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Dissertations / Theses on the topic 'The valuation of the deposit portfolio'

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Published: 30 May 2022

Last updated: 31 July 2025

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1

Fikri, Cem. "Valuation of synthetic CDOs and related portfolio credit derivatives." Thesis, Imperial College London, 2007. http://hdl.handle.net/10044/1/12014.

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2

TORRES, RODRIGO CORREA. "PORTFOLIO VALUATION OF ELECTRICITY CONTRACTS: AN OPTIONS THEORY APPROACH." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8675@1.

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O Ambiente de Contratação Livre proporcionou uma continuidade do processo de livre concorrência de mercado iniciado com a reestruturação do setor elétrico em 1997. A mudança de um regime baseado em contratos de suprimento renováveis para uma estrutura baseada em preços dados por um mercado competitivo, expõe as empresas do setor elétrico brasileiro à volatilidade do mercado de eletricidade. Neste novo ambiente, as empresas devem gerenciar os riscos associados às suas operações. Devido às características singulares do setor elétrico brasileiro, o gerenciamento de risco é um grande desaf

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3

Van, Enckevort Anna Marie. "Real option valuation of a portfolio of oil projects." Thesis, Imperial College London, 2007. http://hdl.handle.net/10044/1/8756.

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Various methodologies exist for valuing companies and their projects. We address the problem of valuing a portfolio of projects within companies that have infrequent, large and volatile cash flows. Examples of this type of company exist in oil exploration and development and we will use this example to illustrate our analysis throughout the thesis. The theoretical interest in this problem lies in modeling the sources of risk in the projects and their different interactions within each project. Initially we look at the advantages of real options analysis and compare this approach with more trad

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4

Moosbrucker, Thomas [Verfasser]. "Valuation of Portfolio Credit Derivatives : Theory and Application / Thomas Moosbrucker." Aachen : Shaker, 2007. http://d-nb.info/1170527256/34.

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5

Burley, Benjamin T. (Benjamin Thomas). "Portfolio valuation in early drug development : a systematic accounting of utility." Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/106225.

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Thesis: S.M. in Engineering and Management, Massachusetts Institute of Technology, School of Engineering, System Design and Management Program, Engineering and Management Program, 2016.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (pages 64-67).<br>Pharmaceutical drug development is exhibiting a consistent trend of increased R&D investment required per successful therapy brought to market. Simu

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6

Trägårdh, Andreas. "Additional Value in Project Portfolio Selection : Doing the right things by right valuation – Gains of real options portfolio theory." Thesis, Blekinge Tekniska Högskola, Sektionen för management, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-12795.

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Purpose: The purpose of this thesis is to address the, by scholars and managers alike, expressed need of development in the project portfolio selection. The research will aim to investigate how the selection of innovation projects portfolios could change if flexibility, and with it uncertainty, were added to the project portfolio selection. The aim is further to investigate how options value can be incorporated as additional value to a portfolio selection decision, with the goal to choose projects that maximize the goal function of the firm. Method: This thesis takes a qualitative approach as

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7

Lee, Alex Yen Hung 1974. "Application of portfolio theory to labor contract valuation : the case of the airline industry." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/32465.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2005.<br>Includes bibliographical references (p. 161-165).<br>An analytic formula is derived in this thesis for the risk-adjusted financial value of a labor contract. The contract is modeled as a bond with a payment stream equivalent to the stipulated wages. The Capital Asset Pricing Model (CAPM) is used to determine the expected return from the bond relative to the entire financial market. The Net Present Value of the payment stream and the expected return of the bond are then combined to give the v

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8

Matamba, Itani. "Estimating the cost of deposit insurance for a commercial bank following an optimal investment strategy." University of Western Cape, 2020. http://hdl.handle.net/11394/7845.

