Visar resultat 16 - 20 av 269 uppsatser innehållade ordet basel.
- Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
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
17. Capital requirements and bank profitability : A comparison between the large Swedish banks and niche banksMaster-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi
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
18. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of MeasureMaster-uppsats, Lunds universitet/Matematisk statistik
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
- Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik
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
- Master-uppsats, Lunds universitet/Matematisk statistik
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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