To see the other types of publications on this topic, follow the link: Deposit risk.

Dissertations / Theses on the topic 'Deposit risk'

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Deposit risk.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Coleman, Anthony Dale Franklin Banking &amp Finance Australian School of Business UNSW. "The determinants of supervisory risk ratings of Australian deposit-taking institutions." Publisher:University of New South Wales. Banking & Finance, 2008. http://handle.unsw.edu.au/1959.4/41221.

Full text
Abstract:
A key feature of best practice prudential supervision of financial institutions is the use of a risk rating system to formalise the outcome of supervisory reviews and ongoing monitoring processes. The Australian Prudential Regulation Authority (APRA) implemented the Probability and Impact Rating System (PAIRS) in 2002. Given the favourable economic conditions in which PAIRS was developed and has so far operated, any form of validation using backtesting methods is prevented. Consequently, this thesis seeks to develop a framework with which to evaluate and better understand the PAIRS risk rating
APA, Harvard, Vancouver, ISO, and other styles
2

Henningsson, Peter, and Christina Skoglund. "A framework for modeling the liquidity and interest rate risk of demand deposits." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187478.

Full text
Abstract:
The objective of this report is to carry out a pre-study and develop a framework for how the liquidity and interest rate risk of a bank's demand deposits can be modeled. This is done by first calibrating a Vasicek short rate model and then deriving models for the bank's deposit volume and deposit rate using multiple regression. The volume model and the deposit rate model are used to determine the liquidity and interest rate risk, which is done separately. The liquidity risk is determined by a liquidity quantile which estimates the minimum deposit volume that is expected to remain in the bank o
APA, Harvard, Vancouver, ISO, and other styles
3

Абралава, Н. А. "Теоретические аспекты оценки депозитного риска". Thesis, Українська академія банківської справи Національного банку України, 2005. http://essuir.sumdu.edu.ua/handle/123456789/62325.

Full text
Abstract:
Риски свойственны всем сферам банковской деятельности, не является исключением и деятельность банка по привлечению средств клиентов во вклады. Одной из важных задач при этом является управление денежными средствами, основным этапом которого является оценка риска оттока средств со счетов, т.е. депозитного риска.
APA, Harvard, Vancouver, ISO, and other styles
4

Carletti, Elena. "An economic analysis of bank risk-taking : stability, deposit contracts and lending relationships." Thesis, London School of Economics and Political Science (University of London), 2000. http://etheses.lse.ac.uk/1620/.

Full text
Abstract:
This thesis provides an economic analysis of bank risk-taking, addressing the relation between stability and competition, the efficiency of demandable debt as an incentive device for bankers, and the interaction between the structure of credit relationships, bank monitoring and loan rates. Chapter 1 reviews the literature on stability, regulation and competition in banking. The survey is organised around two dimensions of instability: vulnerability to runs and panics, and excessive risk taking. It turns out that the existing literature largely ignores the impact of competition on stability and
APA, Harvard, Vancouver, ISO, and other styles
5

Dubé, Pascal. "Geostatistical analysis of the troilus deposit : uncertainty and risk assessment of the mine planning strategy." Thesis, Université Laval, 2006. http://www.theses.ulaval.ca/2006/23419/23419.pdf.

Full text
Abstract:
Ce mémoire étudie l’effet de l’incertitude locale et spatiale sur les réserves du gisement d’or Troilus. Deux méthodes géostatistiques ont été utilisées, soit le krigeage des indicatrices et la simulation séquentielle des indicatrices. En premier lieu, une nouvelle interprétation géologique du gisement a été faite basée sur les trous de forage d’exploration. Pour chaque zone définie, une série de variogrames ont été calculés et un modèle de bloc a été interpolé par krigeage des indicatrices. La calibration de ce modèle a été faite en le comparant au modèle basé sur les trous de forage de prod
APA, Harvard, Vancouver, ISO, and other styles
6

Mustika, Ganjar. "Optimal bank regulation and risk management for Indonesia." Thesis, Loughborough University, 2004. https://dspace.lboro.ac.uk/2134/8000.

