BBSA Research Projects (2018)
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The Effect of political risk on exchange rate volatility: the case of Kenya
(Strathmore University, 2018)The Kenyan economy, like many other economies in the world, is sensitive to the political events that occur. In modem day, economies with stable political environments and efficient economic policies have strong and healthy ... -
Effects of fraud management practices on the profitability in the insurance industry
(Strathmore University, 2018)The purpose of this research was to study the effect of fraud management practices on the profitability of insurance companies in Kenya. The category of fraud focused on was the policyholder and claims fraud which is defined ... -
Analyzing the significance of the impact of political unrest and terrorism on Kenya's tourism industry: an event study approach
(Strathmore University, 2018)Tourism is one of the key drivers of Kenya's socio-economic development. The total contribution of the tourism industry to Kenya's Gross Domestic Product was 9.8% in the year 2016 while the total employment contributed by ... -
Operational risk modeling for general insurance companies in Kenya
(Strathmore University, 2018)This study looked at the quantification of operational risk based capital for general insurance companies in Kenya. It is important to note that the regulator requires all insurance companies to compute risk based capital ... -
Motor private vehicle rating model
(Strathmore University, 2018)Most motor insurance companies in Kenya collect about 5-l 0 rating factors in their proposal forms. Despite having these data, these companies have in the past used the minimum rates prescribed by the Insurance Regulatory ... -
Application of the Hedonic pricing model in real estate valuation in Nairobi County : a study of the Hedonic model
(Strathmore University, 2018)Housing occupies an important position in the Kenyan psyche along with the concept of home ownership. The residential developments and investments attract both institutional, corporate organizations as well as private ... -
A Dynamic financial optimization approach to structuring mortgage backed securities in Kenya
(Strathmore University, 2018)Ideally, there should be a match between the demand for housing in an economy and its supply. This would ensure stability in house prices as well as affordability (Munene, 2010). In sub-Saharan Africa, slum populations ... -
The Relationship between stock returns and the rate of inflation
(Strathmore University, 2018)The purpose of the study is to investigate the relationship between stock returns and the rate of inflation in the Kenyan market using monthly time series data between January 20 I 0 and October 2017. The study uses the ... -
The Impact of longevity risk in defined benefit private pension funds
(Strathmore University, 2018)Retirement benefits should be able to last until the retiree dies. With improvements in fields like technology and medicine, there has been a reduction in mortality rates and an increase in life expectancy. Defined benefit ... -
Impact of macroeconomic variables on stock market volatility : a case study of the Nairobi Stock Exchange.
(Strathmore University, 2018)Stock market plays a very important role in economic growth and development. It is a center of network transactions where buyers and sellers of securities meet at a specified price. Movement of stock markets is an important ... -
Impact of dynamic pension contribution rates on adequacy of retirement benefits.
(Strathmore University, 2018)The retirement income an employee can anticipate is greatly contingent on their salary, contributions, investment strategies and consequently investment returns. Nonetheless, the contributions along with the interest earned ... -
Determining premiums for small-holder farmers in Kenya for weather index insurance
(Strathmore University, 2018)This research aimed to demonstrate that weather index insurance could be used by what farmers in Narok to protect themselves against adverse effects of drought. This involved determining the minimum amount of premiums that ... -
Calculating risk based capital requirement using correlation method
(Strathmore University, 2018)Kenya has 49 insurers, five re-insurers and almost 200 brokers in a country where about 3 percent of the population has cover. A lack of proper risk management has seen many insurers in Africa become insolvent. Kenya, for ... -
A Comparison of Europe's solvency II model to Kenya's risk based capital framework.
(Strathmore University, 2018)Kenya has experienced a lot of growth on the insurance industry to the extent of being ranked the best insurance industry in the East African region. Part of this growth can be attributed to the change of the solvency ... -
Impact of longevity improvements on life insurance companies: a study of Taiwan
(Strathmore University, 2018)The whole world has noted an unmatched reduction in the mortality rates and Kenya is no exception. These on-going improvements have brought out the need of mortality forecasting for annuitants as well as pensioners in order ... -
Hedging longevity risk using longevity swaps
(Strathmore University, 2018)Longevity-linked securities provide the desirable hedging instruments to insurers and annuity providers, and on the other hand, diversification benefits to their counter parties such as the reinsurers and banks. In Kenya ... -
A Framework to model the monetary value of brands for insurance companies in Kenya
(Strathmore University, 2018)The purpose of this study was to come up with a framework for measuring brand equity for insurance companies in Kenya. The concept of brand is widely gaining popularity and plays a role in consumer decision making. Managers ... -
Quantification of foreign exchange exposure in insurance companies in Kenya
(Strathmore University, 2018)The study sought to quantify foreign exchange exposure in insurance companies in Kenya. This was achieved through evaluating twenty Kenyan insurers using two main objectives. The first was to establish the statistical ... -
Prospect theory and utility theory: a comparison and application in the Nairobi Securities Exchange
(Strathmore University, 2018)The rationality-based market equilibrium models in finance in general are weighted down by anomalies such that attempting to replicate these models directly without reinforcing the attributes of the social psychology that ... -
Pricing a post-retirement medical insurance product
(Strathmore University, 2018)Privately purchased medical insurance is very expensive for retirees. In Kenya, some companies even put an age cap restricting on insurance. A post-retirement medical insurance product helps in planning for medical expenses ...
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