Sökning: "Basel regulation."

Visar resultat 16 - 20 av 66 uppsatser innehållade orden Basel regulation..

1. 16. Bank capital and liquidity creation. An empirical study of the Scandinavian Banks

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Awais Shah; Said Lahiani; [2018-07-04]
   Nyckelord :liquidity creation; capital requirements; Basel III regulations; big and small banks; credit intermediation; Scandinavian countries;

   Sammanfattning : Little is known about the impact of capital regulation on the liquidity creation capabilities of Scandinavian banks. This thesis attempts to examine the relationship between bank capital and liquidity creation based on an unbalanced panel data of 28 banks using quarterly data for the period 2009 to 2016. LÄS MER

3. 17. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Jesper Karlsson; [2018-07-04]
   Nyckelord :Risk Management; Migration Analysis; Intensity Models; IFRS 9; Basel Accords; Portfolio Stress Test;

   Sammanfattning : Transition matrices show the probabilities of credit rating migrations for a pool of ratings within a particular industry, geographical area, time-horizon, etc. Regulation, in the form of Basel accords, has opted for standards in banking that among other techniques use transition matrices, and thus the probability of default, for internally-based risk-assessment, as well as incorporating the external credit rating in the capital requirement calculation. LÄS MER

4. 18. Comparing methods for identifying G-SIBs in Europe

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Emil Johnsson; [2018-07-04]
   Nyckelord :Risk Analysis; Basel Accords; Financial Regulation; Simulation Modeling; Volatility Forecasting; Risk Assessment; Bank Regulation;

   Sammanfattning : The extra loss absorbency requirement for global systemically important banks (G-SIBs) is one of the macroprudential reforms in Basel III aimed at lowering the systemic risk in the financial system. Systemic risk is difficult to define and measure and academics have proposed alternative ways to measure banks' systemic importance. LÄS MER

5. 19. The Adverse Effects of Stricter Capital Regulation on the SME Bank Lending Channel

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Rebecca Palm Ballesta; Fredrika Poole Bonnier; [2018-07-04]
   Nyckelord :SME; Bank Lending Channel; External Finance; Capital Regulation; Basel III; SME SF;

   Sammanfattning : The aim of this thesis is to investigate if stricter capital regulation creates negative shocks in the loan market and if these shocks adversely effect Small and Medium sized Enterprises (SME) access to external financing through the bank lending channel. This is tested through a Difference-in-Difference (DiD) model, where loan volume and interest rates of SMEs are compared to large firms in Europe from 2011 to 2016. LÄS MER

7. 20. Analys av den svenska företagsobligationsmarknaden

   Kandidat-uppsats, KTH/Fastigheter och byggande

   Författare :Alejandro Echeverri; [2018]
   Nyckelord :Corporate bonds; Capital structure; Bond market; Financing; Företagsobligationer; Kapitalstruktur; Obligationsmarknad; Finansiering;

   Sammanfattning : Efter finanskrisen 2008 blev bankerna mer restriktiva i sin utlåning till företag, vilket har resulterat i att företag söker alternativ finansiering via kapitalmarknaden. Utvecklingen kan härledas till implementeringen av den nya finansiella regleringen (Basel III). LÄS MER