Sökning: "Basel regulation."

Visar resultat 26 - 30 av 66 uppsatser innehållade orden Basel regulation..

  1. 26. Higher capital requirements and banks’ cost of capital : An empirical study of the Swedish major banks

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :John Gunell; Niklas Åhlund; [2017]
    Nyckelord :Modigliani Miller; Capital Requirements; Capital Structure; Banks; Cost of Capital; CAPM.;

    Sammanfattning : In the wake of the financial crisis the systemic importance of banks for the stability of the financial system became evident. Finansinspektionen classifies the banks Nordea, Skandinaviska Enskilda Banken, Svenska Handelsbanken and Swedbank as systemically important for the Swedish financial system. LÄS MER

  3. 27. Determinants of the spread of CET1 for European Banks : Quantitative study based on the 2016 EU-wide Stress test

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Margaux Steiner; Marjolaine Marra; [2017]
    Nyckelord :CET1; capital adequacy ratio; bank regulation; spread; capital requirements; Europe;

    Sammanfattning : Historically, banks have always had a central role in the economy. Their decisions do not only affect their shareholders and customers but the whole economic system. LÄS MER

  4. 28. International Capital- and Liquidity Regulation. A challenge for Chinese banks?

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Emil Murid; Di Wang; [2016-10-07]
    Nyckelord :Basel III; China; Banking Regulation; Net Stable Funding Ratio; Capital Adequacy Ratio;

    Sammanfattning : The Chinese Banking Regulatory Commission started the implementation of global capital- and liquidity standards for commercial banks in China by issuing the first regulatory elements of the Basel III accords in June 2012. This paper analyses a sample of 163 commercial banks operating in China between 2007 and 2014 and studies their Tier 1 Capital Ratio and Net Stable Funding Ratio to see whether commercial banks in China can comply with the requirements of the regulations. LÄS MER

  5. 29. Determinants of Bank Capital Structure. The Impact of Basel III.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Oscar Klingstedt; Oscar Lager; [2016-10-03]
    Nyckelord :Bank capital structure; Financial crisis; Basel III regulation;

    Sammanfattning : This paper examines which determinants of bank capital structure are reliably decisive for 15 publicly traded European and American banks from 2006 to 2015. Common factors of leverage such as Pro t, Size, Growth, Risk, Asset Structure and Interest Rate are used and additionally, a systematic risk proxy Financial Shock as well as a regulation dummy variable Basel III are included. LÄS MER

  7. 30. Kreditvärdighetsjusteringsmodell för ränteswappar

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

    Författare :Ludvig Fjällström; Leonard Vermelin; [2016]
    Nyckelord :CVA; Credit Valuation Adjustment; Credit Risk; Market Risk;

    Sammanfattning : Before the global financial crisis around 2008, the priority of the credit margin was comparatively low and was not taken into consideration as much as today. Many actors believed that credit risk could be neglected at various valuations. Due to that a lot of parties went bankrupt because of the low priorities. LÄS MER