Sökning: "Economic capital models"

Visar resultat 6 - 10 av 169 uppsatser innehållade orden Economic capital models.

  1. 6. Economic Policy Uncertainty and Stock Market Performance: The Role of CSR

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Albin Hammarberg; Victor Möller; [2023]
    Nyckelord :Economic Policy Uncertainty; Corporate Social Responsibility; Capital Asset Pricing Model; Fama French Three Factor Model; Stock Market Returns;

    Sammanfattning : This research study aims to examine the association between economic policy uncertainty (EPU) and stock market performance, and to investigate whether corporate social responsibility (CSR) has an impact on this relationship. The dataset used in this study comprises firms listed on the S&P 500 index from 2013 to 2022 and is applied on two models, the Capital Asset Pricing Model and Fama French Three Factor Model. LÄS MER

  3. 7. Economic Capital Models : Methods for fitting loss distributions

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

    Författare :William Fritzell; [2023]
    Nyckelord :Economic Capital; Distribution fitting; MCMC;

    Sammanfattning : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. LÄS MER

  4. 8. Foreign Direct Investment to Encourage Sustainable Development in South America

    Magister-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Gabriela Isabel Otero Lastra; [2023]
    Nyckelord :sustainable development; economic growth; social development; environmental conservation; foreign direct investment; South America.; Business and Economics; Earth and Environmental Sciences;

    Sammanfattning : The seventeen sustainable development goals are the response of the United Nations to make efforts for economic growth, social development, and environmental conservation. International organizations, governments, and the private sector play a fundamental role to achieve the 2030 Agenda of sustainable development. LÄS MER

  5. 9. Modeling Interest Rate Risk in the Banking Book

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Måns Ulmgren; [2022]
    Nyckelord :applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

    Sammanfattning : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. LÄS MER

  7. 10. Decomposing the Consumption Response to Monetary Policy Shocks in Australia

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Jessica Geraghty; [2022]
    Nyckelord :Consumption; Household heterogeneity; Income distribution; Marginal propensity to consume; Monetary policy transmission;

    Sammanfattning : Does monetary policy affect households differently depending on their position on the income distribution? If so, what drives the differences? This paper attempts to answer these questions by decomposing changes in consumption following a monetary policy shock into several direct and indirect channels of transmission. Although direct channels of transmission are the most important in traditional representative agent models, the indirect channels are dominant when households are heterogeneous. LÄS MER