Essays about: "Bank treasury risk,"
Found 5 essays containing the words Bank treasury risk,.
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1. Interest Risk Factors and Stock Returns of US Banks: The Effects of Size and Financial Crisis
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We find that the effects of interest risk factors on US banks' stock returns are affected by banks' size, measured by market equity values, and income structures, measured by the ratios of interest income and interest expense. The effects of interest risk factors have changed after 2008 financial crisis. READ MORE
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2. Systemic Risk of China’s Financial Sector: Evidence from the Stock Market
University essay from Lunds universitet/Ekonomisk-historiska institutionenAbstract : China, with the fast developing financial market, experienced two dramatic stock market crisis in recent ten years under government constrains. Thus, monitoring the systemic risk in China is crucial and meaningful. This paper applies CoVaR methodology to measure the dynamic systemic risk of China’s financial market from 1996 to 2016. READ MORE
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3. Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio
University essay from Handelshögskolan vid Umeå universitetAbstract : The role of risk management has gained momentum in recent years most notably after the recent financial crisis. This thesis uses a quantitative approach to evaluate the theory of value at risk which is considered a benchmark to measure financial risk. READ MORE
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4. Drivers of Swedish Swap Spreads
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : According to a survey carried out by Bank of international settlements (BIS) and published by the Swedish Riksbank, the average turnover in Swedish interest rate swaps totaled almost SEK 20 billion per day in 2004. The International Swaps and derivatives association (ISDA) reported that the notional outstanding amount of privately negotiated (over the counter) derivatives at the end of 2004 was over $164 trillion around the world compared to the $31 trillion aggregated principal of all the worlds’ bond markets taken together. READ MORE
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5. Bank Rates and the Yield Curve : A Study on the Relationship Between Banks' Deposit and Lending Rates to Treasury Yield Rates
University essay from IHH, NationalekonomiAbstract : The purpose of this thesis is to investigate how well Swedish banks’ follow the interest rate development of Swedish Treasury Bills and Swedish Government Bonds when they are determining the levels for their deposit and lending rates. Individuals’ deposits in a bank serves as one of the banks main assets in the balance sheet, and the spread between the bank’s deposit rate and the short-term market rate is a large source of funding for the bank. READ MORE
