Essays about: "value at risk"

Showing result 26 - 30 of 849 essays containing the words value at risk.

  1. 26. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

  3. 27. Analys av startstatus hos varmblodiga ridhästar

    University essay from SLU/Dept. of Animal Breeding and Genetics

    Author : Ylva Blom; [2023]
    Keywords : SWB; startstatus; arvbarheter; genetiska korrelationer;

    Abstract : Avelsmålet för den svenska varmblodiga ridhästen, SWB, är att producera ”en ädel, korrekt och hållbar varmblodshäst som genom sitt prestationsinriktade temperament, sin ridbarhet, goda rörelse- och/eller hoppförmåga är internationellt konkurrenskraftig”. I avelsvärderingen för SWB används idag resultat från unghästbedömning samt livstids ackumulerade poäng från tävling. READ MORE

  4. 28. Leveraging green hydrogen to decarbonise the aviation industry : A case study on electrofuels in Sweden

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Jakob Bergene; Jonathan Bruchhausen; [2023]
    Keywords : Electrofuel; e-fuel; electrokerosene; e-kerosene; SAF; sustainable aviation fuel; sustainable aviation; complementarity formation mechanisms; technology value chains; TVC; Techno-economic analysis; TEA; Elektrobränsle; e-bränsle; elektrofotogen; e-fotogen; SAF; sustainable aviation fuel; sustainable aviation; komplementära formationsmekanismer; technology value chains; TVC; Techno-economic analysis; TEA;

    Abstract : For the EU to reach its 2050 climate targets the aviation industry that is highly dependent on fossil fuels needs to drastically reduce its emissions. In the decarbonisation of the aviation industry drop-in sustainable aviation fuels (SAFs) have been identified as a promising solution to abate the industry’s emissions. READ MORE

  5. 29. The Challenges of Achieving Work-Life Balance in the Digital Age: A Study of Young Professionals : Exploring the Impact of New Ways of Working on Early Career Adults

    University essay from Umeå universitet/Företagsekonomi

    Author : Hugo Ljungkvist; Marcus Moore; [2023]
    Keywords : Work-life balance; New Ways of Working; YoungProfessionals;

    Abstract : Technological advancements have paved the way for flexible working arrangements across offices globally. This has fundamentally changed the notion of how work should be conducted, causing new opportunities and challenges to arise. READ MORE

  6. 30. Risk Assessment of Digital Assets – Insurance Applications in Cryptocurrencies and NFTs

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Roberto Delgado Ferrezuelo; [2023]
    Keywords : Blockchain; NFTs; private key; phishing; floor price; rarity; cold wallet; hot wallet; risk premium; Technology and Engineering;

    Abstract : The aim of the project is to develop a framework for an insurance policy for digital assets. The project comprised several stages, starting with the identification of risks associated with these assets. Policyholders were then categorized into two groups based on a predefined rating factor. READ MORE