Essays about: "Risk Management"

Showing result 1 - 5 of 1646 essays containing the words Risk Management.

  1. 1. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Abstract : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. READ MORE

  2. 2. Field study of the drought’s impact on feeding strategy and biological parameters in early lactation dairy cattle

    University essay from SLU/Dept. of Animal Nutrition and Management

    Author : Mikaela Würtz; [2019]
    Keywords : dairy cattle; drought; energy balance; feeding; metabolism;

    Abstract : The summer of 2018 was unusually warm and dry. For animal production, this resulted in poor pastures, reduced harvests of crops, such as roughage and grains, and increased risk for heat stress in the animals. The drought led to problems as in shortage of animal feed, which made the feeding of dairy cattle difficult. READ MORE

  3. 3. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach

    University essay from KTH/Optimeringslära och systemteori; KTH/Optimeringslära och systemteori

    Author : Magnus Orrsveden; Emil Tarukoski; [2019]
    Keywords : Collateral Management; Collateral optimization; Operations Research; Linear Programming; Collateral Management; Collateral optimization; Operations Research; Linear Programming;

    Abstract : Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. READ MORE

  4. 4. Exotiska trädarter i urbana miljöer : fördelar, nackdelar och risker kopplat till användningen av exotiskt växtmaterial i urbana miljöer

    University essay from SLU/Department of Landscape Architecture, Planning and Management (from 130101)

    Author : Johan Nilsson; Filip Andersson; [2019]
    Keywords : stadsträd; exotiska; risker; fördelar; urban; hållbar; artdiversitet; invasivitet;

    Abstract : The design of our outdoor environments is today an important part of a functioning city. The cities are growing more densely and the green areas are getting smaller. This means that the presence of vegetation and especially trees in urban environments is of great importance. READ MORE

  5. 5. A New Planning Approach - preparing for an increased flood risk

    University essay from Lunds universitet/Institutionen för arkitektur och byggd miljö

    Author : Astrid Rosén Steen; [2019]
    Keywords : Sustainable Urban Design; City Planning; Planning Development; Climate Adaptation; Flood Risk; A New Approach; Arts and Architecture;

    Abstract : How should we deal with city planning in a world that is rapidly turning urban, without destroying valuable nature assets along the way? The last decades are proof that the system we are using today is not up to the challenge. Therefore this thesis is showing a new approach to how comprehensive city planning can grow from nature based values and a deeper understanding of a city’s foundation. READ MORE