Search for dissertations about: "Banks portfolio"

Showing result 1 - 5 of 14 swedish dissertations containing the words Banks portfolio.

  2. 1. Essays on Credit Risk

    Author : Caren Guo Nielsen; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    Abstract : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. READ MORE

  4. 2. Essays on Banking and Portfolio Choice

    Author : Bo Larsson; Hans Wijkander; Jean-Charles Rochet; Stockholms universitet; []
    Keywords : Optimal reserves; Time-diversification; Home bias;

    Abstract : This thesis consists of three self-contained essays in the fields of banking and portfolio choice.Banking and Optimal Reserves in an Equilibrium Model:I address the question of reserves in banking, particularly the fact that reserves are substantially larger than the stipulated reserve requirements by Bank of International Settlements. READ MORE

  5. 3. Trust as a strategy for handling uncertainty in private savings choices

    Author : Anders Carlander; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Trust; Uncertainty; Investments; Delegated portfolio management;

    Abstract : This thesis examines trust in banks and financial expertise as a way of coping with the uncertainty involved in financial decision making. Trust is considered to be beneficial in general and uncertainty is assumed to induce adverse feelings that people will want to get rid of. READ MORE

  6. 4. Essays on banking, credit and interest rates

    Author : Kasper Roszbach; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of four papers, each with an application of a discrete dependent variable model, censored regression or duration model to a credit market phenomenon or monetary policy question. The first three essays deal with bank lending policy, while the last one studies interest rate policy by Central Banks. READ MORE

  7. 5. Essays in empirical finance

    Author : Jieying Li; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : “Going Online? The Motive of Firms to Borrow from the Crowd” investigates firms’ motivation to seek crowdlending using a novel Swedish dataset. Firms that borrow from the crowd have higher growth rates and external financing demand, but lower tangibility and fewer available assets to pledge as collateral, compared with firms that borrow from banks. READ MORE