Sökning: "RAROC"

Hittade 2 uppsatser innehållade ordet RAROC.

1. 1. PROFITABILITY MODELLING FOR CREDIT MARKET COMPANY : MODELLING AND EVALUATION OF PROFITABILITY AND CREDIT RISK FOR LARGE CONTRACTS

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Mattias Kvarnerås; Viktor Pettersson; [2020]
   Nyckelord :Credit Risk; Credit; Modelling; Model; Profitability; Kreditrisk; Modell; Modellering; Lönsamhet;

   Sammanfattning : Risk and profitability are two topics that companies today have to face and deal with. There are different type of risks that either directly or indirectly affect the survival of a company. LÄS MER

3. 2. Pricing fixed price electricity contracts in the Nordic region

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Anton Levin; [2018]
   Nyckelord :Fixed price contract; Electricity load; Electricity spot price; vector autoregressive model; RAROC; Pro?le price; Correlation price; Vol- ume risk; Mathematics and Statistics;

   Sammanfattning : In a competitive market like electricity retailing it is crucial for energy providers to estimate risk and cost for ?xed price contracts in order to set competitive but not unpro?table prices. This report calculate three price components that covers the wholesale and retail costs. LÄS MER