bond Markets now What are fixed-income securities? Participants/Players Meaning of a Bond Features of a Bond Types of Bonds Sources of Risk and Return in Debt Securities

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Mutual Funds

Mutual Funds. Oki Purworiana MA0N0206. Mutual Funds. An investment alternative for investors Small investors Those who have less time & skill to count the risks of their investments

219 views • 9 slides

Chapter 12

Chapter 12. Controlling Default Risk, Borrower Qualification, and Loan Underwriting. 12-1. Chapter 12 Learning Objectives. Understand the important borrower and property characteristics that are the focus of borrower qualification

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Top 5 Reasons to pursue a career in FIXED INCOME

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Do Higher Paid CEOs Weather The Storm Better? Evidence from the Great Recession

Do Higher Paid CEOs Weather The Storm Better? Evidence from the Great Recession. Wei-Ling Song Hsiangping Tsai Discussant: Hong-Yi Chen. Summary of this paper. CEO compensation: Pay incentive/ agency problem/ endogeniety

202 views • 7 slides