Sökning: "NII"

Visar resultat 1 - 5 av 7 uppsatser innehållade ordet NII.

  1. 1. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Carl Westerberg; Elvin Rolder; [2023]
    Nyckelord :Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Sammanfattning : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. LÄS MER

  3. 2. The Art of Canon - An artistic approach to the unpublished collection of Cyrillus Kreek.

    Kandidat-uppsats, Göteborgs universitet/Högskolan för scen och musik

    Författare :Arno Gabriel Humal; [2020-06-05]
    Nyckelord :Unpublished works; avaldamata teosed; Cyrillus Kreek’s manuscripts; Estonian Theatre and Music Museum; transcriptions from manuscript; choir polyphony; discovering unperformed music; esitamata teosed; Estonian-Swedish traditional music; Estonian-Swedish folk hymns;

    Sammanfattning : This project explores the 75 unpublished choral pieces from a collection of 150 mixed choir canons written by Cyrillus Kreek. A closer artistic look is being taken at three selected pieces – “Kas sureb nii mu kõige armsam elu?”, “Den signade dag, som vi nu här se” and “Oh Jeesus, sinu valu”. LÄS MER

  4. 3. IRRBB in a Low Interest Rate Environment

    Master-uppsats, KTH/Matematisk statistik

    Författare :Simon Berg; Victor Elfström; [2020]
    Nyckelord :IRRBB; Gap Risk; Basis Risk; Option risk; Interest rate; Yield Curve; Nelson Siegel Svensson; PCA; Cholesky Decomposition; EBA; EVE; NII; Risk; Interest rate risk; IRRBB; Gaprisk; Basrisk; Optionsrisk; Ränta; Avkastningskurva; Nelson Siegel Svensson; PCA; Cholesky Decomposition; EBA; EVE; NII; Risk; Ränterisk;

    Sammanfattning : Financial institutions are exposed to several different types of risk. One of the risks that can have a significant impact is the interest rate risk in the bank book (IRRBB). In 2018, the European Banking Authority (EBA) released a regulation on IRRBB to ensure that institutions make adequate risk calculations. LÄS MER

  5. 4. On the risk relation between Economic Value of Equity and Net Interest Income

    Master-uppsats, KTH/Matematisk statistik

    Författare :André Berglund; Carl Svensson; [2017]
    Nyckelord :;

    Sammanfattning : The Basel Committee has proposed a new Pillar 2 regulatory framework for evaluating the interest rate risk of a bank's banking book appropriately called Interest Rate Risk in the Banking Book. The framework requires a bank to use and report two different interest rate risk measures: Economic Value of Equity (EVE) risk and Net Interest Income (NII) risk. LÄS MER

  7. 5. The Road to Bankruptcy: A study on Predicting Financial Distress in Sweden

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Nii Lartey Quarcoo; Patrik Smedberg; [2014]
    Nyckelord :financial distress; bankruptcy; Altman; ratios; cash flows; discriminant analysis; Sweden; retail; service; prediction.;

    Sammanfattning : This thesis aims to study whether cash flow ratios can predict corporate financial distress in Sweden by employing multiple discriminant analysis. It was inspired by the Altman Z-score, which was adjusted for this aim. This study adopted a positivist epistemology and objectivist ontology. LÄS MER