Essays about: "Financial loss"

Showing result 1 - 5 of 150 essays containing the words Financial loss.

  1. 1. The Impact of Loan Loss Provision on EU Listed Banks Under Local GAAP and IFRS

    University essay from Göteborgs universitet/Graduate School

    Author : Hairong Chen; [2019-08-08]
    Keywords : ;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  2. 2. Optimal financial resources for Central Counterparties: Introducing default dependence of clearing members: a mixed binomial approach

    University essay from Göteborgs universitet/Graduate School

    Author : Leonardo Di Geronimo; [2019-07-02]
    Keywords : Central Counterparties; Risk Management; Merton Model; Mixed Binomial Model; Merton Mixed Binomial Model; Initial Margin; Default Fund;

    Abstract : MSc in Finance.... READ MORE

  3. 3. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

    Abstract : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. READ MORE

  4. 4. Reputational Loss Associated with Regulatory Sanctions in Scandinavia

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Lovisa Jalrup; [2019]
    Keywords : Reputational Loss; Regulatory Sanctions; Abnormal Returns; Financial Market Reaction; Efficient Markets; Business and Economics;

    Abstract : The purpose of this thesis is to determine if there is reputational harm as a consequence to a regulatory sanction. The focus of the thesis is the Scandinavian countries after the global financial crisis. To confirm if there is reputational losses associated with regulatory violations, an event study of abnormal returns was employed. READ MORE

  5. 5. GARCH models applied on Swedish Stock Exchange Indices

    University essay from Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen

    Author : Wiktor Blad; Vilim Nedic; [2019]
    Keywords : Value-at-Risk; GARCH; GJR-GARCH; EGARCH; student´s t distribution; generalized error distribution; Kupiec´s test; Chrisoffersen´s test; forecast;

    Abstract : In the financial industry, it has been increasingly popular to measure risk. One of the most common quantitative measures for assessing risk is Value-at-Risk (VaR). VaR helps to measure extreme risks that an investor is exposed to. READ MORE