Log in

Relevant bibliographies by topics / Financial risk management system / Dissertations / Theses

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

Dissertations / Theses on the topic 'Financial risk management system'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

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 'Financial risk management system.'

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

Reddy, Harry 1963. "Financial supply chain dynamics : operational risk management and RFID technologies." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/33729.

Full text

Abstract:

Thesis (M. Eng. in Logistics)--Massachusetts Institute of Technology, Engineering Systems Division, 2005.<br>Includes bibliographical references (leaves 81-83).<br>The banking industry is consolidating to streamline its operations through mergers and acquisitions, and is adopting new technologies to develop innovative products and services, thereby achieving both economies of scale and scope. Operational risk management has become a serious issue in the banking industry. Some reputed banks are either forced to close down their operations (eg., Citibank Private Bank in Japan) or faced cost over

APA, Harvard, Vancouver, ISO, and other styles

2

Sasraku, Francis M. "Regulatory Structures and Bank –Level Risk Management in Ghanaian Banks." Thesis, University of Bradford, 2015. http://hdl.handle.net/10454/15021.

Full text

Abstract:

This research examines the impact of certain bank-specific variables on bank stability in Ghana, in the context of the existing regulatory structures. The thesis examines this issue along two main themes. The first part of this study examines whether two of the commonly used measures of banking stability, the CAMELS and the Z-Score, provide similar or different results in assessing the stability of banks in Ghana. The results of this study show that the use of the CAMELS and the Z-score measures could lead to different outcomes in terms of bank stability in Ghana. This suggests that the tradit

APA, Harvard, Vancouver, ISO, and other styles

3

Barrett, Shaun D'olene Kecia. "Effects of Information Technology Risk Management and Institution Size on Financial Performance." ScholarWorks, 2016. https://scholarworks.waldenu.edu/dissertations/2636.

Full text

Abstract:

A negative relationship exists between unmanaged IT risk and financial performance of institutions of varying sizes. The purpose for this quantitative correlation study was to examine the relationship between IT risk management, institution size, and the financial performance of credit unions in Jamaica. Information Systems Audit and Control Association (ISACA) risk IT model provided the theoretical framework for the study. Audited financial statements and a web-based survey provided data for this study. One hundred and thirty employees from 13 credit unions in Jamaica participated in the stud

APA, Harvard, Vancouver, ISO, and other styles

4

Sui, Xiaodi. "Financial costs and benefits of sourcing from factories with different risk profiles." Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/98729.

Full text

Abstract:

Thesis: S.M., Massachusetts Institute of Technology, Engineering Systems Division, 2015. In conjunction with the Leaders for Global Operations Program at MIT.<br>Thesis: M.B.A., Massachusetts Institute of Technology, Sloan School of Management, 2015. In conjunction with the Leaders for Global Operations Program at MIT.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 48-49).<br>Li & Fung is the leading consumer goods design, development, sourcing and logistics company for global retailers and brands. Its networks cover over 15,000 suppliers and 300 offices

APA, Harvard, Vancouver, ISO, and other styles

5

Gifford, Julie Louise. "Financial systems and risk management : the nature and role of financial services for managing poor urban livelihoods in Kampala, Uganda in 2000." Thesis, University of Birmingham, 2007. http://etheses.bham.ac.uk//id/eprint/906/.

Full text

Abstract:

The concept of urban poverty has developed from a static income-based absolute approach to a holistic dynamic and complex state, embedded in livelihood assets and a vulnerability context. A variety of livelihood assets including labour, housing, intra-household, human and social capital are important for risk management strategies. Microfinance has been seen as a key panacea for livelihood development. Using the livelihoods framework this research analyses the nature of livelihoods and financial services within Bwaise, Kampala, Uganda, a poor, densely populated area with a mixture of residenti

APA, Harvard, Vancouver, ISO, and other styles

6

James, Robert. "Quantitative Methods in Empirical Finance: Insights into Economic Forecasting, Designing Financial Market Surveillance Systems and Modeling Extreme Returns." Thesis, The University of Sydney, 2020. https://hdl.handle.net/2123/24982.

