Sökning: "Basel Capital Accord"

Visar resultat 1 - 5 av 22 uppsatser innehållade orden Basel Capital Accord.

  1. 1. CARs In the Driver’s Seat: The Battle Between Capital and Stock Performance

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Léo Fégeant; Alice Beer; [2023]
    Nyckelord :Capital Adequacy Ratio; Capital Requirements; Stock Returns; Basel-III; Business and Economics;

    Sammanfattning : After the financial crisis of 2008, the Basel Committee on Banking Supervision created the latest Accord for capital requirements: The Basel III Accord. Basel III set higher requirements for both quantity and quality of capital, with the aim to mitigate systemic risk. LÄS MER

  3. 2. Into the Trading Book: Estimating Expected Shortfall

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Robin Eric Schmutz; Leonard Schneider; [2023]
    Nyckelord :Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

    Sammanfattning : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. LÄS MER

  4. 3. Banks' Adjustments to Basel III Capital Requirements : Empirical research on a sample of 359 banks between 2015 and 2021

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Andrea Hajnalka Csengoi; Nadia Ayadi; [2023]
    Nyckelord :Basel III; regulation; capital adequacy ratio; Global Financial Crisis;

    Sammanfattning : Background: Fifteen years after the Global Financial Crisis, and four years after the enactment of the Basel III Accord, our thesis aims to answer how banks adapted to the new capital requirements. The core objective of the Basel Committee of Banking Supervision was to improve regulation and supervision and address the previous legislation deficiencies. LÄS MER

  5. 4. Baselöverenskommelsens påverkan på bankers riskhantering : En kvalitativ studie om Baselöverenskommelsen, bankers implementering och riskhantering

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Isac Lago; Marcus Ytterström; [2020]
    Nyckelord :Riskhantering; Basel Accord; Finansiella Regelverk;

    Sammanfattning : Före Sverige hade hårda regleringskrav såsom Baselöverenskommelsen var det tydligt att banker tog stora risker som inte var det bästa för samhället. När finansiella kriser inträffats har staten behövt gå in med pengar för att ge räddningspaket till bankerna. LÄS MER

  7. 5. Machine Learning in credit risk : Evaluation of supervised machine learning models predicting credit risk in the financial sector

    Kandidat-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Love Lundström; Oscar Öhman; [2019]
    Nyckelord :Credit risk; probability of default; Logistic regression; Neural network; Decision tree; Random Forest; Kredit risk; sannolikheten att fallera; Logistisk regression; Neurala nätverk; Decision Tree; Random Forest;

    Sammanfattning : When banks lend money to another party they face a risk that the borrower will not fulfill its obligation towards the bank. This risk is called credit risk and it’s the largest risk banks faces. According to the Basel accord banks need to have a certain amount of capital requirements to protect themselves towards future financial crisis. LÄS MER