Essays about: "Thesis bank s risk management"

Showing result 16 - 20 of 22 essays containing the words Thesis bank s risk management.

  1. 16. Relationship between Currency Carry Trades and Gold Returns : A quantitative study of G-10 currencies: correlation and spillover effects for the last two decades.

    University essay from Umeå universitet/Företagsekonomi

    Author : Johannes Hornbrinck; Jonas Olausson; [2014]
    Keywords : Gold; Currency Carry Trades; Carry Trades; Portfolio choice; Sweden; Gold Hege; Gold diversifier; Gold safe-haven; UIP; Relationship;

    Abstract : Currency carry trade is an investment strategy that recently started gaining a lot of interest not only among investors and financial institutions but also academically. One of the underlying theoretical assumptions regarding the mechanisms of the foreign exchange market, the Uncovered Interest Parity has frequently been disproved in practice which has led to the conclusion that carry trade is profitable in practice. READ MORE

  3. 17. Layered Basket Option Hedging : Currency risk management for multinational corporations

    University essay from IHH, Företagsekonomi

    Author : Gustav Carlsson; Robin Ericsson; [2012]
    Keywords : Currency risk; Hedging; Options; Basket; Forwards; Diversification;

    Abstract : Background: In an increasingly globalized environment, corporations perform transactions across borders on a day-to-day basis. As multinational corporations expand their businesses the number of currencies in their operations increases. The consequence of operating with several currencies is the risk associated with currency fluctuations. READ MORE

  4. 18. The Risk Management Function in the Financial Sector - How Independent are Chief Risk Officers in Swedish Banks?

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Patricia Pålsson; Maria Helmersson; [2012]
    Keywords : CRO; Risk Management; Financial Sector; Independent; Basel Committee on Banking Supervision; Finansinspektionen; Chief Risk Officer; RM; BCBS; FI; Independency; Business and Economics;

    Abstract : The purpose of this thesis is to measure the level of independence of the CRO function in the four major Swedish banks. A lacking independence of the CRO can impose negative outcomes on the organization, and an example of this is Swedish HQ Bank that fell victim to bankruptcy in 2010. READ MORE

  5. 19. Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio

    University essay from Handelshögskolan vid Umeå universitet

    Author : Hosea Ofe; Peter Okah; [2011]
    Keywords : Value at Risk; Back Testing; Kupiec Test; Student T-Distribution; Historical Simulation; Normal Distribution; and Exponentially Weighted Moving Average.;

    Abstract : The role of risk management has gained momentum in recent years most notably after the recent financial crisis. This thesis uses a quantitative approach to evaluate the theory of value at risk which is considered a benchmark to measure financial risk. READ MORE

  6. 20. Measuring and handling risk : How different financial institutions face the same problem

    University essay from Akademin för hållbar samhälls- och teknikutveckling

    Author : Sarah Rörden; Kristofer Wille; [2010]
    Keywords : Risk variables; Risk measurement; Risk management; Modern Portfolio Theory; Diversification; Beta;

    Abstract : Title: Measuring and handling risk - How different financial institutions face the same problem Seminar date: 4th of June, 2010   Level: Bachelor thesis in Business Administration, Basic level 300, 15 ECTS Authors: Sarah Rörden and Kristofer Wille Supervisor: Angelina Sundström Subject terms: Risk variables, Risk measurement, Risk management, Modern Portfolio Theory, Diversification, Beta Target group: Everyone who has basic knowledge of financial theories and risk principles but lacks the understanding of how they can be used in risk management.   Purpose: To understand the different Swedish financial institutions’ way of handling and reducing risk in portfolio investing using financial theories. READ MORE