Sökning: "basel"
Visar resultat 11 - 15 av 362 uppsatser innehållade ordet basel.
11. Applying the Shadow Rating Approach: A Practical Review
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. LÄS MER
12. Lönsamhet i svenska banker : En kvantitativ undersökning om hur lönsamhet i svenska banker påverkasav kapitalstruktur och Basel III.
Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro UniversitetSammanfattning : .... LÄS MER
13. Into the Trading Book: Estimating Expected Shortfall
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
14. Operationssjuksköterskors erfarenheter av patientsäker intraoperativt
Magister-uppsats, Karlstads universitet/Institutionen för hälsovetenskaper (from 2013)Sammanfattning : Introduktion: Perioperativ omvårdnad är den specifika omvårdnaden inom operationssjukvårdoch omfattar tre faser; den preoperativa fasen, den intraoperativa fasen och den postoperativafasen. Vårdandet som sker i operationssalen kallas intraoperativ fas. LÄS MER
15. A multi-gene symbolic regression approach for predicting LGD : A benchmark comparative study
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Under the Basel accords for measuring regulatory capital requirements, the set of credit risk parameters probability of default (PD), exposure at default (EAD) and loss given default (LGD) are measured with own estimates by the internal rating based approach. The estimated parameters are also the foundation of understanding the actual risk in a banks credit portfolio. LÄS MER