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Value-at-Risk Estimation Under Shifting Volatility

Due to the Basel III regulations, Value-at-Risk (VaR) as a risk measure has become increasingly important in Europe for financial institutions. But even though it has become an important risk measure, both internally within company reporting and externally due to legislation, there is no one single way to forecast VaR that has yet proven to be superior. The aim of this paper is to examine differen

Mitigating Procyclicality due to Minimum Capital Requirements in the Swedish Banking Sector

This study explores methods for mitigating procyclicality due to calculations of minimum capital requirements to cover credit risk. The basis for calculations are provided by the Basel Committee in the Basel accords and the main concern is that they could strengthen the amplitude of economic cycle fluctuations. Our study constructs a portfolio that aims to replicate the Swedish market for corporat

Realism och krig - en kritisk granskning av den realistiska teorins förmåga att analysera fenomenet nya krig

Since the end of the world wars and the post cold-war era during the 2Oth century, Mary Kaldor argues that a new phenomenon, New Wars, can be seen across the planet. New Wars differ from Old Wars in it’s structure, where the actors participating in the New Wars are more complex to define. The actors in the New Wars are no longer only state actors, but a mix of international and national, public an

Folkmordet 1915 på kristna minoriteter i Osmanska riket

Natten mot 24 april 1915 arresterades 250 armeniska politiker, poeter, författare, läkare, jurister och andra intellektuella och de flesta avrättades inom loppet av 72 timmar. Detta blev startskottet för ett folkmord som fram till 1923 skördade 1,5 miljoner armeniers liv och hundratals assyriers, syrianers, kaldéers och grekers. Folkmordet 1915 i det Osmanska riket är idag det mest utforskade fallOn the night of April 24, 1915, 250 Armenian politicians, poets, writers, doctors, lawyers and other intellectuals were arrested, most of them executed within 72 hours. This was the starting point of a genocide that until 1923 claimed the lives of 1.5 million Armenians and hundreds of Assyrians, Syrians, Chaldeans and Greeks. The Arme-nian genocide in the Ottoman Empire is today the most researche

Co-Preaching : The Effects of Religious Digital Creatives’ Engagement in the Preaching Event

The preaching event is a complex process of communication and interpretation. The aim of this study is to describe and discuss how the preaching event is affected when it is digitally mediated and involves so-called “religious digital creatives” (RDCs). This is achieved through a case study of the preaching event at two Church of Sweden (CoS) congregations that offered pre-recorded, digitally medi

Lars Hedbys

Att utveckla ett nytt läkemedel tar lång tid och kostar mycket pengar. - Forskarna behöver hjälp med att komma åt den kompetens som behövs för att utveckla läkemedel, och det kan sådana som jag hjälpa till med, säger Lars Hedbys, med lång erfarenhet från industrin. Vad tänker han om samarbetet mellan industri och akademi? Vem är han? Möt mannen som nu tar över ansvaret för att sätta upp en struktu

https://www.diabetesportalen.lu.se/lars-hedbys - 2026-05-27

Social Engineering : A study in awareness and measures

In our technology-based society, there has been a clear focus on technical weaknesses to information security. This study will present another danger that is just as important to be aware of and is just as lethal, Social Engineering. This is an attack against the human element of security. This study covers a basic description of social engineering as well as a more thorough description of how the

Measuring Risk for WTI Crude Oil: An application of Parametric Expected Shortfall

Oil is the most traded commodity in the world and is an important part in the global economy. The change in the price of oil has an effect on all sectors of the economy, and the ability to capture its risk is an important research topic. This study calculates the risk of one benchmark crude oil (West Texas Intermediate) over the period 1986-2015 by estimating the Value-at-Risk (VaR) and the Expect

Friendship Habits Questionnaire : A measure of group- versus dyadic-oriented socializing styles.

Friendships are central to our social lives, yet little is known about individual differences associated with the number of friends people enjoy spending time with. Here we present the Friendship Habits Questionnaire (FHQ), a new scale of group versus dyadic-oriented friendship styles. Three studies investigated the psychometric properties of group-oriented friendships and the relevant individual

Brain in Picture

Young MultiParker's image competition of 2023 We're excited to announce our upcoming "Brain in Picture" photo contest! The theme of the competition: The challenge is to capture the essence of brain research in a single snapshot. We're looking for images that showcase neuroscience's beauty, complexity, and wonder (It could be immune staining of brain cells, MRI, PET, or other things linked to your

https://www.multipark.lu.se/brain-picture - 2026-05-27

Niklas Lars Hallberg

Universitetslektor Kontaktinformation E-post: niklas_lars [dot] hallberg [at] fek [dot] lu [dot] seOrganisation Strategi Hämtställe: 10 WebbplatsNiklas Lars Hallbergs profil i Lunds universitets forskningsportalAndra roller Docent Strategi Publikationer Visar av publikationer. Sorterade efter år och sen titel. Filtrera efter typ AllaArtikel i tidskriftBokDel av eller Kapitel i bokDoktorsavhandling

https://www.ehl.lu.se/niklas-lars-hallberg - 2026-05-27

Instruktioner till dig som är frågeskrivare

Börja här! 1. Logga in i QPS. Vid behov, läs mer om hur du loggar in här.2. Kontrollera att du befinner dig i rätt programkontext genom att titta i övre vänstra hörnet. Om du inte är det, använd ikonen som föreställer en pil/dörr i övre högra hörnet för att byta till aktuellt program. Vid behov, läs mer om hur du navigerar i QPS här. Skriv provfrågorPå startsidan My activities ges en sammanfattnin

https://www.qps.education.lu.se/instruktioner-till-dig-som-ar-frageskrivare - 2026-05-27

“It feels like home, this is my Malmö” : Place, media location and fan experiences of The Bridge

This article focuses on fan experiences of place in the Scandinavian crime series The Bridge (Bron||Broen). It offers four in-depth portraits of fans representing different modes of engaging with geographies of the imagination based on participant observations and qualitative semi-structured interviews with 80 audience members conducted in Denmark, Sweden and the UK. The analysis draws attention t

Stefan Lohmander

professor emeritus, läkare, ortopedspecialist Forskningsområde: Artros — från gen till patient för en bättre behandling Jag försöker i min forskning visa vad det är som gör att så många av oss drabbas av den allra vanligaste ledsjukdomen, artros; hur sjukdomen utvecklas och visar sig som smärta, funktionsnedsättning och förändringar i ledens struktur och vilken behandling som bäst hjälper patiente

https://www.artrosportalen.lu.se/artrosforskning/vi-som-forskar-om-artros/stefan-lohmander - 2026-05-27

Floriane Baussière - PhD Candidate

My bachelor’s degree is in: Biochemistry My bachelor’s degree is from: University of Geneva I graduated year: 2017 My master’s degree is in: Organic Chemistry My master’s degree is from: Lund University I graduated year: 2019 I am now a PhD candidate in Organic Chemistry at UiT The Arctic University of Norway, where I work with photoredox catalysis (generation of radicals by irradiation with visib

https://www.kemi.lu.se/floriane-baussiere-phd-candidate - 2026-05-27