Sökning: "Liquidity risk"

Visar resultat 11 - 15 av 234 uppsatser innehållade orden Liquidity risk.

  1. 11. Different regulatory regimes and banking crises - The role of moral hazard

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Felix Olsson-Lejon; [2023]
    Nyckelord :Moral hazard; Bonus regulations; Liquidity regulations; Silicon Valley Bank; Business and Economics;

    Sammanfattning : Since 1988 there have been international attempts to regulate banks with the Basel Rules; despite these international efforts to regulate banks within the Basel Rules, the rules have been insufficient. The financial crisis of 2008 highlighted the importance of regulatory oversight in the banking sector. LÄS MER

  3. 12. The Development of Debt Policies : A Case Study of Investor’s and Industrivärden’s Portfolio Companies

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Alma Karlsson; Jenny Olsson; [2023]
    Nyckelord :debt; debt policies; ownership; investment companies; time series; content analysis;

    Sammanfattning : Debt financing can be seen as both an opportunity to increase profits as well as a financial risk and is thus an important issue for company owners to consider. This study examines the portfolio companies of the investment firms Investor and Indsutrivärden, and how their debt policies have developed from 2004 to 2022. LÄS MER

  4. 13. Aktielikviditetens roll på den finansiella marknaden : En kvantitativ studie om sambandet mellan aktielikviditet och avkastning

    Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

    Författare :Anna Johansson; Emmy Svensson; [2023]
    Nyckelord :Liquidity; Trading volume; Liquidity provider; Abnormal return; Nasdaq OMX Stockholm; Likviditet; Handelsvolym; Likviditetsgarant; Abnormal avkastning; Nasdaq OMX Stockholm;

    Sammanfattning : Bakgrund: Förutom avkastning och risk är likviditet en väsentlig faktor vid investeringsbeslut och enligt tidigare studier är småbolag mindre likvida än stora bolag. Däremot råder det ej konsensus angående hur sambandet mellan aktielikviditet och aktieavkastning ser ut. LÄS MER

  5. 14. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Max Ehn; Marcus Jämte; [2023]
    Nyckelord :Optimal portfolio re-balancing; optimal liquidation; minimize transaction costs; trading-volume estimation; stochastic optimization; Financial mathematics; tracking error; execution strategies; opportunity costs; liquidation costs; applied mathematics; PRIIP regulation; Swing-pricing;

    Sammanfattning : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. LÄS MER

  7. 15. Trends in the Capital Structure and Risk Assessment of Swedish Real Estate Companies : A Study on the Impact of the 2022-2023 Shift in Interest Rates

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Karolina Landgärds; Hanna Lövgren; [2023]
    Nyckelord :Real estate; Capital structure; Financial risk; Interest rate risk; Fastigheter; Kapitalstruktur; Finansiell risk; Ränterisk;

    Sammanfattning : This study aims to analyse the changes in the capital structure of Swedish real estate companies over the past five years, with a particular focus on the period 2022-2023, characterised by the policy interest rate increasing from zero to 3.5 percent. LÄS MER