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Showing result 1 - 5 of 6 swedish dissertations matching the above criteria.

  2. 1. Shaping Risk Management in Banks

    Author : Vikash Kumar Sinha; Mats Engwall; Håkan Kullvén; Torkel Strömsten; Marika Arena; Andrea Mennicken; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; internal audit; risk management; risk culture; Basel models; operational risk; liquidity risk; internrevision; riskhantering; riskkultur; Baselmodellerna; operativ risk; likviditetsrisk; Industriell ekonomi och organisation; Industrial Economics and Management; Business Studies; Företagsekonomi;

    Abstract : 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. READ MORE

  4. 2. Immune complex induced IgG1-rheumatoid factor production

    Author : Eva Nordström; Jan Andersson; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; immunologi; Immunology;

    Abstract : 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). READ MORE

  5. 3. Simulation-Based Approaches in Financial Econometrics

    Author : Pär Sjölander; Mohsen Bahmani-Oskooee; Jönköping University; []
    Keywords : Economics; Nationalekonomi;

    Abstract : 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. READ MORE

  6. 4. Bayesian portfolio selection and risk estimation

    Author : Vilhelm Niklasson; Taras Bodnar; Andreas Stephan; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : 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. READ MORE

  7. 5. A Systemic Approach Framework for Operational Risk : – SAFOR –

    Author : Anna-Maria Kessler; Love Ekenberg; Mats Danielson; Tara Baidya; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; operational risk; systems thinking; decision analysis; interval forecasts; Computer and systems science; Data- och systemvetenskap; Computer and Systems Sciences; data- och systemvetenskap;

    Abstract : 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. READ MORE