Prediction of intensity jumps in the behavior of stock prices
Ways to improve stock volatility prediction with prediction of size and density of price jumps for some stocks. Finding of several models those predicted jumps better than historical mean. The best parameter for jump quantity prediction is term spread.
Подобные документы
The relevance of banks in social networks is defined. Of bank lead generation is formulated and perspective potential clients finding through social networks is proved. The analysis of steps to transform a single social network user to a qualified lead.
статья, добавлен 14.07.2017Analysis of the problems and factors that led to the long-term stagnation of the banking sector of the credit market and the cessation of certain types of bank lending. The trend of active growth of the share of loans issued in the non-banking sector.
статья, добавлен 11.07.2018Decisions relating to working capital involve managing relationships between a firm’s short-term assets and liabilities to ensure is able to continue its operations. Research results from compared costs and returns. Increasing corporate profitability.
статья, добавлен 24.12.2015Application of approaches in creating effective banking business models. Consideration of the effect of the introduction of innovations and the growing role of the service sector. Using innovations in banking as a form of financial intermediation.
статья, добавлен 26.12.2023The generalization of the international experience and principles of functioning of the social insurance against occupational hazards. Advantages and disadvantages of the various models proposed areas of social security reform the national model.
статья, добавлен 23.06.2016Investigation of the influence of various microeconomic financial and macroeconomic factors on the probability of a bank default. Analysis of the main reasons for revoking a banking license by the Central Bank of Russia using two binary choice models.
дипломная работа, добавлен 01.12.2019The article presents one fixed-effect and two random-effect regression models detailing the directions and strength of influence of independent variables on dependent variables (INFLATION, UN- EMPL, GINI - indicators of macroeconomic stability).
статья, добавлен 03.09.2024- 33. Implications of the BMR regulation – possible scenarios, hedging and interest rate swap valuation
The main goal of the following study is to determine the possible hedging opportunities due to the BMR regulations ’ implications by identification of theoretical long-term loan scenarios covering transition period and Interest Rate Swap valuation.
статья, добавлен 21.12.2020 The history of agrarians insurance. Positive and negative aspects of this process. Transformation of the insurance protection system under the influence of changes in functions assigned to the insurance mechanism in the field of agricultural production.
статья, добавлен 15.09.2024Study of the current state and trends of changes in the global insurance industry. Features of the development of the industry in modern economic conditions. Technological components and new models of interaction between insurance market participants.
статья, добавлен 20.10.2020Consideration of the principles of implementation of risk-management in modern conditions. Features of the development scheme of risk management of the Bank. Analysis of the ways of transition of banks to the international financial reporting standards.
статья, добавлен 24.02.2016The study of the set of financial relations in the creation, distribution and use of funds by the banking system. Analysis of the mechanism of formation of the bank's resource base. Search for ways of lending, investing and conducting active operations.
статья, добавлен 26.12.2023The concept and the main causes of bad loans, an assessment of their prevalence in modern banking system of Ukraine. Their financial rationale and ways to solve this problem. The process of checking the quality of a bank loan, requirements to it.
презентация, добавлен 18.04.2016Evaluation of the modern development of the automotive market in Russia. Characteristics of types of loans provided by JSC "Rosselkhozbank". The place of car loans in the total share of Bank loans. The profitability of the loans and state support.
статья, добавлен 11.03.2019Тhe history and practice of central banks and supervisory authorities in identifying systemically important financial institutions and measures on their regulation. New ways of preventing the systemic imbalances. The criteria for determining SIFI.
статья, добавлен 25.09.2016A development of a country’s insurance industry. Prospects insurance market and recommending of potential ways to solve them based on current market situation and main indicators. The compulsory law, Driver’s compulsory third party liability insurance.
статья, добавлен 14.07.2021State regulation of bank liquidity in Ukraine. Improving financial sector sustainability. Attracting foreign investment in the country. Development of a deposit insurance program. Regulation of capital movements. Reducing the risk of cash transactions.
статья, добавлен 01.12.2018Key monetary policy tools and objectives. The European Central Bank key policy tools and procedures. Ordered response models. Cross-nested ordered probit: econometric setup and performance evidence. The rotating schemes. Google data performance.
дипломная работа, добавлен 30.07.2016Ways and principles of strengthening the resource base of commercial banks in modern economic conditions. Analysis of international banking practice in this area. The structure of the deposit of funds. Valuation of time deposits and savings banks.
статья, добавлен 24.07.2020- 45. A Russian Bank in the Khanate of Khiva of Novo-Urgench Branch of the Russo-Asiatic Commercial Bank
Functioning of the Novo-Urgench branch of the Russo-Asian commercial bank on the basis of the material from Russian State Historical Archive: successful operations, organizational structure, interaction with clients, its influence on the regional market.
статья, добавлен 26.07.2021 Analysis of the current state and prospects of development of national banking. Highlights of state regulation of banking activity in Ukraine and the role of the National Bank to provide state regulation. Determining trends improving banking regulation.
статья, добавлен 24.02.2016The problem of the organization of Bank lending of the enterprises of small and average business in Ukraine. Promote the involvement of the banking system in formation of investment resources of enterprises. Simplify enterprise access to credit resources.
статья, добавлен 22.08.2017Study and review of the leasing market and its insurance coverage. The challenges in this field and ways to solve them. the stages of establishment, formation and development of the leasing market and its insurance provision in Georgia, perspectives.
статья, добавлен 19.03.2024