Essays about: "financial risk management in banks"
Showing result 16 - 20 of 90 essays containing the words financial risk management in banks.
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16. Option Pricing using Artificial Neural Networks
University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisationAbstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE
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17. Prosperity and security? : a study of resilience in Handelsbanken
University essay from SLU/Dept. of EconomicsAbstract : This thesis identifies the factors that make the Swedish bank Handelsbanken resilient. Throughout the financial crises in recent memory, Handelsbanken has remained strong and managed to avoid bailouts from the Swedish government. READ MORE
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18. Adaptation to ClimateChange : Climate Scenario Analysis in the Swedish Banking Sector
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : Climate change presents financial risks for banks and must therefore be treated accordingly. To assess and manage these risks, banks are expected to apply scenarioanalysis and adopt the TCFD’s recommendations on climate-related risk disclosures. READ MORE
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19. Value at Risk Estimation with Neural Networks: A Recurrent Mixture Density Approach
University essay from KTH/Matematik (Avd.)Abstract : In response to financial crises and opaque practices, governmental entities and financial regulatory bodies have implemented several pieces of legislature and directives meant to protect investors and increase transparency. Such regulations often impose strict liquidity requirements and robust estimations of the risk borne by a financial firm at any given time. READ MORE
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20. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank
University essay from KTH/Matematisk statistikAbstract : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. READ MORE