Essays about: "Cyclicality"

Showing result 1 - 5 of 20 essays containing the word Cyclicality.

  1. 1. The Expected Credit Loss Model's Impact on the Cyclicality of Credit Supply: A Study of the Implementation of IFRS 9

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Oskar Duan; Iuliana Tornea; [2022]
    Keywords : Expected credit loss; Incurred credit loss; Capital crunch; IFRS 9; Capital Requirements;

    Abstract : The accounting standard for recognizing loan loss provisions changed in 2018 from IAS 39 to IFRS 9. IFRS 9 introduced the expected credit loss model (ECL), intended to be an improved alternative to its predecessor, the incurred credit loss model (ICL), which was criticized for the "too little, too late" provisioning during the 2008 financial crisis. READ MORE

  3. 2. New kid on the block

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Eddie Hagberg; Philip Kristoffersson; [2022]
    Keywords : Sweden; IPOs; Short-Run Performance; Industry Peers; Stock Price Reaction;

    Abstract : We analyze the effect of completed initial public offerings (IPOs) on listed industry peers around the time of an IPO within the same industry, in the Swedish market. Providing evidence that industry peers experience negative stock price reaction, in relation to a comparable index, in the period before the IPO. READ MORE

  4. 3. FATE ACCORDING TO THE PROSE EDDA NARRATION OF RAGNAROK : A Theological contemplation, elaboration and insight to the Norse pagan concept of fate

    University essay from Högskolan i Gävle/Religionsvetenskap

    Author : Miralem Mehanovic; [2021]
    Keywords : fate; fatalism; theological; logical; determinism; free will; Amor Fati;

    Abstract : The Prose Edda chapter, Ragnarok as recorded by Snorri, was taken as a pivotal point for exploring fate according to the Norse mythology. The eschatological concept of collapsing gods and destruction of the world was explored through the logical and theological fatalist theory, diverging the orientation from standard textual exploration. READ MORE

  5. 4. Complementing Expected Shortfall with Directly Observable Risk Variables

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Pontus Johansson; [2021]
    Keywords : Expected shortfall; Tailrisk; Index Investing; Risk Management; Finance; Business and Economics;

    Abstract : This paper uses daily MSCI Sweden Index data to create one day out ES estimates on the $97.5\%$ percentile level for a SEK 100 portfolio. Thereafter the variables (i) the Riksbank's policy rate, (ii) the Riksbank's balance sheet, (iii) the cyclicality of GDP, and (iv) animal spirits are introduced and compared with ES. READ MORE

  6. 5. Capital flows during times of crises : A study of 21st century economic crises and their impact on FDI-flows

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Repeta Andreas; Palm Carl; [2021]
    Keywords : Capital Flows; Foreign Direct Investment; Economic cycles; Great Recession; SARS-CoV-19 pandemic;

    Abstract : Foreign direct investment has been sharply affected by the global SARS-CoV-19 pandemic, as quarantine measures have decimated global trade, aviation and domestic economies through lockdowns which have wreaked havoc on markets. Macroeconomic indicators including GDP growth rates, unemployment, business confidence, consumer confidence, retail sales and inflation have all been negatively affected due to the simultaneous supply & demand shock caused by the pandemic. READ MORE