Essays about: "Liquidity risk"

Showing result 11 - 15 of 176 essays containing the words Liquidity risk.

1. 11. The Development of Debt Policies : A Case Study of Investor’s and Industrivärden’s Portfolio Companies

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Alma Karlsson; Jenny Olsson; [2023]
   Keywords : debt; debt policies; ownership; investment companies; time series; content analysis;

   Abstract : Debt financing can be seen as both an opportunity to increase profits as well as a financial risk and is thus an important issue for company owners to consider. This study examines the portfolio companies of the investment firms Investor and Indsutrivärden, and how their debt policies have developed from 2004 to 2022. READ MORE

3. 12. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Max Ehn; Marcus Jämte; [2023]
   Keywords : Optimal portfolio re-balancing; optimal liquidation; minimize transaction costs; trading-volume estimation; stochastic optimization; Financial mathematics; tracking error; execution strategies; opportunity costs; liquidation costs; applied mathematics; PRIIP regulation; Swing-pricing;

   Abstract : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. READ MORE

4. 13. Trends in the Capital Structure and Risk Assessment of Swedish Real Estate Companies : A Study on the Impact of the 2022-2023 Shift in Interest Rates

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Karolina Landgärds; Hanna Lövgren; [2023]
   Keywords : Real estate; Capital structure; Financial risk; Interest rate risk; Fastigheter; Kapitalstruktur; Finansiell risk; Ränterisk;

   Abstract : This study aims to analyse the changes in the capital structure of Swedish real estate companies over the past five years, with a particular focus on the period 2022-2023, characterised by the policy interest rate increasing from zero to 3.5 percent. READ MORE

5. 14. Riskhantering i Animalieproduktion : hur hanterar integrerade grisproducenter risker kopplade till verksamhetens insatsvaror & personal?

   University essay from SLU/Dept. of Economics

   Author : Carl Wejsfelt; Oswald Mörk; [2023]
   Keywords : Integrerad grisproducent; Risk; Riskhantering; Beslutsprocess;

   Abstract : Världsläget idag med kriget i Ukraina, hög inflation och höga räntor har haft en betydande påverkan på det svenska lantbruket. Bristen på råvaror har satt större press på svenska bönders produktionsresultat samtidigt som det har gjort deras produktion väsentligt dyrare och därmed likviditeten sämre. READ MORE

6. 15. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios

   University essay from Uppsala universitet/Avdelningen för systemteknik

   Author : Moa Tennberg; [2023]
   Keywords : Value-at-Risk; Total margin; Procyclicality; Machine learning; Binary classification; Supervised learning; Unsupervised learning; Random forest; Multilayer perceptron;

   Abstract : Stressed Value-at-Risk (VaR) is a statistic used to measure an entity's exposure to market risk by evaluating possible extreme portfolio losses. Stressed VaR scenarios can be used as a metric to describe the state of the financial market and can be used to detect and counter procyclicality by allowing central clearing counterparities (CCP) to increase margin requirements. READ MORE