Full text

Abstract:

The volume of high-frequency economic and financial data that is currently available facilitates the opportunity for a comprehensive analysis of important financial phenomena, but also necessitates the design and application of innovative statistical methods. Accordingly, this thesis presents three empirical studies at the intersection of the fields of financial market microstructure, financial econometrics and statistical learning. The first study investigates how economist forecasts are related to trading activity in the over-the-counter treasury bond market. While economic forecasting i

APA, Harvard, Vancouver, ISO, and other styles

7

Arowolo, Olatunji Mujib. "Strategic Cyber-Risk Implications of Cloud Technology Adoption in the U.S. Financial Services Sector." ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/4347.

Full text

Abstract:

According to research, the risks of adopting new technology and the technological and organizational factors that influence adopting it are not clear. Thus, many financial institutions have hesitated to adopt cloud-computing. The purpose of this quantitative, cross-sectional study was to evaluate the cyber-risk implications of cloud-computing adoption in the U.S. financial services sector. The study examined 6 technological and organizational factors: organization size, relative advantage, compliance, security, compatibility, and complexity within the context of cyber-risk. Using a combination

APA, Harvard, Vancouver, ISO, and other styles

8

Пapминcький, С. В. "Упpaвління фінaнcoвими pизикaми пpoмиcлoвиx підпpиємcтв". Thesis, Чернігів, 2020. http://ir.stu.cn.ua/123456789/20174.

Full text

Abstract:

Пapминcький, С. В. Упpaвління фінaнcoвими pизикaми пpoмиcлoвиx підпpиємcтв : магістерська робота : 072 Фінанси, банківська справа та страхування / С. В. Пapминcький ; керівник роботи Шишкінa О. В. ; Національний університет «Чернігівська політехніка», кафедра фінансів, банківської справи та страхування. – Чернігів, 2020. – 90 с.<br>Oб’єктoм дocлідження ВКP є ПAТ «Ічнянcький зaвoд cуxoгo мoлoкa тa мacлa». Метa квaліфікaційнoї poбoти пoлягaє у упpaвлінні фінaнcoвими pизикaми пpoмиcлoвиx підпpиємcтв в умoвax невизнaченocті зoвнішньoгo і внутpішньoгo cеpедoвищa. Зaвдaннями poбoти є: - дocліджен

APA, Harvard, Vancouver, ISO, and other styles

9

Шишкіна, О. В. "Методологія управління фінансовими ризиками промислових підприємств". Thesis, Чернігів, 2020. http://ir.stu.cn.ua/123456789/19885.

Full text

Abstract:

Шишкіна, О. В. Методологія управління фінансовими ризиками промислових підприємств : дис. д-ра екон. наук ... 08.00.08 / О. В. Шишкіна. - Чернігів, 2020. - 531 с.<br>Дисертаційна робота присвячена дослідженню теоретичних, методологічних та методичних засад управління фінансовими ризиками промислових підприємств та розробці практичних рекомендацій щодо їх реалізації. Досліджено теоретико-концептуальні аспекти управління фінансовими ризиками, у тому числі розкрито сутність процесу управління фінансовими ризиками, сформульовано його особливості та систематизовано підходи до управління фінансовими

APA, Harvard, Vancouver, ISO, and other styles

10

Довгань, Ж. М. "Ризик-менеджмент у системі управління фінансовою стійкістю банківської системи". Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/63210.

Full text

APA, Harvard, Vancouver, ISO, and other styles

11

Alrabiah, Abdulrahman A. "Developing a Computational Framework for Regulatory Policy Change Governance System: Case of Financial Regulation in Saudi Arabia." Thesis, Griffith University, 2022. http://hdl.handle.net/10072/414586.

Full text

Abstract:

This doctoral thesis presents novel technological and systematic solutions to improve business process change practices and solve regulatory policy implementations in central banks that encounter inefficiencies and shortcomings due to multidimensional constraints and complex setups. Central banks deal with complicated relationships (other central banks, commercial banks, consumers, and exogenous bodies) that require a sophisticated tool that can provide constant measurements for each node. The nature of these multi-actor challenges in the global regulatory financial systems suggests an informa

APA, Harvard, Vancouver, ISO, and other styles

12

Lundberg, Johan. "Dynamic Risk Management in Information Security : A socio-technical approach to mitigate cyber threats in the financial sector." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-87359.