Full text
Abstract:
This research has studied bank risk management in relation to efficient bank regulation in the form of optimal bank financial reorganization. Efficient banking regulation can be achieved only if it includes closure policies which prevent moral hazard behaviour; in turn, they should enhance bank regulators' accountability. Yet, Basel II gives more discretion to domestic banking authorities and focuses more on the implementation of best practices of risk management. This creates a gap between the needs of efficient banking regulation and the objectives of Basel II, on the one hand, and Indonesia
APA, Harvard, Vancouver, ISO, and other styles
7

Лунякова, Н. А. "Депозитные риски в банковской деятельности". Thesis, Українська академія банківської справи Національного банку України, 2009. http://essuir.sumdu.edu.ua/handle/123456789/53596.

Full text
Abstract:
В процессе исследования теоретико-методических основ риска обобщенны и проанализированы подходы к сущности понятий "риск" и "неопределенность". Определена важность научных исследований депозитных рисков банков, подчеркнуто, что в случае их проявления у банка могут возникнуть проблемы с ликвидностью. В диссертации определена сущность депозитных рисков банков, обоснована необходимость разграничения в теории, а также в практической деятельности банков этих рисков от риска ликвидности. Предложены основные характеристики депозитных рисков банков, разработана классификация и усовершенствована их тра
APA, Harvard, Vancouver, ISO, and other styles
8

Lau, Yam Shing. "Estimation of the current market value of banks and the pricing of risk-adjusted deposit insurance and loan guarantee in an option-pricing context : the case of Hong Kong." Thesis, University of British Columbia, 1987. http://hdl.handle.net/2429/26109.

Full text
Abstract:
This paper presents a methodology for evaluating the solvency of banks and for empirically estimating the prices of government guarantees on loans made by banks and deposit insurance premiums, from the failure history of Hong Kong. The approach used exploits the isomorphic correspondence between loan guarantees and common stock put options. Though limited by the data set of publicly available information, this study is successful in identifying problem banks, and more specifically in evaluating the solvency of banks. Therefore, the model is useful in the early-warning aspect. Moreover, if the
APA, Harvard, Vancouver, ISO, and other styles
9

Rossouw, Deon. "A technical risk evaluation of the Kantienpan volcanic hosted massive sulphide (VHMS) deposit and its financial viability." Pretoria : [s.n.], 2003. http://upetd.up.ac.za/thesis/available/etd-08132008-094204/.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Ellefmo, Steinar Løve. "A probabilistic approach to the value chain of underground iron ore mining : From deposit to product." Doctoral thesis, Norwegian University of Science and Technology, Faculty of Engineering Science and Technology, 2005. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-653.

Full text
Abstract:
<p>Mining activities will eventually deplete any deposit. In a sustainability perspective, the deposit should therefore be utilised optimally during production. A prerequisite to achieve this is the deliberate and consistent utilisation of the variations in the deposit.</p><p>In an ideal world everything is certain. In the real world nothing is certain. In the real world everything is more or less probable.</p><p>Therefore, the question asked is how an underground iron ore mining company like Rana Gruber AS can benefit from knowing and exploiting the uncertainty and variability of decisive ore
APA, Harvard, Vancouver, ISO, and other styles
11

Gomez-Soto, Franz Marcelo. "Deposit facilities and consumption smoothing dynamic stochastic model of precautionary wealth choices for a credit-constrained rural household /." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1181834440.

Full text
APA, Harvard, Vancouver, ISO, and other styles
12

Erdem, Omer. "Uncertainty Assessment For The Evaluation Of Net Present Value Of A Mineral Deposit." Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/12610207/index.pdf.

Full text
Abstract:
The profitability of a mineral deposit can be concluded by the comparison of net present values (NPV) of all revenues and expenditures. In the estimation of NPV of a mineral deposit, many parameters are used. The parameters are uncertain. More accurate and reliable NPV estimation can be done with considering the related uncertainties. This study investigates the probability distributions of uncertain variables in estimation of NPV and evaluation of NPV using Monte Carlo simulation. @Risk 4.5.7 software package is used to apply Monte Carlo simulation method. At the end of the study, all possi
APA, Harvard, Vancouver, ISO, and other styles
13

Boekhoud, Karina. "Risk and reliability of exploration methods used to define a heavy mineral sand deposit in Kwa-Zulu Natal, South Africa." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/25876.

