Essays about: "equity bank"

Showing result 1 - 5 of 76 essays containing the words equity bank.

  1. 1. A Utility Approach: Strategy Analysis and Optimization

    University essay from Lunds universitet/Matematisk statistik

    Author : Magnús Ólafur Sigurdsson; [2019]
    Keywords : Utility optimization; Portfolio analysis; Dynamic programming; Bellman equation.; Technology and Engineering;

    Abstract : Utility theory and Monte Carlo simulations are used to calculate optimal allocation for long term as well as, risk averse investors with a portfolio consisting of one risky asset and one risk-free bank account. The problems solved in this thesis are divided into two types, static and dynamic. READ MORE

  2. 2. Systemic risk and the market-to-book value of banks' equity

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Florian Moritz Meier; Yuqing Meng; [2019]
    Keywords : Banks; Financial Crisis; Government Guarantees; Market-to-book Value; Risk;

    Abstract : The goal of this thesis is to investigate whether market participants considered possible government guarantees when valuing banks' equity before the recent financial crisis and to what extent the market value of banks' equity is useful to estimate their exposure to systemic risk. Using a theoretical approach, we first present our argument that anticipated government guarantees in case of a systemic breakdown lead to financing costs of debt being independent from a bank's exposure to systemic risk. READ MORE

  3. 3. Systemic risk and bank equity valuation: A study of the market-to-book value and government guarantees

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Camilla Nydahl; Emma Rydén; [2019]
    Keywords : Government guarantees; Banks; Market-to-book value; Systemic risk; Financial crisis;

    Abstract : In previous research, it has been argued that a link exists between the equity valuation of a bank and its tail risk. The relationship has been attributed to government guarantees and how they create a synthetically low cost of debt, which increases the incentive to take on risk. READ MORE

  4. 4. The effect of sponsored equity research on stock prices

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Wijk; [2019]
    Keywords : Sponsored equity research; commissioned research; event study; abnormal returns; Business and Economics;

    Abstract : This paper examines the effect from issuer-sponsored equity research on stock prices in Sweden. This kind of reports has risen in popularity and today, over 290 firms in Sweden are covered by a sponsored equity research. To reach a conclusion, a traditional event study was performed on 141 Swedish firms between the years of 2008 and 2019. READ MORE

  5. 5. Debt Funds : Alternative Financing on the Swedish Real Estate Market

    University essay from KTH/Bank och finans; KTH/Bank och finans

    Author : Victor Holmen; Linus Svensson; [2019]
    Keywords : Debt funds; Real Estate; Alternative financing options; Swedish Real Estate Market; Skuldfonder; Fastigheter; Alternativa Finansieringslösningar; Svenska Fastighetsmarknaden;

    Abstract : Banks have become increasingly restrictive in their lending towards real estate, a development that is expected to continue due to further regulations, such as the Basel framework, and the emergence of new alternative financing options. As described by interview respondents, companies have shown an increased preference for a mix of capital sources following the financial crisis of 2008, which has led to an increase in demand on the capital and alternative markets. READ MORE