Full text

Abstract:

In the last decade, a new wave of socio-technical cyber threats has emerged that is targeting both the technical and social vulnerabilities of organizations and requires fast and efficient threat mitigations. Yet, it is still common that financial organizations rely on yearly reviewed risk management methodologies that are slow and static to mitigate the ever-changing cyber threats. The purpose of this research is to explore the field of Dynamic Risk Management in Information Security from a socio-technical perspective in order to mitigate both types of threats faster and dynamically to better

APA, Harvard, Vancouver, ISO, and other styles

13

Haj, Kazem Kashani Hamed. "A real options model for the financial valuation of infrastructure systems under uncertainty." Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/43630.

Full text

Abstract:

Build-Operate-Transfer (BOT) is a form of Public-Private Partnerships that is commonly used to close the growing gap between the cost of developing and modernizing transportation infrastructure systems and the financial resources available to governments. When assessing the feasibility of a BOT project, private investors consider revenue risk - which is stemmed from the uncertainty about future traffic demand - as a critical factor. A potential approach to mitigating the revenue risk is the offering of revenue risk sharing mechanisms such as Minimum Revenue Guarantee options by the government.

APA, Harvard, Vancouver, ISO, and other styles

14

Mabiala, Afonso Maria Tula. "O acordo de Basileia II e o sistema bancário angolano : a perspetiva dos gestores bancários sobre a gestâo do risco operacional." Master's thesis, Instituto Superior de Economia e Gestão, 2014. http://hdl.handle.net/10400.5/7853.

Full text

Abstract:

Mestrado em Matemática Financeira<br>O risco operacional está associado a perdas decorrentes de processos internos inadequados, pessoas e sistema, ou eventos externos. É perceptível que a complexidade das normas para gestão dos bancos em particular exige mudanças internas, especialmente em termos de qualificação dos recursos disponíveis. O novo Acordo de Basileia II contempla aspectos relativo à gestão do risco operacional. A pesquisa foi realizada em Angola, em particular Cabinda, numa amostra de quatro bancos. Esta pesquisa tem como objetivo analisar e verificar a aplicabilidade do Acordo de

APA, Harvard, Vancouver, ISO, and other styles

15

Zhuang, Yuchen. "Risk, return and market condition: a new functional-beta capital asset pricing model." Thesis, Curtin University, 2009. http://hdl.handle.net/20.500.11937/78.

Full text

Abstract:

In this research, we will focus on investigating the relationship between risk and return. We will propose a new model which leads to a more sensible approach to modelling the relationship between risk and return under different market conditions. It is an extension of the traditional single-index capital asset pricing model (CAPM) which reads as: The return R[subscript]i on individual Security i can be decomposed into the specific return α[subscript]I + ε[subscript]i (expected specific return α[subscript]i and random specific return ε[subscript]i) and the systematic return β[subscript]iR[subs

APA, Harvard, Vancouver, ISO, and other styles

16

Apostolidou, Ilektra-Georgia, and Georgios Karmiris. "Risk-adjusted Earned Value and Earned Duration Management models for project performance forecasting." Thesis, Blekinge Tekniska Högskola, Institutionen för industriell ekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-18965.

Full text

Abstract:

Project control is essential to ensure that the investment on a project is providing the intended benefits and is valuable to the customers. Previous methods offer project performance monitoring and forecasting tools, but they lack accuracy and the associated techniques omit the project financial risk (any unplanned event that has an impact on schedule and budget); the main factor of project failure. Poor project execution, and particularly failure to control and accurately forecast the project performance, may lead to increased costs, upset customers and eventually loss of market share. These

APA, Harvard, Vancouver, ISO, and other styles

17

McCowan, Alison Kate, and n/a. "Decision Support System for the Evaluation and Comparison of Concession Project Investments." Griffith University. School of Engineering, 2004. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20050321.123306.