Full text
Abstract:
The objective of the treatise is to review the sample methodology and the exploration methods at a heavy mineral sands deposit. The level of confidence and the risk associated with the resource calculations will be established based on the sample methodology. Two drilling methods used at Hillendale are compared statistically and visually. It is clear from the comparison that the Wallis Aircore (WAC) method is significantly better than the Reverse Circulation (RCN) method. This is evident also when comparing results of the two methods with the recovery from the mined out areas. The WAC drilling
APA, Harvard, Vancouver, ISO, and other styles
14

Gomez-Soto, Franz M. "Deposit facilities and consumption smoothing: a dynamic stochastic model of precautionary wealth choices for a credit-constrained rural household." The Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=osu1181834440.

Full text
APA, Harvard, Vancouver, ISO, and other styles
15

Dalteg, Tomas. "Bank Rates and the Yield Curve : A Study on the Relationship Between Banks' Deposit and Lending Rates to Treasury Yield Rates." Thesis, Jönköping University, JIBS, Economics, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-251.

Full text
Abstract:
<p>The purpose of this thesis is to investigate how well Swedish banks’ follow the interest rate development of Swedish Treasury Bills and Swedish Government Bonds when they are determining the levels for their deposit and lending rates. Individuals’ deposits in a bank serves as one of the banks main assets in the balance sheet, and the spread between the bank’s deposit rate and the short-term market rate is a large source of funding for the bank. If there is a strong relationship of this spread over time, one may assume that this spread is of great importance for financing of the banking firm
APA, Harvard, Vancouver, ISO, and other styles
16

De, Waal Bernadine. "Stochastic optimization of subprime residential mortgage loan funding and its risks / by B. de Waal." Thesis, North-West University, 2010. http://hdl.handle.net/10394/4396.

Full text
Abstract:
The subprime mortgage crisis (SMC) is an ongoing housing and nancial crisis that was triggered by a marked increase in mortgage delinquencies and foreclosures in the U.S. It has had major adverse consequences for banks and nancial markets around the globe since it became apparent in 2007. In our research, we examine an originator's (OR's) nonlinear stochastic optimal control problem related to choices regarding deposit inflow rates and marketable securities allocation. Here, the primary aim is to minimize liquidity risk, more speci cally, funding and credit crunch risk. In this regard, we co
APA, Harvard, Vancouver, ISO, and other styles
17

Jordaan, Michael. "The regulation of deposit-taking financial institutions : a comparative analysis of the United Kingdom, Germany and South Africa." Thesis, Stellenbosch : Stellenbosch University, 1997. http://hdl.handle.net/10019.1/55746.

Full text
Abstract:
Thesis (PhD)--Stellenbosch University, 1997.<br>ENGLISH ABSTRACT: Standard financial literature contains various explanations for the unique role of deposit-taking intermediaries in an economy. None of these reasons adequately explains the extensive degree of banking regulation evident in practice. The nature of a deposit, which guarantees capital repayment independent of bank performance, uniquely incentivises banks to be exposed to financial risks. In the absence of appropriate regulation, banks may be tempted to assume an unacceptably high level of risk that could ultimately result i
APA, Harvard, Vancouver, ISO, and other styles
18

Лунякова, Н. А. "Количественная оценка депозитного риска в банковской деятельности". Thesis, Украинская академия банковского дела Национального банка Украины, 2007. http://essuir.sumdu.edu.ua/handle/123456789/61999.

Full text
Abstract:
Особенностью банковской деятельности является широта сферы управления, которая охватывает денежный оборот и кредитные отношения, а также наличие риска при выполнении денежных операций. В силу специфики банковского бизнеса риск для банка является неотъемлемой составляющей его деятельности. В процессе своей деятельности банки сталкиваются с таким видом риска, как депозитный риск, который наиболее характерен для средств по требованию, т.к. они относятся к нестабильным ресурсам, их сроки нахождения в распоряжении банка не определены. Существенным вкладом в изучение природы депозитного рис
APA, Harvard, Vancouver, ISO, and other styles
19

Кузьменко, О. Г., та І. М. Сіроштан. "Банківське страхування: посткризові тенденції". Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/59261.

Full text
Abstract:
За оцінками експертів стан вітчизняного страхового ринку перебуває у періоді рецесії. Світова фінансова криза загострила проблеми страхового ринку України, такі як: низька фінансова надійність і платоспроможність страховиків; недостатні обсяги капіталізації та низька ліквідність активів страхових компаній; недостатній контроль і регулювання перестрахових операцій; обмеженість функцій Держфінпослуг відносно регулювання та пруденційних заходів щодо контролю за страховим ринком.
APA, Harvard, Vancouver, ISO, and other styles
20

Pamungkas, Putra. "Empiral essays on issues in conventional and islamic banking : case of Indonesia." Thesis, Limoges, 2020. http://www.theses.fr/2020LIMO0024.

