Sökning: "exchange rate exposure"

Visar resultat 1 - 5 av 56 uppsatser innehållade orden exchange rate exposure.

  1. 1. Valutarisken inom Stockholmsbörsen - En kvantitativ undersökning av OMXS30-bolagens valutaexponering

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Felix Hult; Mahdi Rahideh; André Rosdahl; [2023]
    Nyckelord :currency exposure; currency risk; hedging; KIX; OMXS30; Business and Economics;

    Sammanfattning : Title: The Foreign Exchange Risk of the Stockholm Stock Exchange, a Quantitative Analysis of the Foreign Exchange Risk Exposure of OMXS30-Firms. Seminar date: 1 June 2023. Course: FEKH89, Bachelor’s Thesis in Corporate Finance. Authors: Felix Hult, Mahdi Rahideh & André Rosdahl. LÄS MER

  3. 2. Foreign Exchange Rate Derivatives and Firm Value

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Love Kalms; Maja Sterner; Lisa Sterner; [2023]
    Nyckelord :derivative; hedging; exchange rate exposure; firm value; Tobin’s Q; Business and Economics;

    Sammanfattning : Using Tobin’s Q as an approximation of firm value, this paper aims to examine the effect of foreign exchange rate derivatives on firm value. Risk management is viewed by many as one of the most vital aspects of corporate- and business strategy. LÄS MER

  4. 3. Measurement of sectoral concentration with multiple factors

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Victor Norrbin; [2022]
    Nyckelord :Concentration risk; Sector concentration; Credit risk; Time series analysis; Principal component analysis; Monte carlo simulation; Multi-factor model;

    Sammanfattning : One of banks core businesses today is to, in various ways, lend capital to the market and in return receive interest rate. But giving out credit comes with great risk and, therefore, precautions need to be taken. It is impossible to forecast exactly which obligor (borrower) that will default on its exposure. LÄS MER

  5. 4. Hantering av svenska investerares valutarisk i amerikanska tillgångar : Hur svansrisken i en amerikansk aktie och obligationsportfölj denominerad i SEK påverkas av en optimal valutahedge

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ivar Hedrén; Henrik Käller Åkesson; [2022]
    Nyckelord :CVaR; tail risk; foreign exchange risk; USD:SEK; hedging; covariation; CVaR; svansrisk; valutarisk; USD:SEK; hedging; samvariation;

    Sammanfattning : För investerare vars portföljer utgörs av internationella investeringar är det i synnerhet viktigt att begrunda beroendestrukturen mellan internationella investeringar och valutakurser. Detta på grund av den valutarisk som investeraren exponerar sig mot utöver de internationella tillgångarnas inneboende risk. LÄS MER

  7. 5. Impacts of climate change on indoor thermal comfort in typical Swedish residential buildings - Assessing risks for human health

    Master-uppsats, Lunds universitet/Avdelningen för Energi och byggnadsdesign; Lunds universitet/Institutionen för arkitektur och byggd miljö

    Författare :Jessica Rumpca; [2022]
    Nyckelord :Climate change; Swedish building stock; Indoor thermal comfort; Overheating risk; Health-impact assessment; Human temperature-exposure; Temperature-related morbidity and mortality; Human excess vulnerability; Technology and Engineering;

    Sammanfattning : There is strong evidence that climate change has a direct impact on humans and extreme temperatures have been linked to negative health impacts and increasing mortality. The heat wave of 2018 caused up to 8.2% more deaths compared to the year before in Sweden, with higher impacts in other parts of the world. LÄS MER