Essays about: "Procyclical"

Showing result 1 - 5 of 14 essays containing the word Procyclical.

  1. 1. A Lagom Level of Debt: Swedish household indebtedness in the 21st century

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Sebastian Krook; [2023]
    Keywords : household debt; debt-to-income ratio; mortgage; financial stability; Financial Accelerator; Business and Economics;

    Abstract : This thesis studies the causes of rising household and particularly mortgage debt in Sweden between 1995 and 2020. It aims to contribute to the understanding of institutional factors behind increasing debt, such as policy regulating lending. READ MORE

  3. 2. From Boom to Bust: Unfolding the association between business cycles and the mental health of Swedish children

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Maja Juväng; Thilda Horvath; [2023]
    Keywords : Child mental health; Health economics; Business Cycles; Unemployment rate; Fixed effects model; Business and Economics;

    Abstract : An extensive body of literature links macroeconomic conditions to mortality and diverse health outcomes in adulthood, but largely ignores the impact on children. Sweden is currently at the verge of an economic downturn, while mental health disorders and psychosomatic problems are the most common health issue amongst children. READ MORE

  4. 3. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Moa Tennberg; [2023]
    Keywords : Value-at-Risk; Total margin; Procyclicality; Machine learning; Binary classification; Supervised learning; Unsupervised learning; Random forest; Multilayer perceptron;

    Abstract : Stressed Value-at-Risk (VaR) is a statistic used to measure an entity's exposure to market risk by evaluating possible extreme portfolio losses. Stressed VaR scenarios can be used as a metric to describe the state of the financial market and can be used to detect and counter procyclicality by allowing central clearing counterparities (CCP) to increase margin requirements. READ MORE

  5. 4. Are recessions still healthy? Empirical evidence regarding the relationship between mortality and macroeconomic conditions

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Felix Persson; [2022]
    Keywords : Health; Mortality; Macroeconomic conditions; Recessions; Business cycles; Business and Economics;

    Abstract : The relationship between macroeconomic conditions and mortality has previously been established to be procyclical, which means that mortality has decreased during recessions and vice versa. This has been shown for various settings. READ MORE

  6. 5. Procyclical effects of fair value accounting : A study of Nordic investment property companies

    University essay from Högskolan Väst/Avd för företagsekonomi

    Author : Jonas Andersson; Frank van Dorsselaer; [2021]
    Keywords : Fair value accounting; IFRS; investment property; dividends; NAV deviation;

    Abstract : Fair value accounting for investment property has been mandatory in the EU since the adoption of IFRS 13 and has been both heavily criticized and praised. Previous research suggests that there are some inherent issues with fair value accounting for investment property, such as lacking reliability and persistence of reported unrealized earnings. READ MORE