Full text
Abstract:
Cette thèse met en lumière trois questions importantes dans le secteur bancaire indonésien, à la fois conventionnel et islamique. Dans le premier chapitre, nous examinons la relation entre les prêts bancaires et l'inégalité des revenus en considérant un large éventail de catégories de prêts. Nous constatons que seuls les prêts aux PME et aux banques rurales atténuent l'inégalité des revenus. À l'inverse, les prêts aux entreprises, que ce soit pour les fonds de roulement ou les investissements, ainsi que les prêts aux consommateurs, exacerbent les inégalités de revenus. La relation change pour
APA, Harvard, Vancouver, ISO, and other styles
21

Kennedy, David Alan. "The ideal asset/liability model for credit unions (with assets between $100 - $500 million)." CSUSB ScholarWorks, 2004. https://scholarworks.lib.csusb.edu/etd-project/2699.

Full text
Abstract:
This project focused on developing the ideal Asset / Liability Model for credit unions with assets between one hundred million and five hundred million dollars. Ideally the model should be closely aligned with that of a successful credit union at the high end of this range. SELCO Community Credit Union of Eugene Oregon was used in creating the model.
APA, Harvard, Vancouver, ISO, and other styles
22

Chadwick, Warren. "A study of the New Basel Capital Accord and its impact on South Africa and other emerging markets." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/52710.

Full text
Abstract:
Thesis (MBA)--Stellenbosch University, 2002.<br>ENGLISH ABSTRACT: The new Basel Capital Accord is intended to align capital adequacy of banks more closely with the key components of banking risk and to provide incentives for banks to improve their risk measurement and management capabilities. This has important implications for banks, particularly in the area of credit risk management. The purpose of this study is to take an in-depth look at the implications for banks in the area of credit risk management and the choice of approach (i.e. standardised versus internal ratings based approac
APA, Harvard, Vancouver, ISO, and other styles
23

Diabate, Alassane. "Liquidity risk and fair value accounting : implications for banks capital structure, lending and stability." Thesis, Limoges, 2020. http://www.theses.fr/2020LIMO0002.

Full text
Abstract:
Cette thèse comprend trois essais empiriques fondés sur des données de banques commerciales américaines. Elle vise à mettre en évidence les implications du risque de liquidité et de la comptabilisation à la juste valeur sur la structure du capital, les prêts et la stabilité des banques. Ainsi, le premier chapitre examine si les épisodes de pénurie de liquidité sur le marché influencent l'ajustement de la structure du capital des banques. Les résultats révèlent que seules les petites banques réagissent à de tels épisodes en augmentant leur ratio de capital. Pour ce faire, elles réduisent la par
APA, Harvard, Vancouver, ISO, and other styles
24

Lu, Yang, and Kevin Visvanathar. "Demand Deposits : Valuation and Interest Rate Risk Management." Thesis, KTH, Entreprenörskap och Innovation, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-169463.

Full text
Abstract:
In the aftermath of the financial crisis of 2008, regulatory authorities have implemented stricter policies to ensure more prudent risk management practices among banks. Despite the growing importance of demand deposits for banks, no policies for how to adequately account for the inherent interest rate risk have been introduced. Demand deposits are associated with two sources of uncertainties which make it difficult to assess its risks using standardized models: they lack a predetermined maturity and the deposit rate may be changed at the bank’s discretion. In light of this gap, this study aim
APA, Harvard, Vancouver, ISO, and other styles
25

Barber, Loren Mickelle. "Distribution, characterization, and dietary risk assessment of indigenous salts in Mongolia's Darhad Valley." Thesis, Montana State University, 2008. http://etd.lib.montana.edu/etd/2008/barber/BarberL0808.pdf.

Full text
Abstract:
Natural salt deposits around the world are used as human and livestock dietary mineral sources. The nomadic herders of the Darhad Valley, in northern Mongolia, harvest the precipitate that forms around saline lakes throughout their valley. The precipitate is termed hujir, and the main harvest location is Tukh. Darhad people are concerned about the declining amount of a hujir in the Tukh precipitate area and are curious about possible health effects related to hujir consumption. These studies focus on formulating the best management practices for sustainable hujir harvest by evaluating factors
APA, Harvard, Vancouver, ISO, and other styles
26

Shahin, Mahmoud. "Three essays on bank profitability, fragility, and lending." Thesis, University of Exeter, 2015. http://hdl.handle.net/10871/18675.

