Uppsatser om value at risk

387 uppsatser · sida 8 av 26

Accounting Mismatch

Teoretisk definition med en tillämpning på svenska bankers redovisning

D-uppsats · Handelshögskolan i Stockholm

… at cost whereas under an economic approach instruments are reported at fair value. Hence, under a transactions approach realization becomes a criterion for recognizing fair value fluctuations as revenue whereas under an economic approach it does not. A mixed model is defined as …

Bredspridning av grönmassa :

Examensarbete · SLU

… not continue as long and the forage will perhaps get a higher nutritional value. The capacity of the next machine could also be higher because the rake gives swaths with a lot of material. There is also a possibility that spreading of ley crops gives the material a more …

Demokrati och vetenskap - ett problemfyllt förhållande

Magisteruppsats · Lunds universitet

… problems in the use of science in democracy: uncertainty, risk and hidden values. They suggest that these problems could be solved through citizen participation. In this essay I perform an analysis of the internal logic of their suggestion. Is it likely that citizen …

Om hur en banks value at risk bäst skattas med expected shortfall

Kandidatuppsats · Lunds universitet

… upp VaR-talet vilket motverkar VaR-metodernas (speciellt likaviktad historisk simulations) riskunderskattning. En lagom ES-nivå vid volatilitetsviktad historisk simulation verkar vara cirka 97,3 %, medan en konfidensnivå runt 97,6 % tycks vara optimal vid likaviktad historisk …

Value-at-Risk

Historisk simulering som konkurrenskraftig beräkningsmodell

Kandidatuppsats · Linköpings universitet

Value-at-Risk (VaR) is among financial institutions a commonly used tool for measuring market risk. Several methods to calculate VaR exists and different implementations often results in different VaR forecasts. An interesting implementation is historical simulation, and the …

Belåning av aktier

har riskerna underskattats?

Kandidatuppsats · SLU

… investors borrow with their securities as safety for the loan and the value of thesecurities decrease the investor can get a portfolio with more credit than what is covered bythe value of the securities and risk huge losses. To what extent an investor is allowed toborrow with …

En undersökning av VaR-modeller med Kupiecs Backtest

Kandidatuppsats · Uppsala universitet

… och RiskMetrics prestation utvärderas med hjälp av Kupiecs Backtest. Value at Risk (VaR) beräknas med tre olika konfidensnivåer utifrån Affärsvärldens Generalindex och HSBC kopparindex. Utifrån överträdelser från verkligt utfall undersöks vilken VaR-modell som estimerar …

Identifiering av områden med risk för fosforförluster genom ytavrinning

metodutveckling med GIS

Magisteruppsats · SLU

… method. A Finnish survey was used toadapt the R-factor to the local climate.Values of the LS-, C-, K- and R-factors as well as the potential erosion werecompared with similar studies to assure they were reasonable. For the samereason the total sediment yield was calculated and …

Strategier för framtida utveckling av fastigheter. Ombyggnation Masthugget 11:13

Kandidatuppsats · Chalmers tekniska högskola

… from the sale of the property for residential development. To maximize the value of the property before a sale rents should be driven up and HSB premises rented out. A sale means HSB loses the opportunity to increased value that can be made if the area is developed positively in …

Värdering av katastrofers miljökonsekvenser

Masteruppsats · Lunds universitet

… had on the environment. The other main purpose was to investigate how people value the impact that a disaster can have on the environment. This was made using the tradeoff?method for one of the attributes, the size of the affected area. The people who conducted the survey were …

Utredningar av socialt utsatta barn

en genomlysning av risk- och skyddsfaktorer

Magisteruppsats · Örebro universitet

… the current life situation and life quality of the children discussed? (b) The value of factors concerning risks and protection. (c) How is the children’s own descriptions taken in to consideration? (d) Is gender issues considered? (e) How is Lagerberg’s model (Lagerberg, 1998) …

Miljöteknisk undersökning enligt MIFO

en studie på fastigheten Bodsjölandet 1:14 avseende den nedlagda tjärfabriken i Grötingen

Examensarbete, avancerad nivå · Uppsala universitet

… their levels and potential for migration. Sensitivity and protection value regarding exposure of man and the environment at the site is high, since people live next to the site and River Gimån is a part of the Natura 2000 network. The initial phase of the MIFO method includes a …