Uppsatser om tranching

2 uppsatser

Tranchering av Collateralized Debt Obligations med en portfölj av simulerade tillgångar

Kandidatuppsats · Lunds universitet

This thesis gives an introduction to securitization in general and the tranching of collateralized debt obligations in particular. It does this by using a firm-value model to simulate the underlying portfolio via monte-carlo simulations. The simulations in turn give a …

Securitization as An Alternative Tool of Financing Student Loans ? A Case Study for CSN

Magisteruppsats · Lunds universitet

The purpose of the study is to highlight the issue of student loans securitization, and assure the importance and benefits that could be realized by performing such a transaction. The methodology is a case study for The National Board of Student Aid. It is a qualitative study …