Sökning: "Daniel Basel"

Visar resultat 6 - 7 av 7 uppsatser innehållade orden Daniel Basel.

  1. 6. Bankernas räntesättning och dess påverkande faktorer

    Uppsats för yrkesexamina på avancerad nivå, Företagsekonomi

    Författare :Daniel Svedjevik; Klas Sundin; [2012]
    Nyckelord :;

    Sammanfattning : Since the financial crisis of 2007, the global financial market has been characterized by instability. At the same time the banks’ lending rates and its link to the reporänta have been in the spotlight in various debates in the media. LÄS MER

  3. 7. An empirical evaluation of Value-at-Risk during the financial crisis

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Daniel Selling; Nicklas Norling; [2010]
    Nyckelord :Value-at-Risk; Backtesting; Kupiec’s test; Historical Simulation; Normal distribution; Log-normal distribution; Student’s t-distribution; GARCH 1; 1 ; Basel.; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : In the latest financial crisis, risk management and forecasts of market losses played a crucial role in the area of finance. This thesis evaluates the theory of Value-at-Risk through a quantitative study of two non-parametric approaches and three parametric: Basic- and volatility-weighted Historical Simulation, Normal distribution, Log-normal distribution and Student’s t-distribution. LÄS MER