Essays about: "Swedbank"

Showing result 1 - 5 of 106 essays containing the word Swedbank.

  1. 1. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Khaled Jrideh; [2023-05-26]
    Keywords : ;

    Abstract : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. READ MORE

  3. 2. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Carl Westerberg; Elvin Rolder; [2023]
    Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE

  4. 3. A Study of Risk Factor Models: Theoretical Derivations and Practical Applications

    University essay from KTH/Matematik (Avd.)

    Author : Yuanlin Dong; [2023]
    Keywords : interest rates; foreign exchange rates; models; counterparty credit risk; räntor; valutakurser; modeller; motpartsrisk;

    Abstract : This thesis provides an end-to-end picture of the modelling of interest rates and Foreign Exchange (FX) rates. We start by defining the FX rates and the interest rates. After having a good understanding of the basics, we take a deep dive into the approaches commonly used to model interest rates and FX rates respectively. READ MORE

  5. 4. Adverse Selection : The Effect of Short-Term Adverse Selection on the Swedish Stock Market

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Jonathan Nestenborg; Jonathan Erch; [2023]
    Keywords : abnormal volume; adverse selection; announcements; data analysis; information asymmetry; traded volume; Swedish stock market; t-test; regression.;

    Abstract : This paper aims to analyze the phenomenon of adverse selection of its presence and potential short-term impact on the Swedish stock market. Adverse selection refers to a situation where information asymmetry among market participants might lead to potential imbalances in information and unfairness among all market participants. READ MORE

  6. 5. How did Swedbank live up to the demands of its shareholders and the public in a legitimate way? : A case study of the money laundering scandal at Swedbank.

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Johan Andersson; Bushra Rasheed; [2023]
    Keywords : Stakeholders; legitimacy; Swedbank;

    Abstract : The money laundering scandal at Swedbank has in the past been investigated from different perspectives. There appeared to be a lack of studies which investigated banking scandals in the financial service sector using the stakeholder theory and the legitimacy theory. READ MORE