Sökning: "Basel models"
Visar resultat 1 - 5 av 6 avhandlingar innehållade orden Basel models.
1. Shaping Risk Management in Banks
Sammanfattning : The recent financial crisis of 2007-08 was a watershed moment in the history of banking. The unprecedented event led to severe scrutiny by standard setters and regulators on how the business of banking is run. As a result of this strict scrutiny, a wide variety of reforms aimed at the second line of defense (risk management) ensued globally. LÄS MER
2. Immune complex induced IgG1-rheumatoid factor production
Sammanfattning : Rheumatoid arthritis is a chronic crippling disease mainly characterised by inflammation in the joints. Most patients with rheumatoid arthritis are seropositive, i.e. have increased serum levels of antibodies against the constant part of IgG, so called rheumatoid factors (RF). LÄS MER
3. Simulation-Based Approaches in Financial Econometrics
Sammanfattning : This doctoral thesis consists of four chapters all related to the field of financial econometrics. The main contributions are based on the empirical evaluation of theories in or related to financial economics supported by the recent advances of models and simulation-based methods in time-series econometrics. LÄS MER
4. Bayesian portfolio selection and risk estimation
Sammanfattning : This thesis concerns portfolio theory from a Bayesian perspective and it includes two papers related to this theme. In the first paper, optimal portfolio weights are derived from a Bayesian perspective to the problem of minimizing the portfolio risk in terms of value at risk (VaR) or conditional value at risk (CVaR) given a certain level of expected return. LÄS MER
5. A Systemic Approach Framework for Operational Risk : – SAFOR –
Sammanfattning : This thesis attempts to describe the essential systems features of a complex real-world domain of operational risk (OR) in banking, by employing general systems theory (GST) as the guiding method. An implementational framework (SAFOR) is presented for operational risk management (ORM), the target of which is to manage and mitigate the risk-around-loss causes. LÄS MER