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>Magister Scientiae - MSc<br>Commercial banks play a dominant role in facilitating the economic growth of a country by acting as an intermediary between the de cit spending unit (borrowers) and the surplus spending unit (lenders). In particular, they transform short-term deposits into medium and long-term loans. Due to their important role in the economy and the nancial system as a whole, commercial banks are subject to high regulation standards in most countries. According to an international set of capital standards known as the Basel Accords, banks are required to hold a minimum leve

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9

Turvey, Phillip. "The impact of taxes on optimal portfolio choice : an Australian study." Thesis, Queensland University of Technology, 2011. https://eprints.qut.edu.au/46825/1/Phillip_Turvey_Thesis.pdf.

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Taxes are an important component of investing that is commonly overlooked in both the literature and in practice. For example, many understand that taxes will reduce an investment’s return, but less understood is the risk-sharing nature of taxes that also reduces the investment’s risk. This thesis examines how taxes affect the optimal asset allocation and asset location decision in an Australian environment. It advances the model of Horan & Al Zaman (2008), improving the method by which the present value of tax liabilities are calculated, by using an after-tax risk-free discount rate, and inco

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10

Pohl, Volker [Verfasser], and Ernst [Akademischer Betreuer] Eberlein. "Valuation of portfolio credit derivatives and data-based default prediction = Bewertung von Portfoliokreditderivaten und datenbasierte Ausfallprediktion." Freiburg : Universität, 2012. http://d-nb.info/1123474451/34.

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11

Scheibenpflug, Sara, and Jessica Schering. "The Price is Right : Project valuation for Project Portfolio Management using Markov Chain Monte Carlo Simulation." Thesis, KTH, Optimeringslära och systemteori, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189026.

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A common managerial problem in the project-based organization is the problem of resource allocation. In practice this problem is addressed by applying project portfolio management. In this study we examine project portfolio management in a consultancy firm by applying a mathematical model. The information produced by this model could enable rational decision making and thus improve the economic resilience and reduce internal uncertainty in the firm so that it may live long and prosper. The proposed model is based on a Markov process that represents the projects in the firm. The parameters are

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12

Москалець, О. В. "Розвиток ринку депозитних послуг в Україні". Thesis, Чернігів, 2020. http://ir.stu.cn.ua/123456789/22163.

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Москалець, О. В. Розвиток ринку депозитних послуг в Україні : магістерська робота : 072 Фінанси, банківська справа та страхування / О. В. Москалець ; керівник роботи Дубина М. В. ; Національний університет «Чернігівська політехніка», кафедра фінансів, банківської справи та страхування. – Чернігів, 2020. – 101 с.<br>Кваліфікаційна робота присвячена вивченню тенденцій розвитку українського ринку депозитних послуг та обгрунтуванню шляхів удосконалення його розвитку. Розкрито сутність депозитного ринку та особливостей його функціонування. Досліджено історію розвитку депозитного ринку України, нав

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Dzikevičius, Audrius. "Trading portfolio risk management in banking." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2006. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2006~D_20060404_150317-58493.

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The scientific problem of the dissertation is search of adequacy of the trading portfolio risk management methods and models to the current economic, technological, and informational circumstances of financial institutions. The main features of science novelty characteristic to this research are the following: (i)the comparative study on Value at Risk estimation methods allowed to make important theoretic conclusion that selection of Value at Risk estimation methods depends mostly on characteristics of the portfolio under investigation; theoretic recommendations regarding selection of Value at

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14

Hamell, Clara. "Statistical Methods for Analysis of the Homeowner's Impact on Property Valuation and Its Relation to the Mortgage Portfolio." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-288498.

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The current method for house valuations in mortgage portfolio models corresponds to applying a residential property price index (RPPI) to the purchasing price (or last known valuation). This thesis introduces an alternative house valuation method, which combines the current one with the bank's customer data. This approach shows that the gap between the actual house value and the current estimated house value can to some extent be explained by customer attributes, especially for houses where the homeowner is a defaulted customer. The inclusion of customer attributes can either reduce false over

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15

Bohman, Mickael. "Real Estates Stocks' correlation to their underlying property portfolio and the stock market." Thesis, KTH, Fastigheter och byggande, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-183414.