Full text
Abstract:
We present three chapters on theoretical issues of banking. These deal with bank runs, risk sharing, lending and profitability. In the first chapter, we examine the agency problem in the bank-depositor relationship. Depositors are the principals and banks are the agents. Banks choose investment portfolios and are subject to moral hazard in that they have incentive to take on more risk than desirable to depositors because they are residual claimants. We study an incentive-compatible mechanism that prompts banks to follow a safe investment policy. This mechanism leaves the bank a profit margin i
APA, Harvard, Vancouver, ISO, and other styles
27

Герасименко, В. В. "Методологічні засади удосконалення механізму регулювання ризиків вкладних операцій банків". Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/62126.

Full text
Abstract:
У сучасних умовах кошти населення є не тільки важливим джерелом формування ресурсів банків, але й носієм банківських ризиків, що наочно продемонструвала ситуація в банківській сфері України в період фінансово-економічної кризи 2008–2009 рр. Для установ банківської системи не є бажаним як масовий відтік коштів приватних вкладників, так і їх приплив у банки при обмежених можливостях прибуткового розміщення в дохідні активи при припустимому ступені банківських ризиків. Тому регулювання ризику вкладних операцій банків є актуальною проблемою сучасного розвитку банківської системи країни.
APA, Harvard, Vancouver, ISO, and other styles
28

Salvador, Julio Cesar Moreira. "Avaliação da maturidade implícita de passivos sem vencimento: uma abordagem empírica para depósitos de poupança." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/10567.

Full text
Abstract:
Submitted by JULIO SALVADOR (jcmsal@gmail.com) on 2013-02-28T05:12:24Z No. of bitstreams: 1 Dissertacao - Julio Salvador.pdf: 1362084 bytes, checksum: fbfc1ce4624c12d00ca89e9f7a442abf (MD5)<br>Approved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2013-02-28T12:48:44Z (GMT) No. of bitstreams: 1 Dissertacao - Julio Salvador.pdf: 1362084 bytes, checksum: fbfc1ce4624c12d00ca89e9f7a442abf (MD5)<br>Made available in DSpace on 2013-02-28T12:56:50Z (GMT). No. of bitstreams: 1 Dissertacao - Julio Salvador.pdf: 1362084 bytes, checksum: fbfc1ce4624c12d00ca89e9f7a44
APA, Harvard, Vancouver, ISO, and other styles
29

Hussain, Mohammed Ershad. "Capital Regulation, Risk-Taking, Bank Lending and Depositor Discipline." ScholarWorks@UNO, 2007. http://scholarworks.uno.edu/td/568.

Full text
Abstract:
In this dissertation we investigate different aspects of capital regulations and their impact on the behavior of commercial banks. In chapter two, we foucs on the impact of capital regulations on risk-taking of commercial banks in developed and developoing countries separately and togahter. We find that such regulations indeed reduce the risk taking of commercial banks. At the same time, we examine the relationship between capital ratios and risk taking. In line with previous literature, we find that this ratio is negative also. Further examinations including the degree of liberalization and t
APA, Harvard, Vancouver, ISO, and other styles
30

Stavrén, Fredrik, and Nikita Domin. "Modeling of non-maturing deposits." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252302.

Full text
Abstract:
The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. In this thesis someof the topics within the subject are investigated, where the greatest focus inon the modeling of the deposit volumes. The main objective is to providethe bank with an analysis of the majority of the topics that needs to be cov-ered when modeling non-maturing deposits. This includes short-rate model-ing using Vasic
APA, Harvard, Vancouver, ISO, and other styles
31

Kimmance, James Peter. "Computer aided risk analysis of open pit mine slopes in Kaolin mineral deposits." Thesis, Imperial College London, 1988. http://hdl.handle.net/10044/1/47135.

Full text
APA, Harvard, Vancouver, ISO, and other styles
32

Deng, Han. "Assessing Tsunami Risk in Southwest Java, Indonesia: Paleo-Tsunami Deposits and Inundation Modeling." BYU ScholarsArchive, 2018. https://scholarsarchive.byu.edu/etd/7249.

