Essays about: "financial stress test"

Showing result 1 - 5 of 31 essays containing the words financial stress test.

  1. 1. Exploring patterns in risk factors for bark beetle attack during outbreaks triggered by drought stress with harvester data on attacked trees: A case study in Southeastern Sweden

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Nikolaos Kouskoulis; [2023]
    Keywords : Geography; GIS; Geographic Information Science; Forest ecosystems; Bark beetle outbreak; Southeastern Sweden; Predisposing factors; Triggering factors; Drought stress; Earth and Environmental Sciences;

    Abstract : ABSTRACT Raising temperatures and climate variability have intensified extreme weather events worldwide. These extremes can enhance and trigger possible pest outbreaks. Bark beetle attacks have become a major concern in regions with extensive spruce forest areas. Southeastern Sweden has faced repeated outbreaks resulting in widespread tree loss. READ MORE

  3. 2. Increasing explainability of neural network based retail credit risk models

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Anton Evilevitch; [2023]
    Keywords : Explainability; Artificial Neural Network; Mortgage Credit Risk Modeling; Förklarbarhet; Artificiella Neurala Nätverk; Modellering av Hypotekskreditrisk;

    Abstract : Due to their ’black box’ nature, Artificial Neural Networks (ANN) are not permitted for use in various applications. One such application is mortgage credit risk modeling. READ MORE

  4. 3. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    University essay from KTH/Matematik (Avd.)

    Author : Magnus Borg; Lucas Ternqvist; [2023]
    Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

  5. 4. 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

  6. 5. Green Bonds vs Conventional Bonds : Market efficiency test on green bond funds vs conventional bond funds when faced with external shocks causing stress

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Alexander Sönnerhed; Sebastian Berg; [2021]
    Keywords : ;

    Abstract : This thesis investigates the effects of environmental and economic disasters on green bond funds and conventional bond funds during the years 2016-2020. The research emphasizes how a saver could act when comparing green bond funds and conventional bond funds for investing purposes. READ MORE