Essays about: "Value at Risk calculation"

Showing result 1 - 5 of 27 essays containing the words Value at Risk calculation.

  1. 1. Net Present Value of Investments in Data Warehousing and Differences Across Firm Sizes

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ferdinand Netsch; [2023]
    Keywords : Net Present Value; NPV; Data Warehouse; Corporate Finance; SME;

    Abstract : The continuous advent of data management technologies has enabled small and medium-sized enterprises (SME)s like Transalb Kühl- und Express-GmbH, a small German trucking company, to explore the strategic and financial benefits of data warehousing. This case study evaluates the data warehouse investment at Transalb by employing a Net Present Value (NPV) analysis to determine its financial viability. READ MORE

  3. 2. Modelling an air handling unit, building and occupant, regarding energy, moisture and frost protection

    University essay from Lunds universitet/Avdelningen för Energi och byggnadsdesign; Lunds universitet/Institutionen för arkitektur och byggd miljö

    Author : Marius Daugela; [2022]
    Keywords : Technology and Engineering;

    Abstract : Frost formation in heat exchangers is an often accruing issue in cold climates. The aim of the project is to calculate the risk of frost formation in different Swedish cities by modeling vapor and frost behavior in heat exchangers... READ MORE

  4. 3. Comparing Groundwater Drawdown with Estimated Influence Radius – A Case Study of Infrastructural Projects in Sweden

    University essay from Uppsala universitet/Luft-, vatten- och landskapslära

    Author : Staffan Druid; [2022]
    Keywords : Influence radius; analytical formula; groundwater lowering; sensitivity; Influensradie; analytisk beräkning; grundvattenavsänkning; känslighet;

    Abstract : Infrastructural projects may sometimes require excavation of soils and the groundwater table to be lowered, temporarily or permanently. As there are risks in connection to groundwater lowering, the extent of the affected area is of interest. READ MORE

  5. 4. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Fredrik Gerdin Börjesson; Christoffer Eduards; [2021]
    Keywords : Interest rate measurement; term structures; multiple yield curves; principal component analysis; systematic risk; risk factors; term structure simulation; Latin hypercube sampling with dependence; risk measurement; value-at-risk; expected shortfall; interest rate swap; performance attribution;

    Abstract : With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. READ MORE

  6. 5. Biodiversity, Ecosystem Services and the Banking Industry - Exploring the Scale of Interdependency and Potential Risks

    University essay from Lunds universitet/Internationella miljöinstitutet

    Author : Jan-Niklas Heintze; [2021]
    Keywords : BES; Ecosystem Services; Biodiversity loss; Banks; Risk assessment; Equity portfolio; Business and Economics;

    Abstract : Biodiversity loss and ecosystem service (BES) degradation are translating into different risks for financial institutions which are not accounted for in a sufficient and adequate manner. Being a topic outside its core expertise and foci, the financial sector is lacking assessment methodologies for BES risks. READ MORE