Full text
Abstract:
Samples from 13 different sites along the south coast of West Java yield 7 candidate paleo-tsunami sands, which may represent 4 different paleo-tsunami events. Ages obtained from one deposit may document a tsunami and coastal subsidence from an earthquake in 1,053 AD. The tsunami deposit from this event is preserved in an uplifted marine terrace exposed at Panto Cape, Banten Province. We speculated that the terrace has been uplifted about 4.6 m to the present height of 2 m above sea level, since the 1053 AD event at a rate of 4.8 mm/a. This uplift is strong evidence that strain is accumulating
APA, Harvard, Vancouver, ISO, and other styles
33

El, Bernoussi Khalid. "Stabilité financière des banques et régulation." Thesis, Paris 2, 2011. http://www.theses.fr/2011PA020057.

Full text
Abstract:
Les banques sont des institutions à part, car elles sont au coeur du fonctionnement des économies et de la dynamique de croissance des pays. Leurs services représentent de ce fait un bien public, et il est donc primordial de les maintenir éloignées autant que possible du risque de faillite. Toutefois, des crises bancaires surviennent régulièrement et affectent les sociétés, souvent de manière durable et profonde, à l’image de la crise financière des subprimes qui a éclaté en 2007, et dont nous ne connaissons pas encore toutes les conséquences désastreuses. Pour prévenir le risque de faillite e
APA, Harvard, Vancouver, ISO, and other styles
34

LENOCI, FRANCESCA DANIELA. "Systemic risk, depositor discipline and institutional interventions in US banking." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2017. http://hdl.handle.net/10281/158370.

Full text
Abstract:
This thesis investigates the effects of institutional interventions during the recent financial crisis on systemic risk and the consequences of the participation in Federal Reserve’s liquidity programs on depositor discipline. The ”boom” period which characterized the years before the financial crisis, has led not only to banks’ asset expansions but has been stuck out also by the fact that banks relied much more heavily on short-term debt -in the form of wholesale financing and repurchase agreements-. Whether this evidence has been validated theoretically and empirically (Adrian and Shin, 200
APA, Harvard, Vancouver, ISO, and other styles
35

Dahlfors, Gunnar, and Peter Jansson. "Essays in financial guarantees and risky debt." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 1994. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-887.

Full text
Abstract:
This dissertation consists of six separate papers dealing with the valuation of financial guarantees and risky debt contract. Each of these papers is independent and distinct. The main theme is the valuation of securities by contingent claims analysis (CCA). Paper 1: Valuation of Financial Guarantees – A Presentation and a Critique.One purpose of this paper is to derive a pricing formula for a deposit guarantee, when the assets of the bank exhibit downward jumps due to extraordinary loan defaults. In this respect, we use the framework of Merton (1976), where a stock option is priced under the
APA, Harvard, Vancouver, ISO, and other styles
36

Wurtz, Kelly Philip. "Depositing credibility capital account liberalization, political responsiveness, and foreign currency deposits /." Diss., [La Jolla] : University of California, San Diego, 2009. http://wwwlib.umi.com/cr/ucsd/fullcit?p3369210.

Full text
Abstract:
Thesis (Ph. D.)--University of California, San Diego, 2009.<br>Title from first page of PDF file (viewed September 17, 2009). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 234-241).
APA, Harvard, Vancouver, ISO, and other styles
37

Mourouzidou, Damtsa Stella. "Three studies on the effects of national culture on bank risk-taking, deposits and profitability." Thesis, University of Manchester, 2018. https://www.research.manchester.ac.uk/portal/en/theses/three-studies-on-the-effects-of-national-culture-on-bank-risktaking-deposits-and-profitability(3f54085b-4bd6-420d-a27d-1e47e2086079).html.

Full text
Abstract:
These three studies on the effect of national culture on banking aim at advancing knowledge and understanding of bank risk-taking, deposits and profitability by adding culture to their determining factors. Banking is a highly regulated industry, and one would expect informal institutions such as national culture not to influence management decisions. However, it seems that bank managers but also bank customers are susceptible to cultural biases making their influence on risk taking, deposit and profitability levels statistically and economically significant. In the first study, I find that nat
APA, Harvard, Vancouver, ISO, and other styles
38

Hilmersson, Markus. "A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273594.

