Essays about: "market multiplier"
Showing result 1 - 5 of 6 essays containing the words market multiplier.
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1. Reverse Stress Test Optimization : A study on how to optimize an algorithm for reverse stress testing
University essay from Umeå universitet/Institutionen för fysikAbstract : In this thesis we investigate how to optimize an algorithm that determines a scenario multiplier for a reverse stress test with a method where predefined scenarios are scaled. The scenarios are composed by different risk factors that represents market events. READ MORE
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2. Bitcoin and Stock Market Indexes Causality
University essay from Högskolan i Jönköping/Internationella HandelshögskolanAbstract : This paper studies Granger Causality relations between Bitcoin and 5 stock market indexes which are Japan, Russia, South Korea, Sweden and the United States. The time-period examined is from 2013 to 2017 and all the tests are conducted based on daily data. READ MORE
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3. Mitigating Procyclicality due to Minimum Capital Requirements in the Swedish Banking Sector
University essay from Lunds universitet/Matematisk statistikAbstract : This study explores methods for mitigating procyclicality due to calculations of minimum capital requirements to cover credit risk. The basis for calculations are provided by the Basel Committee in the Basel accords and the main concern is that they could strengthen the amplitude of economic cycle fluctuations. READ MORE
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4. Financial Rations as Bankruptcy Indicators: The case of Financially Distressed Firms in Sweden
University essay from Göteborgs universitet/Graduate SchoolAbstract : Financial distress and corporate bankruptcy has been a common occurrence back into the century and of late has witnessed a multiplier effect in the global market; firms are running short of cash flows to meet up not only with their debt financing, but also with the cost of daily operations. This study examine some financial ratios using financial reports of groups of Swedish bankrupt and active companies for the period 1996 to 2003 with the aim to determine most significant and reliable ratios for predicting bankruptcy. READ MORE
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5. Remittances and Income Inequality in Croatia
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The objective of this case study is to analyze the impacts of remittances on income distribution in Croatia. The thesis is based on the balance of payments data and the data from national household surveys. The results suggest that remittances have contributed to an equalized income distribution in the country over time. READ MORE