Sökning: "treasury risk management thesis"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden treasury risk management thesis.

1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

   Kandidat-uppsats, Umeå universitet/Företagsekonomi

   Författare :Anthony Baugi; Eugene Zhang; [2024]
   Nyckelord :Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

   Sammanfattning : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. LÄS MER

3. 2. Strategies for mitigating foreign exchange risk

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Fredrik Bergman; Markus Rosén; [2021]
   Nyckelord :FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

   Sammanfattning : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. LÄS MER

4. 3. An analysis of the underlying variables on the credit spread of the Swedish corporate bond market

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Markus Olofsgård; Philip Göransson; [2020]
   Nyckelord :Statistics; applied mathematics credit spread; regression analysis; corporate bonds; Statistik; tillämpad matematik; kreditspread; regressionsanalys; företagsobligationer;

   Sammanfattning : The purpose of this thesis is to define which variables affect the average credit spread on the Swedish bond market. The study is conducted via the help of Enter Fonder, who contributes with data and insight into the Swedish corporate bond market. Earlier research has put a lot of weight on the connection between default risk and credit spread. LÄS MER

5. 4. Measuring Interest Rate Risk in the Treasury Operations of an International Industrial Company Group : A Case Study of Toyota Industries Finance International

   Magister-uppsats, Företagsekonomi

   Författare :Erik Håkansson; Viktor Åberg; [2012]
   Nyckelord :Interest rate risk; treasury department; duration model; convexity; repricing model; stress test; Ränterisk; treasury; duration; konvexitet; repricing; stresstest;

   Sammanfattning : Background: The volatility in the interest rate market have increased during the last decade and this have made interest rate risk management more important for  both financial institutions and non-financial companies with short- and long term financial commitments. Objective: The main objective of this thesis is to analyze different ways of measuring interest rate risk in the treasury operations an international industrial company group. LÄS MER

7. 5. Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio

   Master-uppsats, Handelshögskolan vid Umeå universitet

   Författare :Hosea Ofe; Peter Okah; [2011]
   Nyckelord :Value at Risk; Back Testing; Kupiec Test; Student T-Distribution; Historical Simulation; Normal Distribution; and Exponentially Weighted Moving Average.;

   Sammanfattning : The role of risk management has gained momentum in recent years most notably after the recent financial crisis. This thesis uses a quantitative approach to evaluate the theory of value at risk which is considered a benchmark to measure financial risk. LÄS MER