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16

NASCIMENTO, WALLACE JOSE DAMASCENO DO. "THERMAL POWER PORTFOLIO VALUATION UNDER UNCERTAINTY: A HYBRID METHODOLOGY USING FUZZY NUMBERS, REAL OPTIONS AND OPTIMIZATION BY GENETIC ALGORITHMS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2016. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=30498@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>FUNDAÇÃO DE APOIO À ESCOLA TÉCNICA<br>PROGRAMA DE EXCELENCIA ACADEMICA<br>Os grandes agentes do mercado de energia dedicam muitos esforços na avaliação e decisão da alocação ótima de capital para a implementação de projetos, em decorrência do grande número de projetos candidatos em seus portfólios de investimentos. Essas decisões visam escolher o subconjunto de projetos a ser implementado, pois os recursos orçamentários são geralmente menores que o necessário para a implementaç

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17

Franksson, Rikard. "Private Equity Portfolio Management and Positive Alphas." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275666.

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This project aims to analyze Nordic companies active in the sector of Information and Communications Technology (ICT), and does this in two parts. Part I entails analyzing public companies to construct a valuation model aimed at predicting the enterprise value of private companies. Part II deals with analyzing private companies to determine if there are opportunities providing excess returns as compared to investments in public companies. In part I, a multiple regression approach is utilized to identify suitable valuation models. In doing so, it is revealed that 1-factor models provide best st

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18

Cheng, Zhanping. "Value based management of supplier relationships and supply contracts : quantitative modeling, valuation and portfolio optimization based on financial investment theories /." Lohmar : Eul, 2009. http://d-nb.info/997314826/04.

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19

Fife, Allan, University of Western Sydney, College of Law and Business, and of Construction Property and Planning School. "A comparative assessment of the factors influencing the valuation and market pricing of fractional interests in real estate." THESIS_CLAB_CPP_Fife_A.xml, 2001. http://handle.uws.edu.au:8081/1959.7/509.

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As the relative capital value of major real estate investment grows, and investment risk continues to centralise, the requirement to diversify this risk through shared ownership has increased. This international trend toward increased co-ownership has been manifested in cross border collaborations and, with this sharing of risks has come the dilemma of preserving the operational integrity of these assets and the capital value of the fractional interests created. This thesis considers the process of valuation of fractional interests, examining the methods employed in both the real estate and se

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20

Du, Toit Stefanus Gerhardus. "Value investing versus growth investing in South Africa : valuation disparities and subsequent performance." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/71873.

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Thesis (MComm)--Stellenbosch University, 2012.<br>ENGLISH ABSTRACT: Investment styles and more particularly the relative outperformance of certain styles under differing market conditions have been widely researched. Furthermore, investment professionals are constantly on the lookout for factors that could possibly be indicative of the subsequent outperformance of certain investment styles. With the value-growth phenomenon at the centre of this debate, there is an attempt in this study to shed some light on this anomaly from a purely South African perspective. Using monthly data for the peri

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21

Preuss, Marion. "Enlargement for residential trade and industry portfolio valuation and optimisation within the framework of the demographic development in the European Union." Doctoral thesis, Universitat Politècnica de València, 2016. http://hdl.handle.net/10251/64068.

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[EN] This research presents a new methodology to evaluate the development trends of the residential trade and industry up until 2050. In the first step available data are analysed for the period 1970 - 2050. In the second step an expert assessment based on the Analytic Hierarchy Process (AHP) methodology is integrated to reflect the estimation of various expert forecasts of the future. The AHP methodology is based on different variables in the fields of demographic, social-environmental as well as build-quality characteristics to imply a widespread perception of the portfolio mix of habitation

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22

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.

