Sökning: "Likviditetsrisk"
Visar resultat 1 - 5 av 31 uppsatser innehållade ordet Likviditetsrisk.
1. An Analysis of the Swedish Real Estate Bond Market: Characteristics, Opportunities, and Risks : A combination of a qualitative and quantitative study
Master-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : In the aftermath of the 2008 financial crisis, the debt capital market in Sweden experienced rapid growth, resulting in a doubling of its size. In recent years, real estate companies have become increasingly dependent on financing through the capital markets. LÄS MER
2. Cash management i små företag
Kandidat-uppsats, Högskolan i Skövde/Institutionen för handel och företagandeSammanfattning : Bakgrund: Det råder ett alltmer hårt företagsklimat i dagens samhälle, därför är det viktigt att företag har en så god hantering av affärsprocesserna i verksamheten som möjligt. Det område som då blir meningsfullt att arbeta med är cash management. LÄS MER
3. Sustainable Versus Non-Sustainable Equities: An Empirical Analysis of Return, Risk and Liquidity
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : In order to create a sustainable portfolio, more sustainable assets may be chosen to be included and less sustainable assets may be chosen to be excluded from the portfolio. A potential risk that could arise as a result, is that the choice to include or exclude assets may affect the liquidity profile of the portfolio. LÄS MER
4. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. LÄS MER
5. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank
Master-uppsats, KTH/Matematisk statistikSammanfattning : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. LÄS MER