Sökning: "basel"

Visar resultat 16 - 20 av 269 uppsatser innehållade ordet basel.

  1. 16. 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

  2. 17. 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

  3. 18. 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

  4. 19. On the risk relation between Economic Value of Equity and Net Interest Income

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :André Berglund; Carl Svensson; [2017]
    Nyckelord :;

    Sammanfattning : The Basel Committee has proposed a new Pillar 2 regulatory framework for evaluating the interest rate risk of a bank's banking book appropriately called Interest Rate Risk in the Banking Book. The framework requires a bank to use and report two different interest rate risk measures: Economic Value of Equity (EVE) risk and Net Interest Income (NII) risk. LÄS MER

  5. 20. To Measure Concentration Risk - A comparative study

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Alma Broström; Hanna Scheibenpflug; [2017]
    Nyckelord :Multi factor adjustment; Pykhtin; Partial Portfolio Approach; capital requirement; Monte Carlo; name concentration; sector concentration; Credit concentration risk; Mathematics and Statistics;

    Sammanfattning : Credit risk is one of the largest risks facing a bank and following the Basel regulations, banks are expected to hold capital to protect themselves against credit risk. This thesis aims to evaluate models to calculate the capital requirement for credit concentration risk and compare them to the models suggested by Finansinspektionen. LÄS MER

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