Full text

Abstract:

Governments of developed and developing countries alike are unable to fund the construction and maintenance of vital physical infrastructure such as roads, railways, water and wastewater treatment plants, and power plants. Thus, they are more and more turning to the private sector as a source of finance through procurement methods such as concession contracts. The most common form of concession contract is the Build-Operate-Transfer (BOT) contract, where a government (Principal) grants a private sector company (Promoter) a concession to build, finance, operate and maintain a facility and colle

APA, Harvard, Vancouver, ISO, and other styles

18

McCowan, Alison Kate. "Decision Support System for the Evaluation and Comparison of Concession Project Investments." Thesis, Griffith University, 2004. http://hdl.handle.net/10072/366795.

Full text

Abstract:

Governments of developed and developing countries alike are unable to fund the construction and maintenance of vital physical infrastructure such as roads, railways, water and wastewater treatment plants, and power plants. Thus, they are more and more turning to the private sector as a source of finance through procurement methods such as concession contracts. The most common form of concession contract is the Build-Operate-Transfer (BOT) contract, where a government (Principal) grants a private sector company (Promoter) a concession to build, finance, operate and maintain a facility and colle

APA, Harvard, Vancouver, ISO, and other styles

19

Santos, Sérgio Cipriano dos. "Risco legal nas instituições financeiras: o impacto da jurisprudência sobre o crédito bancário." Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-22082007-161259/.

Full text

Abstract:

O Novo Acordo de Capitais de Basiléia introduz a alocação de capital para a cobertura de riscos operacionais, estando incluídos entre estes os riscos legais. Estes riscos, no cenário brasileiro, apresentam potencial para ocasionar perdas significativas e um exemplo disto é o volume de provisões contábeis para a cobertura de riscos fiscais, trabalhistas e cíveis, que em dezembro de 2006 atingiam o montante de R$ 39 bilhões no Sistema Financeiro. Em muitos casos a origem destas perdas vai ser encontrada em uma falha operacional; contudo perdas podem advir de mudanças na jurisprudência dos tribun

APA, Harvard, Vancouver, ISO, and other styles

20

Bengtsson, Isak, and Måns Tjelander. "Hur påverkas ett bolags ekonomistyrning av en kris? : En fallstudie på Scandic Hotels Group AB." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-105726.

Full text

Abstract:

Syftet med denna studie var att ge insikt i hur Scandic Hotels Group AB:s (Scandic) ekonomistyrning påverkades över strategisk, taktiskt och operativ nivå av Coronakrisen. Tidigare studier kring ekonomistyrning under en kris lyfte fram ett skiftat fokus och att framförallt planering, kontroll, kommunikation och information påverkades. Meningen med studien var inte att objektifiera, utan att skapa ytterligare förståelse för hur ekonomistyrningen, över de tre organisatoriska nivåerna, fungerade i en specifik situation för att utveckla teori. Information samlades in genom att granska Scandics off

APA, Harvard, Vancouver, ISO, and other styles

21

Bártíková, Pavlína. "Postupy řízení rizik při obchodování na akciovém trhu." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2016. http://www.nusl.cz/ntk/nusl-241300.

Full text

Abstract:

This thesis deals with trading on stock market. It focuses on technical analysis and algorithms based on that. The thesis also includes design, implementation, optimization and testing a trading system which is based on a combination of exponential and simple moving averages. The thesis presents the achieved results.

APA, Harvard, Vancouver, ISO, and other styles

22

Мельник, С. І., та S. I. Melnyk. "Методологічні засади управління фінансовою безпекою підприємств: дисертація". Thesis, ЛьвДУВС, 2020. http://dspace.lvduvs.edu.ua/handle/1234567890/3520.

Full text

Abstract:

Мельник С. І. Методологічні засади управління фінансовою безпекою підприємств: дисертація на здобуття наукового ступеня доктора економічних наук за спеціальністю 21.04.02 – економічна безпека суб’єктів господарської діяльності / Мельник Степан Іванович. – Львів: Львівський державний університет внутрішніх справ МВС України, 2020. - 490 с.<br>У першому розділі «Теоретичні засади управління фінансовою безпекою підприємств» за результатами аналізу понять «безпека», «економічна безпека підприємства», «фінансова діяльність» та «фінансова безпека підприємства» сформовано теоретичний базис управлі

APA, Harvard, Vancouver, ISO, and other styles

23

Cunha, Marina Martins Brito da. "Os Acordos de Basileia I, II, III e o mercado bancário brasileiro: um estudo sobre os principais desafios da gestão de liquidez nesse novo cenário." Pontifícia Universidade Católica de São Paulo, 2014. https://tede2.pucsp.br/handle/handle/1583.

