Sökning: "Too-big-to-fail"

Visar resultat 1 - 5 av 14 uppsatser innehållade ordet Too-big-to-fail.

  1. 1. A Quantitative Evaluation of Systemic Risk in the European Banking Sector

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jimmy Andersson; Anders Svernling; [2020-07-07]
    Nyckelord :Systemic risk measures; Systemic risk contribution; European banking supervision; Risk rankings;

    Sammanfattning : This paper proposes a cross-section analysis of systemic risk in the European banking sector. The absence of a general definition of systemic risk makes it difficult to use a single, practically relevant model. LÄS MER

  3. 2. The influence of consolidation and internationalization on systemic risk in the financial sector

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Rinke Bakker; [2018]
    Nyckelord :Marginal Expected Shortfall; Internationalization; Mergers and Acquisitions; Banking; Consolidation;

    Sammanfattning : This paper analyses the impact of banking mergers on systemic risk, with in particular if internationalization prior to acquisition increases systemic risk. By using the marginal expected shortfall methodology for an international sample of mergers, a significant increase in systemic risk is found as a result of mergers in the financial sector. LÄS MER

  4. 3. Effekter på bostadsmarknaden av stabiliseringspolitiska åtgärder

    Master-uppsats, Lunds universitet/Fastighetsvetenskap

    Författare :Jacob Mattsson; [2017]
    Nyckelord :Fastighetsskatt; Kapitalvinstskatt; Skuldkvotstak; Amorteringskrav; Ränteavdrag; Bostadsmarknad; Home mortgage interest deduction; Amortization requirement; Debt-to-income ratio limit; Capital gains tax; Property tax; Housing market; Technology and Engineering;

    Sammanfattning : A current topic in Swedish politics is the increasing household debt, particularly in the metropolitan areas. The Swedish Central Bank and the Financial Supervisory Authority have made proposals for several policies, to inhibit a continued growth of the household debt. LÄS MER

  5. 4. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Johan Gustavsson; [2017]
    Nyckelord :OTC; Counterparty credit risk; HW1F; Market price of risk; CVA; Potential Future Exposure; Expected Exposure; Bermudan swaption; Stochastic Grid Bundling Method; SGBM.; Mathematics and Statistics;

    Sammanfattning : The notional amounts outstanding of over-the-counter (OTC) derivatives had grown exponentially for almost two decades and its rapid growth were mainly due the increase in OTC interest rate derivatives. As of december 2014, the total notional amounts outstanding in the global OTC market was 630 trillions USD and the OTC interest rate derivatives represents about 80% of the market. LÄS MER

  7. 5. Valuation of Contingent Convertible Bonds

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Alexander Back; William Keith; [2016]
    Nyckelord :Contingent Convertible Bonds; Hybrid Capital; Capital Structure; Capital Adequacy Regulation; Basel III; Risk-NeutralValuation;

    Sammanfattning : Contingent convertible bonds are hybrid capital instruments, contingent on some form of indicator of financial distress of the issuing bank. Following the financial crisis, these instruments are proposed as a solution to the moral hazard issue of banks too big to fail. LÄS MER