Essays about: "thesis on banks securities"
Showing result 1 - 5 of 11 essays containing the words thesis on banks securities.
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1. Matching Trades with Confirmations via Contrastive Learning : Asymmetric Contrastive Learning on Text Data
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In the banking world trades of securities are finalized every day, on behalf of the banks themselves or of their clients. When the trades have been booked by the front office the confirmations sent by the counterparty have to be checked and connected to the correct trade by hand, posing the question whether this process could not be automated using machine learning techniques. READ MORE
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2. The effect of asset purchases on repo rates: Evidence from Germany
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : In recent years, repo rates declined markedly below the European Central Bank (ECB) deposit facility rate, the rate at which banks receive interest for their excess reserves. This coincides with the ECB's Asset Purchase Programs (APPs) launch in October 2014. READ MORE
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3. Comparing the Liquidity-Adjusted Expected Shortfall Models Over High and Low Liquid Stocks Portfolios: Empirical Results on Thailand Stock Market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The stylized fact that stock markets are not perfectly liquid propels banks to incorporate liquidity risk in the risk metrics so that market risk can be managed properly. Disregarding liquidity risk can lead to an underestimation of overall risk and substantial losses. READ MORE
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4. Performance analysis of the Swedish Pension Fund Market using CAPM
University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknikAbstract : The Capital Asset Pricing Model (CAPM) is frequently used in the world of finance to predict the price of various securities. In this thesis, the model will be examined on the Swedish pension fund market to evaluate three main questions. READ MORE
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5. Valuation of Contingent Convertible Bonds
University essay from KTH/Matematisk statistikAbstract : Contingent convertible bonds are hybrid capital instruments, contingent on some form of indicator of financial distress of the issuing bank. Following the financial crisis, these instruments are proposed as a solution to the moral hazard issue of banks too big to fail. READ MORE