Essays about: "thesis on bank risk management"

Showing result 16 - 20 of 41 essays containing the words thesis on bank risk management.

1. 16. The Performance of Market Risk Models for Value at Risk and Expected Shortfall Backtesting : In the Light of the Fundamental Review of the Trading Book

   University essay from KTH/Matematisk statistik

   Author : Katja Dalne; [2017]
   Keywords : Risk Management; Financial Time Series; Value at Risk; Expected Shortfall; Monte Carlo Simulation; GARCH modeling; Copulas; Hybrid Distribution; Generalized Pareto Distribution; Extreme Value Theory; Backtesting; Liquidity Horizon; Basel regulation.;

   Abstract : The global financial crisis that took off in 2007 gave rise to several adjustments of the risk regulation for banks. An extensive adjustment, that is to be implemented in 2019, is the Fundamental Review of the Trading Book (FRTB). READ MORE

3. 17. Turned Tables in The Global Economy : Chinese Outward Foreign Direct Investment and Cultural Risk Reduction in Sweden

   University essay from Södertörns högskola/Företagsekonomi

   Author : Carl-David Lundström; Ingrid Höllisch; [2017]
   Keywords : Outward foreign direct investment; FDI; internationalization; Uppsala model; network approach; born-global; bred-global; establishment; risk; risk reduction; Sweden; China; guanxi; guanxiwang; Hofstede; trade-facilitating organizations; investment-facilitating organizations; psychic distance; cultural distance;

   Abstract : Background: People’s Republic of China has attracted much FDI throughout the decades. According to the World Bank (2016), China has received approximately 20 per cent of the total FDI to developing countries the last ten years which has contributed to the country’s huge economic growth. READ MORE

4. 18. A framework for modeling the liquidity and interest rate risk of demand deposits

   University essay from KTH/Matematisk statistik

   Author : Peter Henningsson; Christina Skoglund; [2016]
   Keywords : Non-maturing liabilities; Liquidity risk; Interest rate risk; Vasicek short rate model; Deposit volume modeling; Deposit rate modeling; Valuation of demand deposits;

   Abstract : The objective of this report is to carry out a pre-study and develop a framework for how the liquidity and interest rate risk of a bank's demand deposits can be modeled. This is done by first calibrating a Vasicek short rate model and then deriving models for the bank's deposit volume and deposit rate using multiple regression. READ MORE

5. 19. Operational RiskManagement Improvements within Internal Control Frameworks

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Nazanin Bagherzadeh; Kateryna Jöehrs; [2015]
   Keywords : Risk Management; Operational Risk; Operational Risk Management; Internal Control; Risk Governance; IT System Risk; Reputational Risk;

   Abstract : Operational Risk Management has gained attentions to itself in the recent years. Although a liquidity crisis, but Global Financial Crisis has had impacts on all areas of risk namely operational risk at financial institutions. READ MORE

6. 20. Socially Responsible Investment and Sustainable Banking - Principles for reorienting a regional/local bank’s business towards sustainability

   University essay from Lunds universitet/Internationella miljöinstitutet

   Author : Tobias Hörnlein; [2015]
   Keywords : Socially Responsible Investment; Sustainable Banking; Business Strategy; Corporate Social Responsibility; Sustainable Development; Financial Institutions; Business and Economics;

   Abstract : This thesis is constructed on an examination of the global principles and operational methods of Socially Responsible Investment (SRI) and their linkage to Corporate Social Responsibility (CSR). These phenomena have implications for the sustainable banking business, which aims to deliver banking products and services aligned with a triple-bottom-line corporate approach contributing to sustainable development in the financial sector. READ MORE