Essays about: "risk management, banks"

Showing result 21 - 25 of 135 essays containing the words risk management, banks.

1. 21. STRESS TESTING AN SME PORTFOLIO : Effects of an Adverse Macroeconomic Scenario on Credit Risk Transition Matrices

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

   Author : Siri Almqvist; Oskar Nordin; [2021]
   Keywords : Stress test; SME; Transition Matrix; Credit Risk; Statistical Analysis; Machine Learning;

   Abstract : The financial crisis of 2007-2008 was a severe global crisis causing a worldwide recession. One of the main contributing factors of the crisis was the excessive risk appetite of banks and financial institutions. READ MORE

3. 22. Hedging of a foreign exchange swapbook using Stochastic programming

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Emma Bohlin; Jonatan Harling; [2021]
   Keywords : term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

   Abstract : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. READ MORE

4. 23. Option Pricing using Artificial Neural Networks

   University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

   Author : Jan Müller; [2021]
   Keywords : Physics and Astronomy;

   Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE

5. 24. Prosperity and security? : a study of resilience in Handelsbanken

   University essay from SLU/Dept. of Economics

   Author : Wilhelm Jarnvall; [2021]
   Keywords : resilience; financial crisis; banking; regulations; organisation culture; crisis management;

   Abstract : This thesis identifies the factors that make the Swedish bank Handelsbanken resilient. Throughout the financial crises in recent memory, Handelsbanken has remained strong and managed to avoid bailouts from the Swedish government. READ MORE

6. 25. Adaptation to ClimateChange : Climate Scenario Analysis in the Swedish Banking Sector

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : MOLLY HEDMAN; GRETA KNUTSSON; [2021]
   Keywords : Master’s Degree project; TCFD; climaterelated risks; scenario analysis; transparency; comparability; banking sector; Examensarbete; TCFD; klimatrelaterade risker; scenarioanalys; transparens; jämförbarhet; banksektorn;

   Abstract : Climate change presents financial risks for banks and must therefore be treated accordingly. To assess and manage these risks, banks are expected to apply scenarioanalysis and adopt the TCFD’s recommendations on climate-related risk disclosures. READ MORE