Essays about: "Financial Institutions"

Showing result 1 - 5 of 415 essays containing the words Financial Institutions.

  1. 1. Artificial Intelligence and Machine Learning usage in credit risk management - A study from the Swedish financial services industry

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Aila Emma Mesihovic; Henrik Nordström; [2021-02-24]
    Keywords : ;

    Abstract : Credit risk management is a fundamental process established in almost every financial institution. There are various tools and methods that financial institutions can use in order to mitigate risks among their loan takers. READ MORE

  3. 2. A Quantitative Evaluation of Systemic Risk in the European Banking Sector

    University essay from Göteborgs universitet/Graduate School

    Author : Jimmy Andersson; Anders Svernling; [2020-07-07]
    Keywords : Systemic risk measures; Systemic risk contribution; European banking supervision; Risk rankings;

    Abstract : MSc in Finance.... READ MORE

  4. 3. The Economic Impact of Increased Access to Commercial Banks in Ethiopia

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Henrik Eriksson; Sara Nilsson; [2020-07-02]
    Keywords : ;

    Abstract : Savings rates are strongly predictive of future economic growth and, for several reasons, it is difficult to save in areas where resources are scarce. Increasing access to financial services is crucial to efficiently allocate funds and can help even small savings be invested in countries that historically have had lower financial development. READ MORE

  5. 4. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Christopher Herron; André Zachrisson; [2020]
    Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE

  6. 5. Migration plan of Risky Total Return Swap to Bond Return Swap

    University essay from KTH/Matematisk statistik

    Author : Louis Maziere; [2020]
    Keywords : Total Return Swap; applied mathematics; financial mathematics; Total Return Swap; applied mathematics; financial mathematics;

    Abstract : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. READ MORE