Full text

Abstract:

Made available in DSpace on 2016-04-25T18:40:01Z (GMT). No. of bitstreams: 1 Marina Martins Brito da Cunha.pdf: 1521906 bytes, checksum: 6a8f32295885a26e3c06df7a5afa6cee (MD5) Previous issue date: 2014-06-30<br>During the banking history, there were movements of changes and adaptation to new realities, such as the internationalization and the increasing globalization of the financial markets. In this process economic instabilities of national monetary systems were recorded which raised questions about the necessity of strengthening the international monetary system and the stability of finan

APA, Harvard, Vancouver, ISO, and other styles

24

Gutta, Ramamohan. "Managing Security Objectives for Effective Organizational Performance Information Security Management." ScholarWorks, 2019. https://scholarworks.waldenu.edu/dissertations/7147.

Full text

Abstract:

Information is a significant asset to organizations, and a data breach from a cyberattack harms reputations and may result in a massive financial loss. Many senior managers lack the competencies to implement an enterprise risk management system and align organizational resources such as people, processes, and technology to prevent cyberattacks on enterprise assets. The purpose of this Delphi study was to explore how the managerial competencies for information security and risk management senior managers help in managing security objectives and practices to mitigate security risks. The National

APA, Harvard, Vancouver, ISO, and other styles

25

Laurent, Marie-Paule. "Essays in financial risk management." Doctoral thesis, Universite Libre de Bruxelles, 2003. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/211221.

Full text

APA, Harvard, Vancouver, ISO, and other styles

26

Zhang, Lequn. "Extreme Risk Forecast for Quantitative Financial Risk Management." Thesis, Curtin University, 2022. http://hdl.handle.net/20.500.11937/89362.

Full text

Abstract:

Value at Risk (VaR) is one of the key risk measures for quantitative financial risk management. VaR measures extreme risk, which has a small probability but a significant consequence to financial institutions. This thesis develops methods based on an extended extreme value approach to improve the forecast skill of VaR. The proposed methods improve the forecasting accuracy, robustness, efficiency and outperform the existing methods in the literature.

APA, Harvard, Vancouver, ISO, and other styles

27

Gueye, Djibril. "Some contributions to financial risk management." Thesis, Strasbourg, 2021. http://www.theses.fr/2021STRAD027.

Full text

Abstract:

Cette thèse traite différentes questions liées à la gestion quantitative des risques financiers. Nous nous intéressons, dans une première partie, aux modèles de temps de défaut en risque de crédit dans le cadre de la théorie de grossissement de filtrations. Nous proposons des modèles où le temps de défaut peut coïncider avec des instants de chocs économiques. D’abords, nous étendons le modèle de Jiao et Li (2018) dans le cas où les chocs ne sont pas prévisibles en étudiant les caractéristiques du temps de défaut. Nous présentons ensuite le modèle de Cox généralisé qui est une extention de celu

APA, Harvard, Vancouver, ISO, and other styles

28

Wang, Mulong. "Financial derivatives in corporate risk management." Access restricted to users with UT Austin EID, 2001. http://wwwlib.umi.com/cr/utexas/fullcit?p3036610.

Full text

APA, Harvard, Vancouver, ISO, and other styles

29

Schaumburg, Julia. "Quantile methods for financial risk management." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2013. http://dx.doi.org/10.18452/16675.

