Essays about: "too big to fail"

Showing result 1 - 5 of 13 essays containing the words too big to fail.

  1. 1. A Quantitative Evaluation of Systemic Risk in the European Banking Sector

    University essay from Göteborgs universitet/Graduate School

    Author : Jimmy Andersson; Anders Svernling; [2020-07-07]
    Keywords : Systemic risk measures; Systemic risk contribution; European banking supervision; Risk rankings;

    Abstract : This paper proposes a cross-section analysis of systemic risk in the European banking sector. The absence of a general definition of systemic risk makes it difficult to use a single, practically relevant model. READ MORE

  3. 2. The influence of consolidation and internationalization on systemic risk in the financial sector

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Rinke Bakker; [2018]
    Keywords : Marginal Expected Shortfall; Internationalization; Mergers and Acquisitions; Banking; Consolidation;

    Abstract : This paper analyses the impact of banking mergers on systemic risk, with in particular if internationalization prior to acquisition increases systemic risk. By using the marginal expected shortfall methodology for an international sample of mergers, a significant increase in systemic risk is found as a result of mergers in the financial sector. READ MORE

  4. 3. Comparison between proactive block replacement with no inventory and separate reactive replacement with inventory

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Tobias Bengtsson; [2017]
    Keywords : Block replacement; separate replacement; inventory; no inventory;

    Abstract : To become a successful company today all costs, must be kept to a minimum. To make sure they are companies need to try new methods and policies to get closer to an optimum production. One of the things that need attention is the inventory of spare parts and the replacement of the same. READ MORE

  5. 4. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure

    University essay from Lunds universitet/Matematisk statistik

    Author : Johan Gustavsson; [2017]
    Keywords : OTC; Counterparty credit risk; HW1F; Market price of risk; CVA; Potential Future Exposure; Expected Exposure; Bermudan swaption; Stochastic Grid Bundling Method; SGBM.; Mathematics and Statistics;

    Abstract : The notional amounts outstanding of over-the-counter (OTC) derivatives had grown exponentially for almost two decades and its rapid growth were mainly due the increase in OTC interest rate derivatives. As of december 2014, the total notional amounts outstanding in the global OTC market was 630 trillions USD and the OTC interest rate derivatives represents about 80% of the market. READ MORE

  6. 5. Valuation of Contingent Convertible Bonds

    University essay from KTH/Matematisk statistik

    Author : Alexander Back; William Keith; [2016]
    Keywords : Contingent Convertible Bonds; Hybrid Capital; Capital Structure; Capital Adequacy Regulation; Basel III; Risk-NeutralValuation;

    Abstract : 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