Essays about: "thesis in funding liquidity"

Showing result 1 - 5 of 11 essays containing the words thesis in funding liquidity.

1. 1. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

   University essay from KTH/Matematik (Avd.)

   Author : Alexandra Benckert; My Loft; [2023]
   Keywords : Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

   Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE

3. 2. Impacts of COVID-19: Funding Business Operations and Adapting Marketing Strategies

   University essay from Umeå universitet/Företagsekonomi

   Author : Sejin Hahn; Sarafat Hossain; [2021]
   Keywords : Adaptation; Crisis Management; Financial Liquidity; Access to Capital; Government Aid; Alternative Finance; Marketing Strategy; Resource-based View RBV ; Customer-Centric; Stakeholder View; Brand; Authenticity; Knowledge; Capabilities; Marketing Management; Marketing-Finance Interface; Paid Marketing; Organic Marketing; Customer Loyalty; Community; Decision-Making;

   Abstract : Purpose -- Given the enduring COVID-19 pandemic, this thesis set out to reveal an updated perspective of the service-oriented small business experience, particularly in their access and choice of financial resources to fund operations and adapt marketing strategy. By the time this study started, it was clear which businesses had been rising with the new tides of swelled categorical demand vs. READ MORE

4. 3. Bonds Portfolio liquidity risk under stress

   University essay from Lunds universitet/Matematisk statistik

   Author : Gabriel Berthet--Nivon; [2020]
   Keywords : Bond market Liquidity Bank liquidity; Mathematics and Statistics;

   Abstract : Abstract The focus of this thesis is to study and model the capacity of the bank to trade on the bonds market under normal and stressed conditions. This capacity is related to the liquidity of bonds market (ie, the ability to trade) and bank’s trading desks capacity to trade. READ MORE

5. 4. Green Bonds: A Study on Expected Returns and Liquidity Effects

   University essay from Göteborgs universitet/Graduate School

   Author : Carl-Anton Bryngelsson; Anton Gavin; [2019-08-08]
   Keywords : Green bonds; Liquidity; Bid-Ask Spread; Fixed income; Expected return; Asset pricing; Bond pricing;

   Abstract : The emerging market of Green bonds has seen a positive growth over the recent years in the presence of the Paris objective of limiting the global warming to 2°C by the year 2100. In addition, fuelled the attention from a broader audience of issuers and investors. READ MORE

6. 5. 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