Essays about: "kapitalkrav"

Showing result 1 - 5 of 20 essays containing the word kapitalkrav.

1. 1. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Michael Zanetti; Philip Güzel; [2023]
   Keywords : Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

   Abstract : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. READ MORE

3. 2. Modeling Interest Rate Risk in the Banking Book

   University essay from KTH/Matematik (Avd.)

   Author : Måns Ulmgren; [2022]
   Keywords : applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

   Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE

4. 3. Climate change and Banking regulation: How Swedish professionals think about regulating climate-related risk drivers

   University essay from Lunds universitet/Miljö- och energisystem

   Author : Jakob Gustafsson; [2022]
   Keywords : Climate-related risk drivers; physical risk; transition risk; financian risk; banking regulation; interview study; Technology and Engineering;

   Abstract : Syfte: Denna masteruppsats ämnar att deskriptivt beskriva hur bankanställda och experter på bankregleringsområdet ser på de regleringen av de finansiella risker som härrör från klimatförändringarna. Material och metod: Semistrukturerade expertintervjuer genomfördes med fem bankanställda från svenska banker av olika storlek samt med fyra experter på bankreglering och en expert på översvämningar och havsnivåhöjning. READ MORE

5. 4. Modelling of Capital Requirements using LSTM and A-SA in CRR 3

   University essay from KTH/Matematik (Avd.)

   Author : William Gan; [2022]
   Keywords : Capital Requirements; machine learning; neural networks; financial mathematics; risk management; CRR 3; FRTB; Kapitalkrav; maskininlärning; neurala nätverk; finansiell matematik; riskhantering; CRR 3; FRTB;

   Abstract : In response to the Great Financial Crisis of 2008, a handful of measures were taken to increase the resilience toward a similar disaster in the future. Global financial regulatory entities implemented several new directives with the intention to enhance global capital markets, leading to regulatory frameworks where financial participants (FPs) are regulated with own fund's requirements for market risks. READ MORE

6. 5. Real Estate Tokenizing : Blockchain Technology in Real Estate

   University essay from KTH/Fastigheter och byggande

   Author : Johannes Wåhlin; [2021]
   Keywords : real estate tokenizing; blockchain; smart contracts; liquidity; fastighetstransaktioner; blockchain; smarta kontrakt; likviditet;

   Abstract : Real estate assets are often considered as illiquid due to capital and transaction barriers. As a response, real estate tokenizing is a rising phenomenon. READ MORE