Sökning: "Liquidity Horizon"
Hittade 5 uppsatser innehållade orden Liquidity Horizon.
- Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik
Sammanfattning : With ever increasing regulatory pressure financial institutions are required to carefully monitor their liquidity risk. This Master thesis focuses on asserting the appropriateness of time series models for forecasting deposit volumes by using data from one undisclosed financial institution. LÄS MER
2. The Performance of Market Risk Models for Value at Risk and Expected Shortfall Backtesting : In the Light of the Fundamental Review of the Trading BookMaster-uppsats, KTH/Matematisk statistik
Sammanfattning : 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). LÄS MER
3. Dividends and risks in banks : An investigation of a relationship between dividends and risks in Nordic banksUppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi
Sammanfattning : Banks represent one of the most important parts of the economy in the world. As a result, decisions of bank management affect not just the direct bank stakeholders but the state of the economy and society as a whole. LÄS MER
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : In this study we have examined the informational content of OMXS30 index European style call and put Options which are traded on the OMX Swedish stock exchange by applying extensions of the BS model. Firstly, we use two models (Gram-Charlier expansion and Model-Free) to obtain robust implied higher order moment estimates. LÄS MER
5. Stock Repurchases - A Fashion in the Corporate Wardrobe? : A Quantitative Study of Institutional Isomorphism within the Swedish Industrial SectorMagister-uppsats, Umeå universitet/Handelshögskolan vid Umeå universitet; Umeå universitet/Handelshögskolan vid Umeå universitet
Sammanfattning : In May 2000 share repurchases were legalized in Sweden, with the purpose to provide companies with an efficient and flexible way to distribute capital. To buy back shares gives companies several benefits which are discussed in our study. LÄS MER
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