Essays about: "Financial sector size"

Showing result 1 - 5 of 96 essays containing the words Financial sector size.

1. 1. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Michael Zanetti; Philip Güzel; [2023]
   Keywords : Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

   Abstract : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. READ MORE

3. 2. Exploring the Feasibility of Replicating SPAN-Model's Required Initial Margin Calculations using Machine Learning : A Master Thesis Project for Intraday Margin Call Investigation in the Commodities Market

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Clara Branestam; Amanda Sandgren; [2023]
   Keywords : Machine Learning; Market Risk; Initial Margin; SPAN-model; Central Counterparty Clearing; Margin Call;

   Abstract : Machine learning is a rapidly growing field within artificial intelligence that an increasing number of individuals and corporations are beginning to utilize. In recent times, the financial sector has also started to recognize the potential of these techniques and methods. READ MORE

4. 3. Effect of interest rates volatility on non-performing loan level in commercial banking sector in Rwanda : Effect of interest rates volatility on non-performing loan in Rwanda

   University essay from Karlstads universitet/Handelshögskolan (from 2013)

   Author : Nsengiyumva Samson; [2023]
   Keywords : ;

   Abstract : The financial sector in Rwanda is composed of two major categories of financial institutions. The first category consists of banking institutions that include commercial and investment banks, microfinance banks, microfinance institutions and SACCOS. READ MORE

5. 4. ESG and Financial Stability in the Banking Sector

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Zohreh Asgari; Jovita Molyte; [2023]
   Keywords : ESG; Sustainability; Financial Stability; Z-score; Tobin’s Q; Non-performing loans; Banks; Financial Sector; Economic Distress; Covid-19;

   Abstract : The banking sector is experiencing an increasing interest in evaluating environmental performance, social responsibility, and corporate governance (ESG), since the internationalcontext aroused discussions on advantages of incorporating ESG-related policies. Therefore,significant relationships between ESG engagement and financial performance and stabilityare expected. READ MORE

6. 5. Flexibility capital within Swedish multifamily households A study on energy policy from a bottom-up approach

   University essay from Lunds universitet/Statsvetenskapliga institutionen

   Author : Kevin Perera; [2023]
   Keywords : Demand flexibility; Flexibility; Energy vulnerability; Renewable; Energy; Energy Policy; Law and Political Science;

   Abstract : The purpose of this study is to explore the relationship between energy vulnerability and the growing need for demand flexibility from the Swedish residential sector. Controlling for income, this supposed relationship was approached from the perspective of multifamily households. READ MORE