Essays about: "bank performance measurement"

Showing result 1 - 5 of 12 essays containing the words bank performance measurement.

  1. 1. Improving term structure measurements by incorporating steps in a multiple yield curve framework

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Villwock; Clara Rydholm; [2022]
    Keywords : Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

    Abstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE

  3. 2. Sustainability Indices and ESG-ratings, the Impact on Corporate Sustainability : a case study using the perspective of a fast-growing Swedish bank

    University essay from SLU/Dept. of Economics

    Author : Sofia Magnér; [2020]
    Keywords : corporate sustainability; CSR; CSV; indices; Ratings; standards; sustainable development;

    Abstract : The sustainability indices and ratings have expanded over the past decade. Due to the growing perception of social responsibility and environmental issues, measurement of the non-financial performance of corporations has become essential and pressure from stakeholders has resulted in new business strategies. READ MORE

  4. 3. Intellectual capital measurement practices in the Swedish banking sector : An explorative study

    University essay from Högskolan i Skövde/Institutionen för handel och företagande

    Author : Max Nordmark; [2017]
    Keywords : intellectual capital; IC; banking sector; Swedish banking sector; intangible assets; intangibles; resource-based view; legitimacy theory; differentiation; intellektuellt kapital; IC; banksektor; svenska banksektorn; immateriell tillgång; resursbaserad teori; legitimitetsteori; differentiering;

    Abstract : Ever since its conception, Intellectual Capital has undergone substantial transformation both in terms of its general definition and its prevalence in external reports. Although consistently focusing on intangibles, over time, intellectual capital has become an area focused on intangibles in accordance with the basic principles of the Resource-Based View regarding how assets can be used to acquire sustainable superior performance. READ MORE

  5. 4. Energy Harvesting Device

    University essay from Lunds universitet/Industriell elektroteknik och automation

    Author : Driton Salihu; [2016]
    Keywords : Energy Harvesting; Rechargeable Batteries; Supercapacitor; ABB; PV; Solar cells; Radio Frequency; Piezoelectric; Thermoelectric generators; PMIC; Amorphous-silicon; Gallium-Arsenide; MPPT; PCB.; Technology and Engineering;

    Abstract : This thesis evaluates the concept of Energy Harvesting as a power source for a serial measurement board used by ABB robots. A background study of possible energy harvesters is included, where the main focus is put on the overall function and what parameters determine the maximum generated power and efficiencies. READ MORE

  6. 5. Closing Time Effects on Derivative Pricing and Risk Measurement

    University essay from Lunds universitet/Matematisk statistik

    Author : Andreas Melin; [2014]
    Keywords : Mathematics and Statistics;

    Abstract : Risk measures such as Value at Risk are highly dependent on a sample of daily returns. The daily return can be measured in different intervals and this thesis examines how the choice of the daily return interval affects derivative pricing, risk measures, fund performance and products with collateral agreements. READ MORE