Essays about: "Sector concentration risk"

Showing result 1 - 5 of 12 essays containing the words Sector concentration risk.

1. 1. Industry Effects on Stock Price Crash Risk: Quantifying Industry Effects and the Effect of Structural Industry Characteristics

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Indra Berlin; Tuva Broström; [2023]
   Keywords : Stock Price Crash Risk; Industry Level Effects; Industry Concentration; Industry Growth Rate; Industry Profitability;

   Abstract : This paper empirically investigates the determinants of stock price crash risk at the industry level. Prior research has largely focused on firm-level and macro-level factors that impact stock price crash risk, with little attention being drawn to inter-industry differences. READ MORE

3. 2. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Michael Zanetti; Philip Güzel; [2023]
   Keywords : Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

   Abstract : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. READ MORE

4. 3. Measurement of sectoral concentration with multiple factors

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Victor Norrbin; [2022]
   Keywords : Concentration risk; Sector concentration; Credit risk; Time series analysis; Principal component analysis; Monte carlo simulation; Multi-factor model;

   Abstract : One of banks core businesses today is to, in various ways, lend capital to the market and in return receive interest rate. But giving out credit comes with great risk and, therefore, precautions need to be taken. It is impossible to forecast exactly which obligor (borrower) that will default on its exposure. READ MORE

5. 4. Does competition in the EU banking market lead to lower interest margins? : A panel data analysis on how market competition affects banks interest margin across EU countries

   University essay from Södertörns högskola/Nationalekonomi

   Author : Daniel Henriksson; Anna Ottosson; [2021]
   Keywords : Bank; Interest margin; Market concentration; European Union; Bank; Räntemarginal; Marknadskoncentration; Europeiska unionen;

   Abstract : This study analyses the bank market competition and bank interest margins in the European Union member countries banking sector during the period 2007–2019, using panel data analysis and aggregated data for each country ́s banking sector. Our starting point is the theory about market structure and two structural indexes are used as proxies of the degree of market competition. READ MORE

6. 5. Study of high flash point ethyl alcohol-based secondary fluids applied in Ground Source Heat Pumps systems

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Luis Enrique Carrion Domenech; [2019]
   Keywords : indirect refrigeration system; secondary fluid; flammability; alcohols; geothermal heat pump systems; properties.;

   Abstract : Ethyl alcohol (ethanol) as secondary fluids is very popular as heat transfer fluid for indirect refrigeration system with ground source heat pump systems (GSHP) in several countries such as Sweden, Norway, Switzerland, Finland and other European countries. There have been several researches about the future ofthe refrigeration sector, refrigerants and refrigeration systems. READ MORE