Essays about: "Financial loss"

Showing result 1 - 5 of 140 essays containing the words Financial loss.

  1. 1. 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

  2. 2. Comparing methods for identifying G-SIBs in Europe

    University essay from Göteborgs universitet/Graduate School

    Author : Emil Johnsson; [2018-07-04]
    Keywords : Risk Analysis; Basel Accords; Financial Regulation; Simulation Modeling; Volatility Forecasting; Risk Assessment; Bank Regulation;

    Abstract : MSc in Finance.... READ MORE

  3. 3. Macroeconomic factors in Probability of Default : A study applied to a Swedish credit portfolio

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

    Author : Hermina Antonsson; [2018]
    Keywords : Macroeconomic factors; Probability of Default; IFRS 9; credit risk; mortgage loans; Makroekonomiska faktorer; Probability of Default; IFRS 9; kreditrisk; bolån;

    Abstract : Macroeconomic conditions can impact the payment capacity of individual mortgage holders' household loans. If the clients of a bank's retail credit portfolio experience deteriorating paymentcapacity it will reflect on the probability of default of the overall portfolio. READ MORE

  4. 4. Recurrent neural networks for financial asset forecasting

    University essay from KTH/Matematisk statistik

    Author : Gustaf Tegnér; [2018]
    Keywords : ;

    Abstract : The application of neural networks in finance has found renewed interest in the past few years. Neural networks have a proven capability of modeling non-linear relationships and have been proven widely successful in domains such as image and speech recognition. READ MORE

  5. 5. The Effects of International Financial ReportingStandards Adoption on Earnings Management: Evidence from Commercial Banks in Liberia

    University essay from Högskolan Dalarna/Företagsekonomi; Högskolan Dalarna/Företagsekonomi

    Author : Abraham Monah; Osedebamen Okojie; [2018]
    Keywords : IFRS; US GAAP; Earnings management; discretionary loan loss provisions; Liberia; commercial banks; accrual.;

    Abstract : Purpose - the purpose of this thesis is to investigate earnings management in an emerging economy without market force. We use discretionary loan loss provisions (DLLP) to proxy earnings management, which constitute a material portion of the total accruals in the banking industry. READ MORE