Sökning: "credit institutions"

Visar resultat 26 - 30 av 175 uppsatser innehållade orden credit institutions.

  1. 26. Macroprudential Policy Activity and Financial Inclusion: Cross-country analysis of macroprudential tool use

    Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Marinó Örn Ólafsson; [2022]
    Nyckelord :Macroprudential Policy; Financial Inclusion; Financial Stability; Financial Development; Financial Systems; Financial Institutions; Banking Crises; Financial Policy; Business and Economics;

    Sammanfattning : Research suggests that multiple trade-offs and synergies characterise the relationship between financial inclusion and financial stability. For example, expanding access to financial services can lead to a more stable banking system but also excessive credit growth and decreased stability. LÄS MER

  3. 27. Hållbarhetsrapportering i banksektorn : En studie om hållbarhetsrapporteringens utveckling

    Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Amanda Andersson; Fanny Hammarsten; [2022]
    Nyckelord :CSR; Agenda 2030; ÅRL; hållbarhetsrapport; Hållbarhet; CONI-modellen;

    Sammanfattning : Under de senaste decennierna har CSR-begreppet blivit ett omtalat ämne. Det ökade hållbarhetsintresset och ökade oron för världen kom att påverka Agenda 2030. Agendan influerade vidare lagändring i Sverige i Årsredovisningslagen år 2017 som berörde vilka företag som behöver upprätta en lagstadgad hållbarhetsrapport. LÄS MER

  4. 28. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Jan Müller; [2022]
    Nyckelord :Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Sammanfattning : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. LÄS MER

  5. 29. Artificial Intelligence and Machine Learning usage in credit risk management - A study from the Swedish financial services industry

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Aila Emma Mesihovic; Henrik Nordström; [2021-02-24]
    Nyckelord :;

    Sammanfattning : Credit risk management is a fundamental process established in almost every financial institution. There are various tools and methods that financial institutions can use in order to mitigate risks among their loan takers. LÄS MER

  7. 30. Modern Credit Value Adjustment

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Wojciech Ratusznik; [2021]
    Nyckelord :Credit Value Adjustment; Monte Carlo simulations; Artificial neural networks; Financial risk management; Stochastic calculus; Kreditvärdejustering; Monte Carlo simuleringar; Artificiella neurala nätverk; Riskvärdering; Stokastisk analys;

    Sammanfattning : Counterparty risk calculations have gained importance after the latest financial crisis. The bankruptcy of Lehman Brothers showed that even large financial institutiones face a risk of default. Hence, it is important to measure the risk of default for all the contracts written between financial institutions. LÄS MER