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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

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23

Kazachenko, Sergey, and Diana Paz. "Stockperformance indicators post recession : - A Study of valuation tools and strategies during recovery." Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-23181.

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Problem: What are the most useful techniques to indicate the stocks that will outperform the market 12 month post the recession period? Purpose: The purpose is to find out which method(s): P/B, EV/EBIT, level of debt and so on, will offer investors the highest returns on the investments post the recession period based on the example of the IT crisis of 2000/2001. Method: Quantitative study, covering the Swedish OMX Index from 2001 until December 2002. Conclusions: Three variables should be reconsidered when making an investment decision post the recession period. These variables were e

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Naujokat, Felix [Verfasser], Ulrich [Akademischer Betreuer] Horst, Peter [Akademischer Betreuer] Bank, and Abel [Akademischer Betreuer] Cadenillas. "Stochastic control in limit order markets : curve following, portfolio liquidation and derivative valuation / Felix Naujokat. Gutachter: Ulrich Horst ; Peter Bank ; Abel Cadenillas." Berlin : Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2011. http://d-nb.info/1017494606/34.

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Волошин, М. І. "Поведінкові грошові потоки депозитного портфеля банку". Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/63206.

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Щодня банк стикається із задачею управління ризиком ліквідності. Для цього необхідно вміти оцінити грошові потоки, що відбудуться в майбутньому. Для оцінки ризику ліквідності найчастіше користуються звітом з розривів ліквідності, що будується на основі контрактних строків до погашення. Це накладає значні обмеження на використання такого звіту, адже він не враховує поведінкові грошові потоки (behavioral cash flows).

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Pinon, Olivia Julie. "A methodology for the valuation and selection of adaptable technology portfolios and its application to small and medium airports." Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/43632.

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The increase in the types of airspace users (large aircraft, small and regional jets, very light jets, unmanned aerial vehicles, etc.), as well as the very limited number of future new airport development projects are some of the factors that will characterize the next decades in air transportation. These factors, associated with a persistent growth in air traffic will worsen the current gridlock situation experienced at some major airports. As airports are becoming the major capacity bottleneck to continued growth in air traffic, it is therefore primordial to make the most efficient use of th

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27

Deinwallner, Ulrich Roger. "Adjusting the Momentum Strategy for Small Investors." ScholarWorks, 2019. https://scholarworks.waldenu.edu/dissertations/6782.

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Researchers recommended investing according to the long only momentum (MOM) strategy to generate excess returns for private investors. The general problem of this study was that it was unclear when to enter and when to exit declining financial markets to avoid larger losses and to improve the overall performance with the MOM strategy. Therefore, it was important to understand the influence of a timing indicator on the MOM strategy. The purpose of this study was to examine the relationship between different moving average (MA) settings, the MOM strategy, and the performance of the returns from

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Fife, Allan Anthony. "A comparative assessment of the factors influencing the valuation and market pricing of fractional interests in real estate /." View thesis, 2001. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20030704.111824/index.html.

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29

Lindermeir, Andreas [Verfasser], and Hans Ulrich [Akademischer Betreuer] Buhl. "Decision Support in IT and Risk: On the Economic Valuation of Strategic Decisions in IT Innovation Management, Credit Portfolio Management, and Hedging / Andreas Lindermeir ; Betreuer: Hans Ulrich Buhl." Augsburg : Universität Augsburg, 2016. http://d-nb.info/1119707080/34.

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Носаль, М. О. "Управління депозитними ресурсами банку". Thesis, Одеський національний економічний університет, 2020. http://dspace.oneu.edu.ua/jspui/handle/123456789/12359.