Full text

Abstract:

In dieser Dissertation werden neue Methoden zur Erfassung zweier Risikoarten entwickelt. Markrisiko ist definiert als das Risiko, auf Grund von Wertrückgängen in Wertpapierportfolios Geld zu verlieren. Systemisches Risiko bezieht sich auf das Risiko des Zusammenbruchs eines Finanzsystems, das durch die Notlage eines einzelnen Finanzinstituts entsteht. Im Zuge der Finanzkrise 2007–2009 realisierten sich beide Risiken, was weltweit zu hohen Verlusten für Investoren, Unternehmen und Steuerzahler führte. Vor diesem Hintergrund besteht sowohl bei Finanzinstituten als auch bei Regulierungsbeh

APA, Harvard, Vancouver, ISO, and other styles

30

Genin, Adrien. "Asymptotic approaches in financial risk management." Thesis, Sorbonne Paris Cité, 2018. http://www.theses.fr/2018USPCC120/document.

Full text

Abstract:

Cette thèse se propose de traiter de trois problèmes de gestion des risques financiers en utilisant différentes approches asymptotiques. La première partie présente un algorithme Monte Carlo d’échantillonnage d’importance pour la valorisation d’options asiatiques dans des modèles exponentiels de Lévy. La mesure optimale d’échantillonnage d’importance est obtenue grâce à la théorie des grandes déviations. La seconde partie présente l’étude du comportement asymptotique de la somme de n variables aléatoires positives et dépendantes dont la distribution est un mélange log-normal ainsi que des appl

APA, Harvard, Vancouver, ISO, and other styles

31

Nikoci, Besjana <1989&gt. "Stress Testing for Financial Risk Management." Master's Degree Thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/6935.

Full text

Abstract:

The complexity and duration of the financial crisis has led many banks and authorities to question the adequacy of stress testing practices prior to the crisis and their efficiency to cope with rapidly changing circumstances. Stress testing is a process to identify and manage situations that could cause extraordinary losses and it is an important risk management tool that is used by banks as part of their internal risk management. Majority of models make assumptions that do not hold in abnormal markets. Therefore, stress tests are vital for a comprehensive picture of risk. In this thesis we

APA, Harvard, Vancouver, ISO, and other styles

32

Ramos, Telmo Miguel Pereira da Cruz. "Implementação de um sistema de controlo interno na indústria." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/19307.

Full text

Abstract:

Mestrado em Contabilidade, Fiscalidade e Finanças Empresariais<br>Este trabalho final de mestrado analisa quais os passos necessários para implementar um sistema de controlo interno abordando as componentes para a sua elaboração. A estratégia metodológica utilizada é o case study. A abordagem na recolha de dados foi mixed-metod. A primeira realizada por entrevistas qualitativas de profundidade aos responsáveis do departamento de controlo interno do grupo em estudo. Na segunda abordagem foi realizado um inquérito por questionário aos doze responsáveis locais do sistema de controlo interno es

APA, Harvard, Vancouver, ISO, and other styles

33

Aas, Roar. "Risk management using derivatives." Thesis, Heriot-Watt University, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.262000.

Full text

APA, Harvard, Vancouver, ISO, and other styles

34

Bloom, Connor. "The Feasibility of Whole-Blood-System Genotyping: A Case Study using the San Diego Blood Bank." Scholarship @ Claremont, 2019. https://scholarship.claremont.edu/cmc_theses/2110.

Full text

Abstract:

Over the past several decades and increasingly in recent years, blood transfusions in the United States have plummeted as surgery has gotten more precise and less invasive. Alongside this decrease in general transfusions has been an increase in specific blood products for patients whose immune systems require special treatment. Simultaneously, trends in healthcare in the United States have incentivized regional hospitals to join large conglomerates. These coexisting factors have left regional blood banks, traditionally economically viable, in much weakened states. This thesis was born out of a

APA, Harvard, Vancouver, ISO, and other styles

35

Eriksson, Kristofer. "Risk Measures and Dependence Modeling in Financial Risk Management." Thesis, Umeå universitet, Institutionen för fysik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185.

Full text

Abstract:

In financial risk management it is essential to be able to model dependence in markets and portfolios in an accurate and efficient way. A high positive dependence between assets in a portfolio can be devastating, especially in times of crises, since losses will most likely occur at the same time in all assets for such a portfolio. The dependence is therefore directly linked to the risk of the portfolio. The risk can be estimated by several different risk measures, for example Value-at-Risk and Expected shortfall. This paper studies some different ways to measure risk and model dependence, both

APA, Harvard, Vancouver, ISO, and other styles

36

Zou, Lin. "Essays in financial economics and risk management." Thesis, [College Station, Tex. : Texas A&M University, 2007. http://hdl.handle.net/1969.1/ETD-TAMU-1476.

