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An Empirical Study: Expected Shortfall Estimation Methods for a Bank's Trading Book

This thesis investigates methods that estimate the Expected Shortfall correctly by passing the Acerbi-Szekely (2014) backtest in both stressed and calm periods. This backtest is added to in this thesis to test against both under- and overestimation of ES. This research is relevant due to the recent shift in the Basel’s Fundamental Review of the Trading Book from using Value-at-Risk as the leading

Försäkringsavtalet och försäkringsgivares regressrätt

Genom försäkringsavtalet åtar sig försäkringsgivaren, i utbyte mot betalning att ersätta eventuella skador som uppstår för försäkringstagaren. Parterna åtar sig dessutom att lämna sanningsenlig och korrekt information. Försäkringsgivaren kan i händelse av skada, orsakad av tredje man, inträda i försäkringstagarens rätt till skadestånd, förutsatt att skadan omfattas av försäkringen samt att försäkrThrough the insurance contract, the insurer undertakes to compensate potential damages that occur to the insurant, against compensation. The parties also undertake to provide truthful and accurate information. In the event of damage caused by a third party, the insurer may enter into the insured's right to award, provided that the damage is covered by the insurance and that the insurer has pai

Någon som ser dig : en kvalitativ intervjustudie om skånska journalisters syn på lokaljournalistikens värde

Local and community journalism in Sweden has for the past decades been in an evident decline with great economical losses being reported year after year. This brings the question of the actual value produced by this kind of journalism. Studies on this phenomenon has been carried out through different methodical approaches with different conclusions and results throughout the world and in Sweden as

Översiktsplaneringens roll för att minska växthusgasutsläpp i det lokala klimatarbetet - En fallstudie av Lunds kommuns nya översiktsplan

För att minska våra växthusgasutsläpp, och nå Parisavtalets utsläppsmål, spelar fysisk planering en viktig roll. En del av fysisk planering är översiktsplaner, övergripande planer som kommuner skapar för att planera mark-och vattenanvändningen i kommunen under en längre tid. De är inte lagligt bindande, och inte lika detaljerade som detaljplaner. Men hur påverkar översiktsplaner det lokala klimataTo reduce the emissions of greenhouse gases by local efforts, physical planning plays an essential part. It can have a great impact on our greenhouse gas emissions, by deciding important things as transport and energy planning. This study aims to examine the role of municipal comprehensive planning in the work to reduce greenhouse gases. The study is based on a case study of Lund municipality, car

Cutting emissions with remanufacturing

Produkter vi köper påverkar miljön under hela livscykeln, från produktion till omhändertagande av avfall. Flera studier har visat att en ökad användning av naturresurser är direkt förknippad med en ökad miljöpåverkan. En omställning till mer hållbara alternativ vore därför mer fördelaktigt för miljön. Ett alternativ för en mer hållbar konsumtion är återtillverkning. Återtillverkning är en process An increase in the use of natural resources is directly associated with an increased environmental impact. It is therefore of importance to lead the manufacturing industry towards a route of material efficiency. Remanufacturing is an industrial process that brings a used product and its components back to like-new or better condition. By avoiding manufacturing of new products, great savings in vir

Stress, arbete och hälsa: en idéväckande uppsats om konsulters upplevelse och uppfattning om stress i telecombranschen

A business becoming more common in todays labour market is the one of consultants. The idea of consultants is that they come into a company as experts in order to solve a problem and when the problem is solved and the contract has expired they move on to another costumer/client. These are usually shorter persiods of time, which means that consultants are constantly looking for new assignments. The

POLITICIZING PREJUDICE An Investigation into the Historic use of Anti-Haitian Prejudice and Antagonism as a Political Tool in the Dominican Republic

In the Dominican Republic, residing Haitians and their descendants, emigrated from the neighboring country Haiti, occupy the lowest societal strata. A societal position ascribed to the long and fraught history between the two countries. Their presence has for decades caused great aversion and has officially been labeled anti-Haitianism. Described as a viable political tool for conservatives and na

Fritids- eller permanentbostad? - vid fördelning av andelstal i en gemensamhetsanläggning

En gemensamhetsanläggning är en anläggning som ska tillgodose ett gemensamt behov för de som ingår i den. Det är exempelvis anläggningar för vägar, parkering och lekplatser. Förrättningslantmätaren beslutar vid förrättningen vilket kostnadsansvar varje deltagande fastighet ska bekosta för anläggande, drift och underhåll. Det representeras genom ett andelstal som fastigheten tilldelas. När andelstaAt an ordinance of community facilities in Sweden it is sometimes necessary to consider the difference between the two accommodation arrangements, permanent- or secondary accommodation. The reason for this is to make the costs, for construction, operation and maintenance, financially equal for the participating part-owners. The secondary accommodation usually uses the facility less and should ther

Public participation and written submissions.: A transport infrastructure planning case study

