Essays about: "investment risk crisis"

Showing result 16 - 20 of 68 essays containing the words investment risk crisis.

  1. 16. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting

    University essay from KTH/Matematisk statistik

    Author : Adrian Djerf; [2020]
    Keywords : AT1; CoCo; Contingent Convertible; Trigger Risk; Bonds; Valuation; Financial Mathematics; Hybrid Capital; AT1; CoCo; Contingent Convertible; Trigger risk; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

    Abstract : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. READ MORE

  3. 17. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Accounting for Extension Risk

    University essay from KTH/Matematisk statistik

    Author : Karl Larsson; [2020]
    Keywords : Extension Risk; AT1; CoCo; Contingent Convertible; Bonds; Valuation; Financial Mathematics; Hybrid Capital; Förlängningsrisk; AT1; CoCo; Contingent Convertible; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

    Abstract : The investment and financing instrument AT1, or Contingent Convertible bond, has become popular in the post-crisis capital markets, prompting interest and research in the academic world. The instrument's debt definition but equity boosting properties makes it rather extraordinary, and its stochastic features makes multiple mathematical valuation methodologies relevant, especially with regard to the risk of extending the call date of the instrument. READ MORE

  4. 18. Assessing Vulnerability to Transboundary Climate Risks and Adaptation Options. A Case of East Africa Commission Countries

    University essay from Lunds universitet/Internationella miljöinstitutet

    Author : Tabby Njung'e; [2020]
    Keywords : transboundary climate risks; vulnerability; adaptation; adaptive ability; international trade; risk assessment.; Earth and Environmental Sciences;

    Abstract : Increasing global interconnectivity, in terms of our economies, ecological systems and population dynamics, can reduce or amplify the risks posed by climate change. The ongoing Coronavirus 2019 crisis demonstrates how rapidly disasters and risks can cascade and escalate across countries to become a shared problem globally. READ MORE

  5. 19. Looking behind the curtain : Exploring the role and content of ESG in M&A Due Diligence

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Arvid Rydell; Alexander Leucht; [2020]
    Keywords : Sustainability; M A; ESG; Due Diligence; Environmental; Social; Governance;

    Abstract : Issues surrounding the climate crisis are becoming more visible in society, and as a result, topics concerning sustainability and social responsibility increase in importance. At the same time, global Merger and Acquisition (M&A) activity is increasing. READ MORE

  6. 20. 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