Essays about: "marknadsrisk"

Showing result 1 - 5 of 11 essays containing the word marknadsrisk.

  1. 1. Upplevda risker och riskhantering hos svenska lantbruksföretag : en kvalitativ intervjustudie om spannmåls- och grönsaksproducenters upplevda risker, riskhanteringsprocess och support

    University essay from SLU/Dept. of Biosystems and Technology (from 130101)

    Author : Emil Hermansson; Oskar Olsson; [2023]
    Keywords : Risk; riskhantering; riskhanteringsprocess; support; rådgivning; spannmålsproducenter; grönsaksproducenter;

    Abstract : Det svenska lantbruket har under de senaste åren utsatts för flera utmaningar. Torka, en pandemi och krig är inget som den svenska lantbrukarkåren har någon inverkan på men påverkan mot företagen blir stor. READ MORE

  3. 2. Effects of ESG on Market Risk : A Copula and a Regression Approach to CoVaR

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

    Author : Viktor Thornqvist; [2023]
    Keywords : ESG; CoVaR; Market Risk; Quantile Regression; Copula; Fund Portfolios; ESG; CoVaR; Marknadsrisk; Kvantilregression; Copula; Fondportföljer;

    Abstract : With a background in EU regulations and an increased interest in Environmental, Social, and Governence (ESG) policies in companies when investing, this thesis considers the individual contributions to market risk in portfolios by different ESG parameters. It explores two different methods to examine if there are effects consistent across the whole Nordic markets, and the possibility to express any effects within portfolios in a clear way. READ MORE

  4. 3. Social Movement Effects on the Market Economy : The Impacts of Anti-Extradition Law Amendment Bill movement on Hang Seng Properties index

    University essay from KTH/Fastigheter och byggande

    Author : Junyuan Guo; [2020]
    Keywords : Hang Seng Properties index; political turmoil; market performance; Effekter av sociala rörelser på marknadsekonomin;

    Abstract : The aim of this thesis is to analyze the effects of political instability on the market performance. The Anti Extradition movement in Hong Kong will be the study object and its impact on the Hang Seng Properties Index will be tested. The market performance will be measured with the parameters market risk and risk premium. READ MORE

  5. 4. Extreme Value Theory Applied to Securitizations Rating Methodology

    University essay from KTH/Matematisk statistik

    Author : Tarek Barbouche; [2017]
    Keywords : Extreme Value Theory; Exchange rates; Block Maxima; Peaks-over-Threshold; Securitization; Extremvärdesteori; Valutakurser; Block Maxima; Peaks-over-Threshold; Värdepapperisering;

    Abstract : One of today’s financial trends is securitization. Evaluating Securitization risk requires some strong quantitative skills and a deep understanding of both credit and market risk. For international securitization programs it is mandatory to take into account the exchange-rates-related risks. READ MORE

  6. 5. Investment Opportunities for Swedish Life Insurance Companies

    University essay from KTH/Matematisk statistik

    Author : Pontus Rufelt; [2016]
    Keywords : ;

    Abstract : Since the new risk sensitive regulation Solvency II was enabled the 1st of January 2016 the European insurance companies have to review their investment strategies. Insurance companies are among the largest institutional investors in Europe holding EUR 6.7 trillion assets, thus major changes in their asset management can impact the capital markets. READ MORE