Essays about: "Sensitivities"

Showing result 21 - 25 of 85 essays containing the word Sensitivities.

  1. 21. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book

    University essay from KTH/Matematik (Avd.)

    Author : Gabriella Hulström; [2021]
    Keywords : Adjoint algorithmic differentiation; Economic Value of Equity; Interest Rate Risk; Net Interest Income; Risk Management; Adjoint algoritmisk derivering; Ekonomiskt Värde av Eget Kapital; Ränterisk; Räntenetto; Riskhantering;

    Abstract : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. READ MORE

  3. 22. The Hidden Side Effects of Recommendation Systems : A study from user perspective to explore the ethical aspects of Recommender systems

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

    Author : Saad Tariq; [2021]
    Keywords : Recommendation system; algorithm; data privacy; ethics of recommendation systems.;

    Abstract : This study analyzes the recommendation systems from a user’s perspective and identifies five areas of concern in developing and using a recommendation system. The study’s methods are focus group discussions with Data scientists and Full-stack developers working in the industry. READ MORE

  4. 23. Publicly Listed or Privately Held: A Comparison of Investment Behavior

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Andrea Nordquist; Wilma Tillqvist; [2021]
    Keywords : Investment level; Investment sensitivity; Private firms; Public firms; Empire-building;

    Abstract : We compare investment levels and investment sensitivities of public and private firms along the dimensions of assets, human capital and innovation. For a sample constructed to include a broad universe of Swedish firms, we find that public firms have higher investment levels and investment sensitivities than those that are private, with the differences being statistically and economically significant. READ MORE

  5. 24. Exploring pathways for Norwegian green hydrogen A techno-economic evaluation of value chains for Power-to-Hydrogen from the Norwegian North Sea

    University essay from Lunds universitet/Miljö- och energisystem

    Author : Theo Nyberg; [2021]
    Keywords : Hydrogen; ammonia; methanol; Power-to-Hydrogen; Power-to-X; value chain assessment; Technology and Engineering;

    Abstract : Renewable hydrogen can be transported using different hydrogen carriers and modes of transport. Each carrier and mode is associated with different drawbacks and benefits relating to – among other factors – storage density and losses. READ MORE

  6. 25. Different compartmental models’ sensitivities to uncertain parameters

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

    Author : Albin Andreasson; Robert Mellberg; [2021]
    Keywords : ;

    Abstract : When Covid-19 was discovered, a lot of models were created to try and predict the spread of the disease. One problem with these models is that the knowledge of the virus was sparse in the beginning, making it harder to model it. READ MORE