Essays about: "Carl Axel Jönsson"

Found 2 essays containing the words Carl Axel Jönsson.

1. 1. Credit Risk and Asset Correlation Modelling for the Swedish Market: A Comparative Analysis

   University essay from KTH/Matematisk statistik

   Author : Carl Axel Jönsson; Ludvig Hamilton; [2019]
   Keywords : Credit Risk; Economic Capital; Value-at-Risk; Intra-sector correlation; Inter-sector correlation; Copula; Basel III; Kreditrisk; Ekonomiskt kapital; Value-at-Risk; Intra-sektorkorrelation; Inter-sektorkorrelation; Copula; Basel III;

   Abstract : In order to ensure solvency, financial institutions must evaluate their credit risk exposure and determine how much economic capital is required to hold as a cushion. This thesis compares three factor models, namely Asymptotic Single Risk Factor (“ASRF”), Inter-sector and Intra-sector factor models and evaluates how their different characteristics affect the economic capital outcomes. READ MORE

3. 2. How does an appointed ceo influence the stock price? : A Multiple Regression Approach

   University essay from KTH/Matematisk statistik

   Author : Carl Axel Jönsson; Emil Tarukoski; [2017]
   Keywords : CEO; Leadership; Corporate Governance; Stock Market; Regression Analysis; VD; Ledarskap; Bolagsstyrning; Aktiemarknaden; Regressionsanalys;

   Abstract : When a publicly traded company changes CEOs, the stock market will react in either a positive or negative way. This thesis uses multiple regression analysis to investigate which characteristics of the personal profile of the new CEO that might evoke positive or negative reactions from the stock market, both on one-day and one-year time perspectives. READ MORE