Essays about: "economics bank"

Showing result 11 - 15 of 266 essays containing the words economics bank.

1. 11. Quantitative Easing and Fiscal Policy

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Anton Johnsson; [2023]
   Keywords : quantitative easing; fiscal policy; inflation; United States; Sweden; Business and Economics;

   Abstract : This thesis investigates if fiscal policy and quantitative easing (QE) can interact to raise the inflationary effect from central bank asset purchases. This is done by applying a distributed lag model on a set of macroeconomic variables for Sweden and the United States. The results show strong signs of interaction between the two policies in the U. READ MORE

3. 12. Into the Trading Book: Estimating Expected Shortfall

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Robin Eric Schmutz; Leonard Schneider; [2023]
   Keywords : Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

   Abstract : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. READ MORE

4. 13. Individual revenue forecasting in the banking sector

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Ricardo Jorge Pinto Brandão; Simona Sulzickyte; [2023]
   Keywords : Revenue forecasting; Banking; Machine Learning; XGBoost; Customer segmentation; Business and Economics;

   Abstract : This paper analyses data from a Swedish bank combined with macroeconomic indicators to forecast revenues for individual customers over the course of four years. Separate models are created for recurring customers and customers who have just joined the bank. READ MORE

5. 14. Foreign Direct Investment to Encourage Sustainable Development in South America

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Gabriela Isabel Otero Lastra; [2023]
   Keywords : sustainable development; economic growth; social development; environmental conservation; foreign direct investment; South America.; Business and Economics; Earth and Environmental Sciences;

   Abstract : The seventeen sustainable development goals are the response of the United Nations to make efforts for economic growth, social development, and environmental conservation. International organizations, governments, and the private sector play a fundamental role to achieve the 2030 Agenda of sustainable development. READ MORE

6. 15. Do central bank speeches help predict monetary policy?

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Quang Vo; [2023]
   Keywords : Riksbank; ECB; DeBERTa; speeches; transfer learning; Business and Economics;

   Abstract : This paper studies the information contained in central bank speeches, focusing on predicting future monetary policy. Departing from previous papers which use mainly dictionary-based methods, we employ the deep transfer learning technique to process the text data. READ MORE