Essays about: "Risk Marginal"

Showing result 21 - 25 of 84 essays containing the words Risk Marginal.

  1. 21. Anomaly Detection using a Deep Learning Multi-layer Perceptron to Mitigate the Risk of Rogue Trading

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Erik Hedström; Philip Wang; [2021]
    Keywords : Deep Learning; Machine Learning; Multi-layer Perceptron MLP ; Neural network; Rogue Trading;

    Abstract : The term Rogue Trading is defined as the activity of someone at a financial organisation losing a large amount of money in bad or illegal transactions and trying to hide this. The activity of Rogue traders exposes financial organisations to huge risks and may lead to the organisation collapsing, which will affect other stakeholders like, for example, the customers. READ MORE

  3. 22. The OMXS Dividend Aristocrats A multivariate regression and risk analysis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : William Fridström; [2021]
    Keywords : Dividend; OMXS; Return; Regression; Risk Reward; Business and Economics;

    Abstract : Dividends effect on stock prices and shareholders return is a disputed subject in finance. The purpose of this thesis is to expand on the existing research both the effect of dividends in general and on stocks on the Swedish market in particular. READ MORE

  4. 23. Evaluating Markov Chain Monte Carlo Methods for Estimating Systemic Risk Measures Using Vine Copulas

    University essay from KTH/Matematisk statistik

    Author : Rasmus Guterstam; Vidar Trojenborg; [2021]
    Keywords : Systemic Risk; Value-at-risk; Risk allocation; Risk contributions; Markov Chain Monte Carlo; No-U-Turn Sampler; Metropolis-Hastings; Monte Carlo; Vine Copula; Systemisk Risk; Value-at-risk; Riskallokering; Riskbidrag; Markov Chain Monte Carlo; No-U-Turn Sampler; Metropolis-Hastings; Monte Carlo; Vine Copula;

    Abstract : This thesis attempts to evaluate the Markov Chain Monte Carlo (MCMC) methods Metropolis-Hastings (MH) and No-U-Turn Sampler (NUTS) to estimate systemic risk measures. The subject of analysis is an equity portfolio provided by a Nordic asset management firm, which is modelled using a vine copula. READ MORE

  5. 24. A Quantitative Evaluation of Systemic Risk in the European Banking Sector

    University essay from Göteborgs universitet/Graduate School

    Author : Jimmy Andersson; Anders Svernling; [2020-07-07]
    Keywords : Systemic risk measures; Systemic risk contribution; European banking supervision; Risk rankings;

    Abstract : This paper proposes a cross-section analysis of systemic risk in the European banking sector. The absence of a general definition of systemic risk makes it difficult to use a single, practically relevant model. READ MORE

  6. 25. An Evaluation of Price Determinants and the Economics of Supplying Vaccines: A Tradeoff Between the Wealth of Firms and the Health of Nations

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Maja Ekman; Nina Maria Lancelot; [2020]
    Keywords : vaccines; price discrimination; market concentration; patents; risk; Business and Economics;

    Abstract : This paper aims to investigate the price determinants of vaccines, using economic theory and multiple linear regression analysis. Due to uncertain returns of investment in research and development, the volatility of demand, and the winner-take-all element of patent races, supplying vaccines entails substantial risks. READ MORE