Essays about: "value at risk methods"
Showing result 16 - 20 of 204 essays containing the words value at risk methods.
-
16. Machine Learning to predict student performance based on well-being data : a technical and ethical discussion
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : The data provided by educational platforms and digital tools offers new ways of analysing students’ learning strategies. One such digital tool is the wellbeing platform created by EdAider, which consists of an interface where students can answer questions about their well-being, and a dashboard where teachers and schools can see insights into the well-being of individual students and groups of students. READ MORE
-
17. Into the Trading Book: Estimating Expected Shortfall
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. READ MORE
-
18. Modelling Risk in Real-Life Multi-Asset Portfolios
University essay from KTH/Matematik (Avd.)Abstract : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. READ MORE
-
19. Electrical Discharge Interaction with Lithium-Ion Battery Vent Gases: Investigations using High-Speed Imaging and Breakdown Analysis
University essay from Lunds universitet/Institutionen för energivetenskaperAbstract : The increasing drive for sustainable and eco-friendly transportation has made the electrification of cars a top priority in the energy and transportation sectors. Ensuring the safety of electrical vehicle (EV) batteries is of the utmost importance. READ MORE
-
20. Tree Species Impact on Forest Fire Spread Susceptibility in Sweden
University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskapAbstract : Klimatförändringar förväntas leda till längre brandperioder och ökad brandrisk. I Sverige, där homogen produktionsskog utgör största delen av landskapet, finns ett behov av bättre förståelse för skogens mottaglighet för bränder för att kunna mildra risker. READ MORE