Full text
Abstract:
Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. This has opened up opportunities for more niche banking actors to establish themselves on the market. Therefore, this study aims to examine how the theories developed and previously used in modelling liquidity volumes at traditional banks can be used a
APA, Harvard, Vancouver, ISO, and other styles
39

Blacutt, William Paulo. "Risk and reward of investing in mining of polymetallic vein deposits in the Bolivian Altiplano." Diss., The University of Arizona, 1993. http://hdl.handle.net/10150/186387.

Full text
Abstract:
This study explores the impacts of physical and policy variables on the economics of the development of a hypothetical 500 t/d underground polymetallic (Zn-Ag-Pb) vein deposit in the Sud Lipez region of the Bolivian Altiplano. Because of recent changes in the legal system, it is more attractive, interesting and worthwhile to examine the effects of policy variables that reflect the implications of the new legal system. For this purpose, an holistic investment methodology defined as the Investment-Worth model is developed to evaluate the risks and rewards to capital investments. Results of the s
APA, Harvard, Vancouver, ISO, and other styles
40

Tvinne, Flyg Evelina. "Identifying risks of AdBlue spray on stainless steel surfaces." Thesis, KTH, Kemiteknik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-297646.

Full text
Abstract:
Utsläppskontroll, reglerad av allt strängare lagstiftning, ställer höga krav på utvecklingen av noggranna efterbehandlingssystem för avgaser. När det gäller utsläpp från dieselmotorer utgör NOx-minskning en av de största utmaningarna. För tunga fordon tacklas denna utmaning ofta genom ett SCR-system. SCR-systemet kan omvandla upp till 95% av NOx-utsläppen till kväve och syre, genom utnyttjande av ett selektivt reduktionsmedel över en katalysatoryta. Ammoniak är ett sådant reduktionsmedel men är inte i sig ett lämpligt val för mobila tillämpningar på grund av de miljö-, hälso- och säkerhetsprob
APA, Harvard, Vancouver, ISO, and other styles
41

Blasco, Solà Gerard. "Estudio de la rigidez arterial en arteria carótida y depósito tisular de hierro mediante resonancia magnética: relación con los factores de riesgo asociados al síndrome metabólico." Doctoral thesis, Universitat de Girona, 2015. http://hdl.handle.net/10803/300591.

Full text
Abstract:
The aim is to demonstrate the utility of magnetic resonance (MR) for identifying subclinical changes associated with the metabolic syndrome (MS) that contribute to increased cardiometabolic risk. The effect of MS on arterial stiffness and tissue iron load were evaluated using MR in subjects with the MS and control subjects. Arterial stiffness was higher in subjects with MS than in those without. The components contributing independently to an increased pulse wave velocity were hypertension and hypertriglyceridemia. Increased iron concentration was significantly detected at the liver and bra
APA, Harvard, Vancouver, ISO, and other styles
42

Мохов, И. А. "Инвестиционные вклады : риски и доходность". Thesis, Украинская академия банковского дела Национального банка Украины, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63193.

Full text
Abstract:
Текущая стабилизация российской экономики постепенно активизирует рынок инвестиционных вкладов, позволяющий получать более высокий доход по сравнению с традиционными срочными депозитами. Являясь комплексным продуктом, потенциально такой депозит имеет больше шансов компенсировать вкладчику не только инфляционные потери, но и получить премию. Если инфляция в России по самым оптимистическим прогнозам по итогам 2012 года не должна превысить в 7 % годовых, то средние ставки по вкладом сегодня составляют 4–7 %.
APA, Harvard, Vancouver, ISO, and other styles
43

Sahul, Hamid Fazelina. "Essays on liquidity risk and banking fragility, dynamic depositor discipline and information disclosure : an empirical analysis on the East Asian banks." Thesis, University of Exeter, 2012. http://hdl.handle.net/10036/3623.

Full text
Abstract:
This thesis contains three empirical essays in banking. The empirical analyses focus on the role of information in banking. This will be done by analyzing the effectiveness of three types of signals that are sent by banks. The first signal is the CAMEL-type indicators that measure the soundness of the banks. The second signal is the price offered by banks in attracting deposits. The third signal is the amount of risk related information that banks disclose in their financial statements. This thesis aims to answer a few key questions that are relevant in banking. Firstly, it aims to find if CAM
APA, Harvard, Vancouver, ISO, and other styles
44

Romanova, Irina. "Volcanology and geochemistry of the Cretaceous volcaniclastic deposits and basalts from Ori Massif, Shatsky Rise Oceanic Plateau." Thesis, Queensland University of Technology, 2017. https://eprints.qut.edu.au/108162/1/Irina_Romanova_Thesis.pdf.