Full text

APA, Harvard, Vancouver, ISO, and other styles

37

Graf, Mario. "Financial Risk Management State-of-the-Art /." St. Gallen, 2005. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01665710001/$FILE/01665710001.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

38

Ewers, Robin B. "Enterprise Risk Management in Responsible Financial Reporting." Thesis, Walden University, 2017. http://pqdtopen.proquest.com/#viewpdf?dispub=10637579.

Full text

Abstract:

<p> Despite regulatory guidelines, unreliable financial reporting exists in organizations, creating undue financial risk-harm for their stakeholders. Normal accident theory (NAT) identifies factors in highly complex integrated systems that can have unexpected, undetected, and uncorrected system failures. High-reliability organization (HRO) theory constructs promote reliability in complex, integrated systems prone to NAT factors. Enterprise risk management (ERM) integrates NAT factors and HRO constructs under a holistic framework to achieve organizational goals and mitigate the potential for st

APA, Harvard, Vancouver, ISO, and other styles

39

Siyi, Zhou. "Essays on financial and insurance risk management." Thesis, Imperial College London, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.586894.

Full text

Abstract:

This thesis conducts several empirical analyses of important issues in modern quantitative risk management The first exercise examines the joint distribution of changes in agency credit ratings. We estimate both intra- and inter-industry correlations using Maximum Likelihood techniques. The analysis is performed unconditionally and then conditional on de-trended GDP. The latter estimates may be used for macro stress testing in which the credit quality of a portfolio is simulated conditional on a hypothesized future path of real output. Following the financial crisis, banks and regulators are i

APA, Harvard, Vancouver, ISO, and other styles

40

Abbas, Sawsan. "Statistical methodologies for financial market risk management." Thesis, Lancaster University, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.547964.

Full text

APA, Harvard, Vancouver, ISO, and other styles

41

Ben, Hadj Saifeddine. "Essays on risk management and financial stability." Thesis, Paris 1, 2017. http://www.theses.fr/2017PA01E003/document.

Full text

Abstract:

La thèse analyse la question de la stabilité du système financier international dans son ensemble et plus précisément comment améliorer sa résilience. Chaque chapitre se focalise sur un type d'acteur dans ce système complexe, à savoir les banques, les organismes de supervision et les régulateurs internationaux. Le premier chapitre introduit de nouvelles techniques d'optimisation pour accélérer le calcul de mesure de risque dans les banques et les institutions financières. Il propose également une étude théorique pour valider les algorithmes d'optimisation proposés. Le second vise à quantifier

APA, Harvard, Vancouver, ISO, and other styles

42

Pillay, Levina. "Risk practitioner experiences of enterprise risk management in financial institutions." Diss., University of Pretoria, 2015. http://hdl.handle.net/2263/52296.

Full text

Abstract:

The ability of financial institutions to strengthen enterprise risk management following the global financial crisis has been challenging. The uncertainties of the external environmental within which these organisations operate and the complexity and speed of internal operations required to respond have continued to evolve. As a result, focus on the discipline of enterprise risk management has emerged, within academia and industry, to determine the broader risk implications to which financial institutions are exposed. A qualitative study was undertaken with 16 risk practitioners engaged in da

APA, Harvard, Vancouver, ISO, and other styles

43

Shedden, Jason Patrick. "A qualitative approach to financial risk." Pretoria : [s.n.], 2006. http://upetd.up.ac.za/thesis/available/etd-05092007-152751.

Full text

APA, Harvard, Vancouver, ISO, and other styles

44

Kubíček, Jan. "Risk Management Support System." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2010. http://www.nusl.cz/ntk/nusl-237268.

