Sökning: "basel"

Visar resultat 11 - 15 av 266 uppsatser innehållade ordet basel.

  1. 11. 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; 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

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

    Magister-uppsats, Umeå universitet/Företagsekonomi; 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

  3. 13. Are GARCH models necessary for Expected Shortfall?

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Erik Berggren; [2017]
    Nyckelord :Forecasting; Backtesting; Value at Risk; Expected Shortfall; GARCH models; Mathematics and Statistics;

    Sammanfattning : Following the Basel Committee on Banking Supervision’s decision to move from Value at Risk to Expected Shortfall, risk managers will have to alter their methods for reporting risk. This paper sheds light on the question of which volatility models and distributional assumptions that works best for this new method of risk measurement by evaluating forecasts for the Swedish index OMXS30. LÄS MER

  4. 14. Basel III - En marknads syn på finansiell stabilitet

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jonathan Nyqvist; Victor Hansen; [2017]
    Nyckelord :Basel; risk; competition; financial stability; Business and Economics;

    Sammanfattning : Title: Basel III - A market view of financial stability Authors: Victor Hansen & Jonathan Nyqvist Advisor: Anders Vilhelmsson Key words: Basel, risk, competition, financial stability Purpose: The purpose of the paper is to investigate the extension to which Basel III affects the financial sector’s conditions and analyse the difference in the financial sector’s perception of risk management in relation to, existing and possible, regulations. Methodology: By analysing data from established research together with reports and the responses from the Basel Committee, the Swedish Riksbank, the Swedish Finansinspektionen and our other respondents, we have given ourselves a good basis for further analysis. LÄS MER

  5. 15. Capital requirements and bank profitability : A comparison between the large Swedish banks and niche banks

    Master-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi

    Författare :Arijan Stovrag; [2017]
    Nyckelord :capital requirements; capital ratios; bank profitability; niche banks; basel committee; the swedish financial supervisory authority; the riksbank;

    Sammanfattning : Purpose: The purpose of this study is to describe and explain the relation of changes in capital requirements on the profitability of Swedish banks. Method: A mixed model approach is used. The quantitative approach is con-ducted through the collection and analysis of statistics from Swe-dish banks and financial institutions. LÄS MER

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