Essays about: "historical simulation var"

Showing result 1 - 5 of 46 essays containing the words historical simulation var.

  1. 1. Development of a System Dynamic Model of Mental Healthcare Structure in Stockholm

    University essay from KTH/Medicinteknik och hälsosystem

    Author : Julia Osswald; [2024]
    Keywords : Mental health; mental healthcare; healthcare structure; system dynamics; simulation; emergency care; modeling; primary care; specialized care; Stockholm; mental healthcare system; Psykisk hälsa; psykiatrisk vård; vårdstruktur; systemdynamisk modell; simulering; akutsjukvård; primärvård; specialiserad vård; psykiatriskt sjukvårdssystem; Stockholm.;

    Abstract : Mental illnesses are the leading cause of disability in the world today, affecting nearly a billion people including 14% of the world’s adolescents. Mental illnesses include both psychiatric conditions and inconveniences and is a broad term to describe multiple different conditions in varying severity. READ MORE

  3. 2. Sustainability performance and market risk. A study of the banking sector

    University essay from Umeå universitet/Företagsekonomi

    Author : Arvid Särkiniemi; Oskar Lindman; [2023]
    Keywords : risk; market risk; sustainability performance; corporate management; bank management; CSR; panel data; parametric VaR; non-parametric VaR; CVaR; VaR; Historical simulation; bank sector; the financial sector; ESG; financial performance.;

    Abstract : The financial crisis of 2007-2008 highlighted the societal impacts of bank risk-taking. A strong focus on maximizing profits for shareholders combined with a disregard for, and  underestimation of risks led to the downfall of large banks such as Lehman Brothers and multiple other banks getting bailed out by several governments and other banks. READ MORE

  4. 3. The ESG Impact on Financial Stability: Evidence from China

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Yingyu Ni; Yini Huang; [2023]
    Keywords : systemic risk; ESG; ΔCoVaR; quantile regression; fixed effects; Business and Economics;

    Abstract : Systemic risk management is always of vital importance for financial stability, meanwhile Environmental (E), Social (S) and Governance (G) are a popular framework on a global scale which is used to assess business risks and opportunities. However, there is relatively little research about the relationship between ESG and systemic risk, especially in developing markets. READ MORE

  5. 4. CHARGING HYBRID IS THE FUTURE FOR FERRIES : A case study on partial electrification of the Gotland ferries in Sweden

    University essay from Mälardalens universitet/Akademin för ekonomi, samhälle och teknik

    Author : Ahmed Shanshal; [2022]
    Keywords : ;

    Abstract : The Swedish climate target for the transport sector is that the emissions will be reduced by 70% by 2030 compared to 2010. A reduction of 27% has already taken place and a reduction of one million tons of CO2 per year remains until the target in 2030. In 2020, Sweden's domestic shipping accounted for 660,000 tons of CO2 emissions. READ MORE

  6. 5. Risk measurement of cryptocurrencies using value at risk and expected shortfall

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Van Cao Thi Hong; [2022]
    Keywords : cryptocurrencies; value at risk; expected shortfall; risk measurement; parametric methods; non-parametric methods; EWMA; GARCH; EGARCH; GJRGARCH; backtesting; Business and Economics;

    Abstract : Cryptocurrencies are highly volatile and risky assets, therefore, it is of vital importance to find an appropriate model for risk measurement. This thesis compares three parametric and three non-parametric estimation methods to estimate the value at risk and the expected shortfall of five cryptocurrencies, namely Bitcoin (BTC), Ethereum (ETH), Binance coin (BNB), Ripple coin (XRP), and Cardano (ADA). READ MORE