Sökning: "basel"

Visar resultat 11 - 15 av 285 uppsatser innehållade ordet basel.

  1. 11. The implications of the introduction of Basel II in terms of risk-weighted assets andinternationalization exposure for European banks

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :RICCARDO BERTOZZI; [2018]
    Nyckelord :;

    Sammanfattning : Considering a sample of sixty-two European banks, I investigate the implications of theintroduction of Basel II in terms of risk-weighted assets and internationalization exposure. Ichallenge the Market Risk and Portfolio Diversification theories jointly with regulative factors ofprobability of default and asset correlation. LÄS MER

  2. 12. Kreditbedömningsprocessen till mindre företag : en jämförande studie mellan två svenska banker

    Kandidat-uppsats, KTH/Fastigheter och byggande; KTH/Fastigheter och byggande

    Författare :Stephanie Karp; Cecilia Persson; [2018]
    Nyckelord :Basel III; Financial crisis 2008; Credit risk; Marginalen bank; Handelsbanken; Risk profile.; Basel III; Finanskrisen 2008; Kreditrisk; Marginalen bank; Handelsbanken; Riskprofil.;

    Sammanfattning : Denna uppsats behandlar vilka likheter och skillnader det finns i kreditbedömningsprocessen för en stor respektive liten bank på den svenska marknaden. Detta finner vi intressant då det ständigt tillkommer nya aktörer på marknaden samt att ämnet alltid förblir aktuellt. LÄS MER

  3. 13. Costs and benefits of increased regulation : Empirical evidence on effects of Basel III capital ratios on Scandinavian banks

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :John Stattin; [2018]
    Nyckelord :;

    Sammanfattning : Ever since the financial crisis, there have been calls for increased regulation of the banking industry. The Basel Accord took immediate action and introduced the third version of their Basel framework shortly after the crisis hit, increasing demands on bank capital and liquidity. LÄS MER

  4. 14. Systemic risk, countercyclical capital, and stress tests: Macroprudential policy in a macroeconomic model

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Julien Weber; [2018]
    Nyckelord :Countercylical capital requirements; DSGE modelling; Macroprudential policy; Stress tests; Systemic risk;

    Sammanfattning : The financial crisis has shown that better macroprudential regulation is needed to counteract systemic risk in the financial system. In addition to the Basel III requirements, macroprudential stress tests are being developed to address system-wide imbalances. LÄS MER

  5. 15. Modelling Probability of Default in the Nordics

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Egil Nordgren; Carl Göransson; [2018]
    Nyckelord :Credit risk; Probability of default; Logistic regression; Risk-drivers; Mathematics and Statistics;

    Sammanfattning : Credit risk is one of the greatest risks facing financial institutions, and it is therefore very important that models with good predictive power are used in order to etter capture this risk. This thesis proposes logistic regression models for modelling risk-drivers of the probability of default in a financial institution active in he Nordics. LÄS MER

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