Search for dissertations about: "liquidity crisis"

Showing result 1 - 5 of 7 swedish dissertations containing the words liquidity crisis.

2. 1. Essays on the Economics of Banks and Markets

   Author : Ettore Panetti; Per Krusell; Elena Carletti; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; banks; default; economic growth; financial liberalization; financial markets; hidden trades; insurance; liquidity; policy coordination; market participation; regulation; Economics; nationalekonomi;

   Abstract : This thesis consists of three essays.The first essay, “A Theory of Bank Illiquidity and Default with Hidden Trades”, develops a theory of banking to explore how the availability of trading opportunities for both banks and individual investors affects the link between illiquidity and default in the financial system. READ MORE

4. 2. 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

5. 3. Essays on Information Transmission and Crisis Spillover in the Financial Markets

   Author : Dinh-Vinh Vo; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Central bank communication; ECB; exchange rates; sentiment; LDA; textual analysis; cross-section of stock returns; news-implied volatility; financial contagion; interdependence; global banking system;

   Abstract : This doctoral dissertation comprises three independent essays on information transmission and crisis spillover in the financial markets. The research questions are examined in the context of the foreign exchange market, the stock market and the global banking system. READ MORE

6. 4. Essays on Financial Technology and SME Finance : A Tale of Two Effects of the Global Financial Crisis: Financing SMEs and Innovative Financing

   Author : Ed Saiedi; Anders Broström; Ali Mohammadi; Felipe Ruiz Lopez; Tom Vanacker; KTH; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Corporate Finance; Entrepreneurial Finance; Global Financial Crisis; Financial Innovation; Small and Medium Enterprises; Industriell ekonomi och organisation; Industrial Economics and Management;

   Abstract : The financial crisis of 2008-2009 took place exactly half a century after the publication of the seminal Modigliani and Miller (M&M) theorem, often called the capital structure irrelevance principle. This timing is curious since the crisis has highlighted the significance of deviations from assumptions of this theorem, i.e. READ MORE

7. 5. Empirical studies in money, credit and banking : the Swedish credit market in transition under the silver and gold standards 1834-1913

   Author : Anders Ögren; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The empirical results reached in this thesis contradict the traditional theoretical view of money as being exogenously introduced into an economy as a medium of exchange intended to reduce the transactions costs associated with barter. Instead money was endogenously created in the form of credit. READ MORE