Essays about: "thesis on liquidity management"
Showing result 16 - 20 of 32 essays containing the words thesis on liquidity management.
-
16. Internal Pricing and the Effect of Liquidity Requirements : A qualitative review of Swedish banks
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : The fundamental business model of banks is based on receiving short-term deposits and giving long-term loans which means that active banks are naturally subject to liquidity risk. During the last financial crisis poor liquidity risk management was seen as one of the main causes which has led to an increased focus on the management of liquidity risk and the introduction of the first minimum requirements for liquidity in banks, through Basel III. READ MORE
-
17. Cash Flow Simulation in Private Equity : An evaluation and comparison of two models
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The uncertain pattern of cash flows poses a liquidity and risk management challenge for investors of private equity funds. The structure of a private equity investment, where the total committed capital will be paid out in portions at an undetermined schedule, makes it vital for the investor to have sufficient levels of cash in order to meet the called capital from the fund manager. READ MORE
-
18. Internal Pricing and theEffect of Liquidity Requirements : A qualitative review of Swedish banks
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : The fundamental business model of banks is based on receiving short-term deposits and giving long-term loans which means that active banks are naturally subject to liquidity risk. During the last financial crisis poor liquidity risk management was seen as one of the main causes which has led to an increased focus on the management of liquidity risk and the introduction of the first minimum requirements for liquidity in banks, through Basel III. READ MORE
-
19. The Performance of Market Risk Models for Value at Risk and Expected Shortfall Backtesting : In the Light of the Fundamental Review of the Trading Book
University essay from KTH/Matematisk statistikAbstract : The global financial crisis that took off in 2007 gave rise to several adjustments of the risk regulation for banks. An extensive adjustment, that is to be implemented in 2019, is the Fundamental Review of the Trading Book (FRTB). READ MORE
-
20. Filtering techniques for asset allocation using a Discrete Time Micro-structure model: a comparative study
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper is a comparative study of different approaches to using a Discrete Time Micro-structure model. By using the three filtering techniques Extended Kalman, Unscented Kalman and Bootstrap Particle, the hidden variables; excess demand and market liquidity, were estimated and used in an asset allocation strategy that invested in the asset when the excess demand as estimated as positive, due to the assumption that positive excess demand would make the price go up. READ MORE
