Browsing BBSA Research Projects (2018) by Issue Date
Now showing items 1-20 of 24
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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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
Impact of the announcement of senior management changes on company value in the financial sector of the Nairobi Securities Exchange
(Strathmore University, 2018)This study examines the effect of a senior management change on the share price of a company. Previous international studies have shown mixed and inconsistent results, hence the interest to test if the same would apply in ... -
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 ... -
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 ... -
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 ... -
A Comparison of aviation insurance to the rest of the general insurance sector in Kenya
(Strathmore University, 2018)With the popularity of insurance cover booming in Kenya, individuals are scrambling to acquire insurance policy to protect their property, health and loved ones in the event of their death. The premium amount charged for ... -
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 ... -
Impact of pension funds on the stock market volatility in Kenya.
(Strathmore University, 2018)This study is an empirical test of the impact pension funds have on the volatility of monthly stock returns in Kenya. The study involved RBA funds invested in equities and monthly NSE index returns. The time period under ... -
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 ... -
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 ...