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У роботі узагальнюються сучасні проблеми управління депозитних ресурсів у реалізації стратегії вітчизняних банківських установ; доведено вплив макроекономічних факторів на управління депозитних ресурсів; визначені методичні підходи до формування депозитних ресурсів банків та вивчення міжнародного досвіду формування депозитних ресурсів, зроблені висновки щодо теоретичних та методичних положень, які можуть бути використані як пропозиції щодо управління депозитних ресурсів, якості сформованих депозитних ресурсів та подальшого розміщення депозитних ресурсів вітчизняними банками.<br>The paper summ

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31

Melin, Jens, and Aldina Hoso. "Småbolagseffekten och investeringsstrategier i småbolagsaktier på Nasdaq OMX Stockholm." Thesis, Linköpings universitet, Företagsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70989.

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Bakgrund: Småbolagseffekten påvisades först av Banz (1981) och Reinganum (1981) som kom fram tillatt småbolag genererade högre avkastning än stora bolag under samma period. Effekten syntes även stabil över tiden vilket ej är förenligt med Capital Asset Pricing Model (CAPM) och den effektiva marknadshypotesen (EMH). Syfte: Syftet med denna uppsats är att undersöka om det finns någon påvisbar småbolagseffekt påNasdaq OMX Stockholm och huruvida den i så fall har varit konstant under studieperioden. Vidare syftar studien till att undersöka huruvida relativvärdering av småbolagsaktier framgångsrikt

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Belloque, Guilherme Garcia. "Estimativa do prêmio pelo risco país com a aplicação do modelo AEG." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/12/12136/tde-23102008-152957/.

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A crescente integração econômica e mobilidade de capital levam a uma maior exposição dos investidores a riscos externos. Com isso, ganha relevância a discussão sobre como se considerar, no cálculo do custo de capital, possíveis prêmios requeridos pelos riscos adicionais da realização de negócios em mercados emergentes. A existência de um adicional de risco é relativamente evidente, podendo ser constatada pela maior volatilidade que grande parte dos mercados acionários emergentes possuem em relação a mercados maduros, como o norte-americano. Entretanto, a existência de um prêmio requerido por e

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Bergman, Rickard, and Philip Gunnarsson. "Economic Value Added® applied on the American Stock Market : Can the EVA® fundamental analysis increase the returns to a hedge-portfolio strategy with stocks sorted after book-to-market valuation and size?" Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-143971.

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In this paper, the popular fundamental analysis model Economic Value Added is tested for any ability to generate returns above that explained by book-to-market effects on American large cap stocks. A zero net-investment hedge portfolio-test was undertaken where the Economic Value Added® fundamental analysis was applied on a sample of large cap stocks, sorted into quintiles after book to market valuation. The portfolio investing in the extreme quintiles gained positive returns between the years 1999 – 2010 equal to an average yearly total return of 7,32 %. During the test-period, the benchmark

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Pilemalm, Robert, Kristofer Horkeby, and Fredrik Gavelin. "Analys och visualisering av optioner och andra finansiella instrument : Utveckling och studie av portföljhanteringssystem." Thesis, Linköpings universitet, Företagsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-65792.

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Bakgrund: Ett sätt att minska risker vid handel med finansiella instrument är att bygga portföljer. För att kunna hantera portföljer med olika finansiella instrument och valutor samt kunna hantera flera portföljer samtidigt, används portföljhanteringssystem. Studenter kan genom att använda sig av sådana system lära sig hur finansiella marknader fungerar. Kraven på ett portföljhanteringssystem är inte desamma som kraven på ett kommersiellt system och därför finns det ett behov att utveckla en modell för denna kontext. Syfte: Denna uppsats ämnar bygga en modell i PowerPlus Pro som studenter kan

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Lantto, Anders, and Scheele Lars von. "Relativvärdering som investeringsstrategi : En kvantitativ studie om relativvärdering inom finansbranschen i Sverige." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-18645.