Written submissions or comments as a response on an EIS (Environmental Impact Statement) rank as one of the most common forms of public participation. Within public participation research there appears to be an international dearth of knowledge concerning such written submissions. The possible impact of such responses on an EIS is - with few exceptions - seldom put in focus. The aim in the present

Biallelic inactivation of TP53 rarely contributes to the development of malignant peripheral nerve sheath tumors

About 10% of the patients with neurofibromatosis type 1 (NF1) develop malignant peripheral nerve sheath tumors (MPNSTs), accounting for half of all MPNST cases. Several nonrandom chromosomal aberrations have been found, but the target genes remain mostly unrecognized. Mutations in the NF1 and TP53 genes have been found in some MPNSTs, and recent data from mouse models support a synergistic effect

Multireference Ab Initio Calculations of g tensors for Trinuclear Copper Clusters in Multicopper Oxidases.

EPR spectroscopy has proven to be an indispensable tool in elucidating the structure of metal sites in proteins. In recent years, experimental EPR data have been complemented by theoretical calculations, which have become a standard tool of many quantum chemical packages. However, there have only been a few attempts to calculate EPR g tensors for exchange-coupled systems with more than two spins.

Combining insulin with metformin or an insulin secretagogue in non-obese patients with type 2 diabetes: 12 month, randomised, double blind trial

Objectives To study the effect of insulin treatment in combination with metformin or an insulin secretagogue, repaglinide, on glycaemic regulation in non-obese patients with type 2 diabetes. Design Randomised, double blind, double dummy, parallel trial. Setting Secondary care in Denmark between 2003 and 2006. Participants Non-obese patients (BMI <= 27) with preserved beta cell function. Interventi

Turkey as a Member of the European Union - A cross-country analysis of the potential impact on the Turkish agricultural sector and its trade with the EU

This study examines Turkey’s agricultural sector and how it will be affected by a EU membership. Since Turkey has a great rural population and is relatively dependent on its agriculture, the implementation of the CAP will most probably affect not only the rural community, but also the specialization patterns in agriculture and the trade. The aim of this study is to estimate these changes and draw

Omorientering och förändring Den ryska utrikespolitiska doktrinen under Vladimir Putin

Abstract This thesis analyzes the Russian Foreign Policy Doctrine from a broad theoretical perspective, with the aim of describing and explaining the doctrine using a number of theoretical approaches. Russia's foreign policy has undergone substantial changes since Vladimir Putin became president in the year 2000, involving a radical shift in foreign policy objectives and thereby moving away f

Skärpt straff vid återfall - Några rättsverkningar av tidigare brottslighet

Den tilltalades tidigare brottslighet kan i svensk rätt påverka påföljdsbestämningen för ny brottslighet, dvs. straffmätning och påföljdsval, på främst tre sätt. I första hand kan den tidigare brottsligheten beaktas genom ett skärpt påföljdsval. I andra hand har rätten möjlighet att förklara villkorligt medgiven frihet förverkad. I sista hand finns det genom straffskärpning möjlighet att förlänga

Näringsläckage från åkermark inom Brååns dräneringsområde : lokalisering och åtgärdsförslag

The river of Bråån is heavely polluted by nutrient leakage from arable land. The aim of this study is to propose measures designed to reduce nutrient transport within the dranaige basin (165 km2). Leaking areas of the arable land were located and measures were suggested where they would be most effective. The west part of the basin tends to leak more through the soil profile as a result of very in

Famla i blindo - en studie om professionellas arbete med barn med funktionsnedsättning som utsätts för övergrepp

The aim of the study was to highlight the situation of children with disabilities. Previous research shows that these children are more vulnerable to different types of abuse than other children. Several studies show, due to the large number of unreported cases, that society is ill-equipped to detect cases of abuse against children with disabilities. The purpose of this study was also to examine h

Distributive justice and the welfare state

Popular Abstract in Swedish Avhandlingen innehåller fyra artiklar som berör olika aspekter av offentlig omfördelning i välfärdsstaten. Avhandlingen syftar till att ge kunskap om konsekvenser av, motiv för och mätande av och denna omfördelning. Den första artikeln ställer frågan: Hög hög skatteomfördelning från arbetande till icke arbetande kan motiveras av grundantagandet att naturresurser är gemThis thesis is an attempt to generate knowledge about the justification, measurement and consequences of public redistribution. The first paper poses the following question: How much redistribution from working to non-working can be justified by arguing that external resources are owned jointly by all, or that ownership should ideally be divided equally? This question is analyzed using bargaining

Von Willebrand's disease caused by compound heterozygosity for a substitution mutation (T1156M) in the D3 domain of the von Willebrand factor and a stop mutation (Q2470X).

Hereditary defects of the von Willebrand factor (VWF) gene cause von Willebrand's disease (VWD) which shows great variability dependent on the nature and location of the mutation. We here describe the characteristics of a substitution of methionine for threonine 1156 in the D3 domain of the VWF, i.e. the domain involved in the intracellular multimerization of pro-VWF dimers. A VWD patient withseve