Essays about: "Henrik Ribom"

Found 2 essays containing the words Henrik Ribom.

  1. 1. Consolidating Multi-Factor Models of Systematic Risk with Regulatory Capital

    University essay from KTH/Matematisk statistik

    Author : Henrik Ribom; [2018]
    Keywords : Economic Capital; Regulatory Capital; Basel Pillar II; Systematic Risk; Ekonomisk kapital; Regulatoriskt kapital; Basel pelare II; Systematisk risk;

    Abstract : To maintain solvency intimes of severe economic downturns banks and financialinstitutions keep capital cushions that reflect the risks in the balance sheet.Broadly,how much capital that is being held is a combination of external requirementsfromregulators and internal assessments of credit risk. READ MORE

  3. 2. Intraday Analysis & Prediction of Volume Distribution on the Stockholm Stock Exchange : An exploratory study of volume distribution and automated trading

    University essay from KTH/Matematisk statistik

    Author : Henrik Ribom; Mathias Sjöberg; [2015]
    Keywords : Trade Volume; Regression; Prediction Mixed Beta Distribution; Handels volym; Regression; Prediktion Mixad beta fördelning;

    Abstract : The purpose of this study is to create a model of prediction for the volume distribution. Due to the lack of previous studies on the subject, an exploratory approach is used, with the purpose of serving as a proof of concept for further research. READ MORE