Full text
Abstract:
This study enhanced our understanding of the origin and evolution of Ori Massif, Shatsky Rise Oceanic Plateau. Key findings are: 1. Volcaniclastic deposits were formed by Surtseyan style phreatomagmatic activity, suggesting that the summit of Ori Massif was shallow-marine to near sea-level; 2. Basaltic fragments from the volcaniclastic deposits provide further evidence for geochemical variation of magmas from Ori Massif and indicate a significant involvement of depleted mantle in its source; 3. Element mobility during seawater alteration of basalts from Ori and Tamu Massifs depends on stratigr
APA, Harvard, Vancouver, ISO, and other styles
45

Fors, Jonas. "Environmental Risk Assessment and Leachate Evolution at the Ekebyboda Landfill Site, Uppland, Sweden." Thesis, Uppsala universitet, Institutionen för geovetenskaper, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-262990.

Full text
Abstract:
Ekebyboda is a closed landfill north west of Uppsala where the leachate water was studied to evaluate the status of the landfill for, the Uppsala environmental office. Leachate water has been measured continually for different parameters, during the period 1959-2007. The landfill differs from other landfills because of its mixed content of domestic and industrial waste. Close to the investigated area is a small number of residents with private water wells which enhances the importance of the investigation of the landfill. In this thesis, the period 1990 -2007 is the investigated with an additi
APA, Harvard, Vancouver, ISO, and other styles
46

Flores, González Claudia G. "Risk management of natural disasters the example of Mexico /." Karlsruhe : Univ.-Verl. Karlsruhe, 2006. http://deposit.d-nb.de/cgi-bin/dokserv?idn=979662885.

Full text
APA, Harvard, Vancouver, ISO, and other styles
47

Flores, González Claudia G. "Risk management of natural disasters the example of Mexico." Karlsruhe Univ.-Verl. Karlsruhe, 2005. http://deposit.d-nb.de/cgi-bin/dokserv?idn=979662885.

Full text
APA, Harvard, Vancouver, ISO, and other styles
48

Sebastião, Maria Ana Segurado dos Santos. "Vida depois da morte: narrativas da experiência de perda de um famliar por suicídio." Master's thesis, Universidade de Évora, 2017. http://hdl.handle.net/10174/20918.

Full text
Abstract:
Este estudo, de natureza qualitativa e exploratória, pretende conhecer e analisar os significados que as pessoas constroem a partir da experiência de perda, por suicídio, de um familiar (i.e. sobrevivente-familiar). Procura também perceber se os significados diferem entre pessoas com diferentes níveis de sintomatologia psicopatológica. Foram entrevistados oito adultos que perderam familiares por suicídio, há mais de 1 ano e há menos de 10 anos, recrutados por procedimentos de amostragem por conveniência. Para estes sobreviventes, o suicídio do familiar inserese no campo semântico do drama, exi
APA, Harvard, Vancouver, ISO, and other styles
49

Geis, Stefan Rafael. "Integrated methodology for production related risk management of vehicle electronics (IMPROVE)." Karlsruhe : Univ.-Verl. Karlsruhe, 2006. http://deposit.d-nb.de/cgi-bin/dokserv?idn=979552427.

Full text
APA, Harvard, Vancouver, ISO, and other styles
50

Lin, Yi-Chao, and 林義超. "Optimal Asset Allocation:Investment-Linked Insurance, Risk-free Deposit, Risk Asset." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/43497336206427632928.

Full text
Abstract:
碩士<br>國立臺灣大學<br>國際企業學研究所<br>101<br>Structured products have been discussed by investors, experts for decades. In Taiwan, the investment-linked insurance is one of the popular structured products. However, complexity is too high to price, so that investor can’t make a good decision about proportion of investment-linked insurance. An investment environment based on Jessen and Jorgensen (2012) assumes, a risk-free bank deposits, two market indexes (Index A, Index B), and an investment-linked insurance, linked with Index A and Index B. Investors only can invest Index B by investment-linked insuran
APA, Harvard, Vancouver, ISO, and other styles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!