Essays about: "Stress Testing Scenarios"

Showing result 1 - 5 of 12 essays containing the words Stress Testing Scenarios.

  1. 1. Generating Extreme Value Distributions in Finance using Generative Adversarial Networks

    University essay from KTH/Matematik (Avd.)

    Author : William Nord-Nilsson; [2023]
    Keywords : Extreme Value Theory; Generative Adversarial Networks; Stress Testing; Machine Learning; Convolutional Neural Networks; evtGAN; Extreme Events; Extremvärdesteori; Generativa nätverk; Stresstestning; Maskininlärning; Djupt neuralt nätverk; evtGAN; Extrema händelser;

    Abstract : This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. READ MORE

  2. 2. Designing of One Directional Wave Tank

    University essay from Uppsala universitet/Institutionen för elektroteknik

    Author : Shivansh Ringe; [2020]
    Keywords : Wave tank; Ansys Fluent; SolidWorks; CFD; Design;

    Abstract : Uppsala University wants to make a wave tank which can be used for experiment and education purpose. The project's aim is to get design parameters required to make a wave tank, design the wave tank, to do analysis on wave parameters taken from results and analysis of material which can be used to construct it. READ MORE

  3. 3. Were Swedish Banks Prepared for the Great Lockdown? Stress Testing Banks’ Capital Levels in Light of Historical Crises and Covid-19

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Simon Leo; Johan Bärnheim; [2020]
    Keywords : Basel; Covid-19; Financial Crises; Financial Stability; Stress Tests; Business and Economics;

    Abstract : In modern history, Sweden has experienced two major financial crises: the early 1990s and the global financial crisis in 2008. During the last decades, there has been an increased global focus on regulating and supervising banks, where Basel III is the leading framework. Today, one of the most debated issues within the global economy is Covid-19. READ MORE

  4. 4. Scenario Creation for Stress Testing Using Copula Transformation

    University essay from Umeå universitet/Institutionen för fysik

    Author : Gustav Nystedt; [2019]
    Keywords : Stress Testing; Stress Testing Scenarios; Scenario Generation; Copulas; t-copulas; Copula Transformation;

    Abstract : Due to turbulence in the financial market throughout history, stress testing has become a growing part of the risk analysis performed by clearing houses. Events connected to previous crises have increased the demand for prudent risk exposure, and in this thesis we investigate regulators view on how CCPs should construct risk scenarios to meet best practice for stress testing their members’ composite portfolios. READ MORE

  5. 5. Developing a Virtual Consumer: From Human Skin to FE Modelling

    University essay from Lunds universitet/Avdelningen för Biomedicinsk teknik

    Author : Viktor Hultgren; Gustaf Svanberg; [2019]
    Keywords : FEM; Skin; Dermis; Motion Capture; Technology and Engineering;

    Abstract : In the 'on-the-go' society of today, the use of single unit beverage packages has increased. Consequently, the interaction between the consumer and the package have also attracted greater interest when trying to gain advantages in a competitive market. READ MORE