Essays about: "investment bank risk management"

Showing result 1 - 5 of 19 essays containing the words investment bank risk management.

  1. 1. The Impact of the Recession on Swedish Real Estate Companies : A Study of Financial Strategy and Risk Management of Companies with Different Credit Ratings

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Greta Aronsson; Elsa Johannessen; [2023]
    Keywords : Credit Rating; Financial Strategy; Risk Management; Capital Structure; Capital Market Financing; Bank Financing; Real Estate Market; Kreditbetyg; Finansiell strategi; Riskhantering; Kapitalstruktur; Kapitalmarknadsfinansiering; Bankfinansiering; Fastighetsmarknaden;

    Abstract : The world's economies are in a turbulent phase where rising inflation has hit the global and Swedish economy hard. The Central Bank of Sweden has raised the policy rate expansively in recent months, with the intention of curbing inflation. READ MORE

  3. 2. Enterprise Risk Management Implementation and Default Risk: Evidence of Bank Industry in China and Nordic Countries

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jiabao Yan; Junyu Wang; [2020]
    Keywords : Enterprise Risk Management; chief risk officer; bank performance; text-based method; LASSO; Business and Economics;

    Abstract : With the development of the global economy in the 21st century, enterprise risk management (ERM) has been more impactfully implemented by firms. Academics have studied the relationship between ERM and firms’ performance, yet few studies have covered the relationship between ERM and default risk, let alone the comparison study between banks in China and banks in Nordic countries, the two important markets in Asia and Europe. READ MORE

  4. 3. Modeling of non-maturing deposits

    University essay from KTH/Matematisk statistik

    Author : Fredrik Stavrén; Nikita Domin; [2019]
    Keywords : Financial mathematics; time series analysis; replicating portfolio; risk management; risk analysis; econometric anaylsis; non-maturing deposits; SARIMA; Random forest regression; EBA; BCBS; Finansiell matematik; tidsserieanalys; replikeringsportfölj; riskhantering; riskanalys; Ekonometrisk analys; Icke-tidsbunden inlåning; ARIMA; SARIMA; SARIMAX; Random Forest Regression; EBA; BCBS;

    Abstract : The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. READ MORE

  5. 4. Anticipated Events’ Impact on FX Options’ Implied Volatility

    University essay from Lunds universitet/Matematisk statistik

    Author : Frej Håkansson; Björn Nilsson; [2018]
    Keywords : Volatility frown; implied volatility; jump model; anticipated event; SABR; FX Options; Mathematics and Statistics;

    Abstract : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. READ MORE

  6. 5. The Role of Gold in an Investment Portfolio : An empirical study on diversification benefits of gold from the perspective of Swedish investors

    University essay from Umeå universitet/Företagsekonomi

    Author : Nelly Fernando; [2017]
    Keywords : Gold; Investment Portfolio;

    Abstract : Human interaction with gold can be traced far back in history, and throughout history, the metal has been both worshipped and fought for. People almost intuitively place a high value on this yellow metal and gold has always had a special place in the human heart. READ MORE