Full text

Abstract:

The work provides theoretical base of project management. It describes the current approach to project management as a combination of multiple processes. The process of risk management is described with special care. It also discuss some of the different approaches to risk management. \\ The work suggests new way of handling risk management, that combines risk management and data mining. Data mining approach is also used to mine quantitative risk values. This approach was successfully implemented and tested. Tests showed that this approach is very useful for omitted risk identification. Unfort

APA, Harvard, Vancouver, ISO, and other styles

45

Paltalidis, Nikolaos. "Essays on applied financial econometrics and financial networks : reflections on systemic risk, financial stability & tail risk management." Thesis, University of Portsmouth, 2015. https://researchportal.port.ac.uk/portal/en/theses/essays-on-applied-financial-econometrics-and-financial-networks(3534970d-eeba-4748-9812-d18430925664).html.

Full text

Abstract:

The global crisis of 2008 challenged the functioning of the financial markets. In the aftershock era numerous repercussions were felt throughout the world, resulting from a plethora of cross-border and cross-entity interdependencies. An initially systemic banking crunch – where cash strapped banks stopped lending, liquidity abruptly dried up, and credit conditions deteriorated – metastasized into a sovereign debt crisis in the euro area which devastated public finances and provoked higher sovereign default risk. Motivated by the intensity, the magnitude and the speed with which shocks propagat

APA, Harvard, Vancouver, ISO, and other styles

46

Černák, Peter. "Risk Management." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-76579.

Full text

Abstract:

The Master's Thesis deals with the topic of risk management in a non-financial company. The goal of this Thesis is to create a framework for review of risk management process and to practically apply it in a case study. Objectives of the theoretical parts are: stating the reasons for risk management in non-financial companies, addressing the main parts of risk management and providing guidance for review of risk management process. A special attention is paid to financial risks. The practical part applies the framework created in the theoretical part on a case study -- review/gap analysis of r

APA, Harvard, Vancouver, ISO, and other styles

47

Yao, Rui. "Patterns of financial risk tolerance 1983-2001 /." Columbus, Ohio : Ohio State University, 2003. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1060624755.

Full text

Abstract:

Thesis (Ph. D.)--Ohio State University, 2003.<br>Title from first page of PDF file. Document formatted into pages; contains xvi, 239 p.; also includes graphics (some col). Includes abstract and vita. Advisor: Sherman D. Hanna, College of Human Ecology. Includes bibliographical references (p. 230-239).

APA, Harvard, Vancouver, ISO, and other styles

48

Yang, Xi. "Applying stochastic programming models in financial risk management." Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/4068.

Full text

Abstract:

This research studies two modelling techniques that help seek optimal strategies in financial risk management. Both are based on the stochastic programming methodology. The first technique is concerned with market risk management in portfolio selection problems; the second technique contributes to operational risk management by optimally allocating workforce from a managerial perspective. The first model involves multiperiod decisions (portfolio rebalancing) for an asset and liability management problem and deals with the usual uncertainty of investment returns and future liabilities. Therefor

APA, Harvard, Vancouver, ISO, and other styles

49

MORAES, ALEX SANDRO MONTEIRO DE. "ESSAYS IN FINANCIAL RISK MANAGEMENT OF EMERGING COUNTRIES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2015. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26131@1.

Full text

Abstract:

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO<br>Nesta tese são desenvolvidos três ensaios que avaliam os riscos relativos a alguns países emergentes. No primeiro ensaio, por meio do uso de modelos da família GARCH, verificou-se que o aumento dos pesos relativos atribuídos às observações mais antigas em função do aumento do horizonte de previsão resulta em melhores estimativas de volatilidade. Por meio da utilização de sete modelos de previsão de volatilidade e séries

APA, Harvard, Vancouver, ISO, and other styles

50

Haar, Lawrence. "Business cycles and the management of financial risk." Thesis, University of Surrey, 2000. http://epubs.surrey.ac.uk/844543/.

Full text

Abstract:

The author explicitly specifies a New Keynesian style model embodying a financial constraint on the availability of equity and a financial market imperfection with regard to the existence of state-contingent assets based upon the published papers of Greenwald and Stiglitz (1988, 1990, and 1993). Using computer based numerical simulation, the author validates the three unproven Propositions found in the Greenwald and Stiglitz 1993 article with regard to the model's comparative static behaviour. Through the inclusion of a parameter for technology into the production function, the author shows th

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!