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Bakgrund: Det finns många aktier att välja mellan på aktiemarknaden. För en person som aldrig tidigare har handlat med aktier kan det vara svårt att veta vilken investering som efter en tid kan generera ett högre värde än det satsade kapitalet. Relativvärdering är en investeringsstrategi som kan tillämpas för att identifiera dessa aktier. Syfte: Syftet med studien är att undersöka om värdemultiplarna P/E-talet, P/BV-talet och direktavkastning kan generera överavkastning genom investeringar i undervärderade aktier i finansbranschen. Om så är fallet, därefter påvisa vilken a

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Dzikevičius, Audrius. "Prekybinio portfelio rizikos valdybas banke." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2006. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2006~D_20060404_135845-50706.

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Sparčiai kintant finansinių institucijų veiklos sąlygoms, didėjant finansinių rinkų nepastovumui bei veiklos mastams, atsirandant vis naujoms finansinėms priemonėms, o kartu su jomis ir naujoms finansinių institucijų rizikos rūšims, ypač išaugo prekybinio portfelio rizikos valdymo poreikis. Tą įrodo ir tai, kad po eilės solidžių ir pakankamai konservatyvių finansinių institucijų, tokių kaip Baring, Daiwa, Sumitomo, Metallgesellschaft, Orange County, Long Term Capital Management, bankrotų ar milžiniškų nuostolių patyrimo praeito amžiaus paskutiniame dešimtmetyje didžiosios pasaulio finansinės i

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Furlanetti, Carlos Eduardo. "Estudo empírico sobre retornos de carteiras de ações selecionadas a partir do uso de múltiplos de mercado (preço/lucro ou preço/valor patrimonial." Pontifícia Universidade Católica de São Paulo, 2011. https://tede2.pucsp.br/handle/handle/1484.

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Made available in DSpace on 2016-04-25T18:39:45Z (GMT). No. of bitstreams: 1 Carlos Eduardo Furlanetti.pdf: 957434 bytes, checksum: 4d15c672f25586845118ea42ab2bd576 (MD5) Previous issue date: 2011-12-12<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>This work analyzes the mean quarterly returns produced by portfolios, selected between 2002 and 2010, compounded by stocks traded in the BM&FBovespa, based on the use of two popular multiples, Price/Earnings (P/E), or Price/Book Value (P/B), aiming at verifying whether these returns were consistently higher than the mean valuat

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Bivrin, Julia, and Viktor Edlund. "Kapitalstruktur hos svenska fastighetsbolag : En undersökning av vilka faktorer som påverkar val och möjligheter av skuldfinansiering för svenska fastighetsbolag." Thesis, KTH, Fastigheter och byggande, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-298058.

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Kapitalstrukturen hos svenska fastighetsbolag har sedan finanskrisen år 2007–2008 förändrats avsevärt. Framför allt genom en ökad mängd marknadsfinansiering i form av obligations- och certifikatslån men även genom hybridkapital såsom D- och preferensaktier. Det har skapat nya vägar och strategier för fastighetsbolag att genom sin kapitalstruktur påverka utvecklingen på bolaget. Bolagen har genom de nya finansieringsalternativen nått ut till nya typer av investerare som tidigare inte var aktiva på den svenska fastighetsmarknaden. Det finns dock andra aktörer än fastighetsbolagen själva som påve

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

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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

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Лебедєва, М. В. "Роздрібний бізнес банку: особливості та напрями розвитку". Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Lebedeva.pdf.

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Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижче<br>У роботі розглядаються теоретичні аспекти роздрібного банківського бізнесу, їх сутнісні характеристики та організація роздрібної діяльності; визначені види роздрібних банківських послуг та їх особливості; досліджена роздрібна стратегія банку та фактори її розвитку. Проаналізовано практичні аспекти діяльності конкретного банку у сфері роздрібних операцій; досліджено склад та динаміка депозитного портфелю фізичних осіб як джерела фінансових ресурсів банку; проведений аналіз кредитних операцій розд

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Alves, Nelson Miguel Jacinto. "Competitive advantages as source of excess stock returns." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3750.

