Sökning: "Kevin Visvanathar"

Hittade 2 uppsatser innehållade orden Kevin Visvanathar.

1. 1. Commodities as a Diversification Instrument: Implications of the Commodity Financialization

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Elin Lundström; Kevin Visvanathar; [2015]
   Nyckelord :Commodities; Index investment; Diversification; Financialization;

   Sammanfattning : This study examines if potential diversification benefits from adding non- energy commodity indices to a portfolio consisting of stocks and bonds have changed over time. This is examined for two types of investors: one that aims to maximize the risk-adjusted return and one who seeks to minimize the portfolio risk. LÄS MER

3. 2. Demand Deposits : Valuation and Interest Rate Risk Management

   Master-uppsats, KTH/Entreprenörskap och Innovation

   Författare :Yang Lu; Kevin Visvanathar; [2015]
   Nyckelord :demand deposits; interest rate risk; market interest rate; stochastic simulation; avistakonton; ranterisk; marknadsranta; stokastisk simulering; nuvarde; replikerande;

   Sammanfattning : In the aftermath of the financial crisis of 2008, regulatory authorities have implemented stricter policies to ensure more prudent risk management practices among banks. Despite the growing importance of demand deposits for banks, no policies for how to adequately account for the inherent interest rate risk have been introduced. LÄS MER