Essays about: "Additional Tier 1"

Showing result 1 - 5 of 9 essays containing the words Additional Tier 1.

1. 1. Conditions to authorise subcontracting in fashion and apparel industry : a brand's perspective

   University essay from Högskolan i Borås/Akademin för textil, teknik och ekonomi

   Author : Clara Maria Rosa Boehler; [2022]
   Keywords : fashion and apparel industry; supply chain management; social exchange; buyersupplier relationship; subcontracting; unauthorised subcontracti;

   Abstract : In current supply chains, the context of subcontracting is majorly connected to unauthorised subcontracting with negative conjunction which has created the fear of discussing subcontracting. However, previous research presents subcontracting as a common practice within fashion and apparel supply chains, however, nearly no study has focused on elaborating the authorisation process. READ MORE

3. 2. A test of GARCH models onCoCo bonds

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : JIMMY HENRIKSSON; [2021]
   Keywords : ARCH; GARCH; CoCo-bonds; Additional Tier-1; Volatility; Volatility forecasting; ARCH; GARCH; CoCo-obligationer; AT1; Volatilitet; Prediktion av volatilitet; Prognotisering av volatilitet;

   Abstract : This research investigates to what extent the ARCH model and the GARCH model forecasts one-day-ahead out-of-sample daily volatility (conditional variance) in European AT1 CoCo bonds compared to the Random Walk model. The research also investigates how different orders of ARCH and GARCH models affect the forecasting accuracy. READ MORE

4. 3. Estimating Risks of Pharmaceutical NSAID Mixtures in Surface Waters through Risk Cups : – Implications for Sustainability

   University essay from Uppsala universitet/Institutionen för geovetenskaper

   Author : Per Mandahl; [2020]
   Keywords : Sustainable Development; Ecotoxicology; Risk Cup; Pharmaceuticals; Surface Water; MEC PNEC;

   Abstract : Background: Use of pharmaceuticals can lead to unchanged or metabolite residues in surface water that may result in negative environmental effects. Sweden has adopted the Generational goal defining direction and changes needed to become a sustainable nation, these align with the UN Sustainable Development Goals (SDGs). READ MORE

5. 4. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting

   University essay from KTH/Matematisk statistik

   Author : Adrian Djerf; [2020]
   Keywords : AT1; CoCo; Contingent Convertible; Trigger Risk; Bonds; Valuation; Financial Mathematics; Hybrid Capital; AT1; CoCo; Contingent Convertible; Trigger risk; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

   Abstract : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. READ MORE

6. 5. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Accounting for Extension Risk

   University essay from KTH/Matematisk statistik

   Author : Karl Larsson; [2020]
   Keywords : Extension Risk; AT1; CoCo; Contingent Convertible; Bonds; Valuation; Financial Mathematics; Hybrid Capital; Förlängningsrisk; AT1; CoCo; Contingent Convertible; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

   Abstract : The investment and financing instrument AT1, or Contingent Convertible bond, has become popular in the post-crisis capital markets, prompting interest and research in the academic world. The instrument's debt definition but equity boosting properties makes it rather extraordinary, and its stochastic features makes multiple mathematical valuation methodologies relevant, especially with regard to the risk of extending the call date of the instrument. READ MORE