Essays about: "Lehman Brothers bankruptcy"

Showing result 1 - 5 of 9 essays containing the words Lehman Brothers bankruptcy.

  1. 1. Modern Credit Value Adjustment

    University essay from KTH/Matematik (Avd.)

    Author : Wojciech Ratusznik; [2021]
    Keywords : Credit Value Adjustment; Monte Carlo simulations; Artificial neural networks; Financial risk management; Stochastic calculus; Kreditvärdejustering; Monte Carlo simuleringar; Artificiella neurala nätverk; Riskvärdering; Stokastisk analys;

    Abstract : Counterparty risk calculations have gained importance after the latest financial crisis. The bankruptcy of Lehman Brothers showed that even large financial institutiones face a risk of default. Hence, it is important to measure the risk of default for all the contracts written between financial institutions. READ MORE

  3. 2. Credit Risk Modeling and Implementation

    University essay from Umeå universitet/Institutionen för fysik

    Author : Johan Gunnars; [2017]
    Keywords : CVA; CDS; hazard rate;

    Abstract : The financial crisis and the bankruptcy of Lehman Brothers in 2008 lead to harder regulations for the banking industry which included larger capital reserves for the banks. One of the parts that contributed to this increased capital reserve was the the credit valuation adjustment capital charge which can be explained as the market value of the counterparty default risk. READ MORE

  4. 3. The fall of Lehman Brothers : A literary overview of the internal and external factors that lead to the largest bankruptcy in history

    University essay from Umeå universitet/Nationalekonomi

    Author : Christian Carlsson; [2015]
    Keywords : ;

    Abstract : .... READ MORE

  5. 4. Shareholder Activism and Bond Price Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ksenia Loginova; Pernilla Westergren; [2014]
    Keywords : Hedge fund activism; Bond price returns; Financial Crisis; Event Study; Difference-in-difference;

    Abstract : Hedge fund activism is an increasingly occurring event in the financial markets, often resulting in positive returns for shareholders. This study examines how bondholders are affected in terms of bond price returns. Particularly, differences between reactions in economic downturns and booms are in focus. Looking at a sample of U. READ MORE

  6. 5. The Capital Structure of Swedish banks -Development after a financial crisis

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Victor Nilsson; Joakim Nordström; [2013-09-09]
    Keywords : Basel Accords; Basel Committee; Capital structure; Financial crisis; Liquidity; ;

    Abstract : Background and problem: This study investigates the effects of the financial crisis of 2007- 2008, a crisis partly caused by mortgage backed securities. Banks had a large part in the developments taking place in the years after the outbreak of the crisis in 2007, as many banks had an excessively low capital base, involving too much risk in its businesses. READ MORE