Sökning: "Systemic risk measures"
Visar resultat 6 - 10 av 20 uppsatser innehållade orden Systemic risk measures.
6. Evaluating Markov Chain Monte Carlo Methods for Estimating Systemic Risk Measures Using Vine Copulas
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis attempts to evaluate the Markov Chain Monte Carlo (MCMC) methods Metropolis-Hastings (MH) and No-U-Turn Sampler (NUTS) to estimate systemic risk measures. The subject of analysis is an equity portfolio provided by a Nordic asset management firm, which is modelled using a vine copula. LÄS MER
7. Det borde skrivas en avvikelse på avvikelsehanteringen under pandemin : En kvalitativ studie av avvikelsehanteringen under covid-19-pandemin inom särskilda boenden i kommunal regi
Magister-uppsats, Mittuniversitetet/Institutionen för kvalitets- och maskinteknikSammanfattning : Coronakommissionen drog 2020 slutsatsen att strukturella samt organisatoriska brister förekommer inom särskilda boenden (Coronakommissionen, 2020). WHO:s (2017) studier inom hälso- och sjukvården visar att misstag ofta beror på bristfälliga system, processer och arbetsförfaranden. LÄS MER
8. A Quantitative Evaluation of Systemic Risk in the European Banking Sector
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This paper proposes a cross-section analysis of systemic risk in the European banking sector. The absence of a general definition of systemic risk makes it difficult to use a single, practically relevant model. LÄS MER
9. On Shock Propagation in Financial Networks
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknikSammanfattning : This thesis develops a simplified financial network model for an interbank lending system which is then analyzed in terms of contagion when exposed to external liquidity shocks. The aim is to understand how individual institutions and the network structure affect the shock propagation and finding factors that increase respectively decrease the systemic risk of the network. LÄS MER
10. Antibodies against type II collagen in rheumatoid arthritis. Extended investigations in a large case-control study.
Master-uppsats, Uppsala universitet/Institutionen för biologisk grundutbildningSammanfattning : Abstract Introduction Failure in the mechanism of self-tolerance in T or B cells can lead to autoimmunity. One of the autoimmune diseases is rheumatoid arthritis (RA), which is a chronic inflammatory disease of unknown cause and is characterized by systemic inflammation, autoantibodies and joint destruction. LÄS MER