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Mestrado em Finanças<br>The perspectives assessment of any given company is a vital step to the efficiency of the valuation process. A correct assessment will result in the definition of assumptions that will lead to better valuation results. Wrong conclusions are frequently taken because a bad assessment was made and this is the result of the lack of a proper framework that guides the analysis of company perspectives. To solve this problem we decided to use strategic management theory and test the relation between stock returns and competitive advantages relevant for a given industry. We app

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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.

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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.

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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.

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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

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Хімченко, Я. І. "Управління депозитним портфелем комерційного банку (на прикладі ПАТ КБ «ПриватБанк»)". Thesis, 2018. http://dspace.oneu.edu.ua/jspui/handle/123456789/7616.

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У роботі розглядаються теоретичні основи управління депозитним портфелем комерційного банку. Проаналізовані практичні аспекти управління депозитним портфелем ПАТ КБ «ПриватБанк». Запропоновано використати в процесі управління депозитним портфелем зарубіжний досвід, оптимізувати депозитну політику банку шляхом зосередження на інноваційних депозитних продуктах, вдосконалити систему управління депозитним портфелем шляхом впровадження індикаторів тривоги, створення Департаменту багатоконтрактного центру.<br>В работе рассматриваются теоретические основы управления депозитным портфелем коммерческого

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Ormonde, Gonçalo Melo Toste Belerique. "Following the oracle: Berkshire's portfolio valuation." Master's thesis, 2021. http://hdl.handle.net/10071/24198.

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Berkshire Hathaway Inc. is a multinational conglomerate holding and conglomerate company with a considerable number of subsidiaries engaged in various business activities. At the time of this analysis, the conglomerate is managed by both Charles Munger and Warren Buffet. Throughout the years, Berkshire has brought to itself generalized attention for their successive annual returns beating, for example, S&P 50 index as well as other market benchmarks. A valuation was carried out through the enforcement of the DCF model to each of the eight holdings’ stocks in analysis (i.e. the stocks with a w

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Chia-YuanLin and 林嘉沅. "Valuation of Bank Deposit Insurance with Counterparty Default Risk." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/pc3jqn.

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碩士<br>國立成功大學<br>財務金融研究所碩士在職專班<br>104<br>This thesis focuses on the optimal value of European vulnerable put option on the fair premium of deposit insurance. In particular, it considers the other liabilities in the capital structure of the option writer, and if the proportion of other liabilities of the option writer is larger than the value of the option if financial distress occurs. In order to price the model of vulnerable put options, this study uses a three-dimensional binomial tree, log transformation and first-order Taylor series approximation to construct an appropriate formula. This th

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Ling, Ming Sheng, and 林明生. "January Effect and International Stocks Portfolio Performance Valuation." Thesis, 1994. http://ndltd.ncl.edu.tw/handle/56445935073162292743.

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"Portfolio valuation of electricity contracts: an options theory approach." Tese, MAXWELL, 2006. http://www.maxwell.lambda.ele.puc-rio.br/cgi-bin/db2www/PRG_0991.D2W/SHOW?Cont=8675:pt&Mat=&Sys=&Nr=&Fun=&CdLinPrg=pt.

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Wu, Wei-Hsiung, and 吳唯雄. "Two Essays on the Deposit Insurance Adoption and the Bank Margin Loans Valuation." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/18717341227832617697.

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博士<br>國立臺灣大學<br>財務金融學研究所<br>96<br>The first part is focusing on the policy impact of deposit insurance scheme. With the implementation of Basel Accord, bank capital standards are unified worldwide, but the closure policies are different across nations. In Acharya (2003), it is shown that under the pressure of international competition, different closure policies will converge eventually and lead to more unstable financial environments. In this paper, we show that despite of the international competition, as long as the attitudes of bank regulators toward forbearance are heterogeneous, closure

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Wu, Wei-Hsiung. "Two Essays on the Deposit Insurance Adoption and the Bank Margin Loans Valuation." 2008. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0001-0306200816470000.

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