Sökning: "Liquidity risk"

Visar resultat 1 - 5 av 150 uppsatser innehållade orden Liquidity risk.

  1. 1. Bank capital and liquidity creation. An empirical study of the Scandinavian Banks

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Awais Shah; Said Lahiani; [2018-07-04]
    Nyckelord :liquidity creation; capital requirements; Basel III regulations; big and small banks; credit intermediation; Scandinavian countries;

    Sammanfattning : MSc in Finance.... LÄS MER

  2. 2. A self-normalizing neural network approach to bond liquidity classication

    Master-uppsats, KTH/Matematisk statistik

    Författare :Gustav Kihlström; [2018]
    Nyckelord :;

    Sammanfattning : Bond liquidity risk is complex and something that every bond-investor needs to take into account. In this paper we investigate how well a selfnormalizing neural network (SNN) can be used to classify bonds with respect to their liquidity, and compare the results with that of a simpler logistic regression. LÄS MER

  3. 3. Algoritmisk handel - en kartläggning av risk, volatilitet, likviditet och övervakning

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi; Södertörns högskola/Företagsekonomi

    Författare :Mimmi Elofsson Bjesse; Emma Eriksson; [2018]
    Nyckelord :Algorithmic Trading; High Frequency Trading; Volatility; Liquidity; MiFID II;

    Sammanfattning : As technological changes have revolutionized the way financials assets are traded today, algorithmic trading has grown to become a major part of the world's stock markets. This study aims to explore algorithmic trading through the eyes of different market operators. LÄS MER

  4. 4. Förhållandet mellan risk och avkastning vid fastighetsinvesteringar : En jämförelse mellan kommersiella fastigheter och bostadsfastigheter

    Kandidat-uppsats, Högskolan i Halmstad/Akademin för ekonomi, teknik och naturvetenskap; Högskolan i Halmstad/Akademin för ekonomi, teknik och naturvetenskap

    Författare :Andreas Broberg; Calle Göransson; [2018]
    Nyckelord :risk; risk assessment; commercial real estate; residential real estate; return on investment; real estate investment; risker; riskbedömning; kommersiella fastigheter; bostadsfastigheter; avkastningskrav; fastighetsinvesteringar;

    Sammanfattning : Twice a year, NAI Svefa publishes a report containing statistics on Sweden's real estate market.The report shows that commercial real estate on average has a clearly higher rate of returncompared to residential real estate. Risk and return have a close relationship where investorswho take a higher risk also expect a higher return. LÄS MER

  5. 5. On Shock Propagation in Financial Networks

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknik

    Författare :Isabelle Rosenberg; Viktor Svensson; [2018]
    Nyckelord :Technology and Engineering;

    Sammanfattning : This thesis develops a simplified financial network model for an interbank lending system which is then analyzed in terms of contagion when exposed to external liquidity shocks. The aim is to understand how individual institutions and the network structure affect the shock propagation and finding factors that increase respectively decrease the systemic risk of the network. LÄS MER

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