Sökning: "basel"

Visar resultat 21 - 25 av 168 uppsatser innehållade ordet basel.

  1. 21. The Determinants of European Coco Spreads

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Carl-Fredrik Hallden; Blomqvist Blomqvist; [2016-09-21]
    Nyckelord :Contingent Convertible bonds; Cocos; Coco spreads; Hybrid Securities; Basel III; Additional Tier 1; Tier 2; Banks;

    Sammanfattning : MSc in Finance.... LÄS MER


    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Mathias Gyllsten; Axel Helgason; [2016-09-05]
    Nyckelord :Basel III; capital coverage; liquidity requirements; niche banks;

    Sammanfattning : Background: After the recent financial crisis, new regulations considering the banks’ capital coverage, liquidity, leverage and risk management was presented in a regulatory framework called Basel III.Purpose: The purpose of the research is to see how the smaller banks in Sweden have been affected by the Basel III regulations. LÄS MER

  3. 23. The impact of the IRB approach on the Swedish bank system

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

    Författare :Agnes Wenell; Simon Sjödin; [2016]
    Nyckelord :Basel II; IRB approach; credit risk; capitalization; Basel II; IRK-modeller; kreditrisk; kapitalisering;

    Sammanfattning : Since the implementation of the Basel II framework in 2007, banks have been given the  opportunity to apply for the option to develop intern models for calculating their required capital. The purpose with this opportunity is that the capital requirements will correspond to the real risk exposure. LÄS MER

  4. 24. Assessing the relevance of the Basel III ratios - An empirical study using an option pricing default prediction model

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Therese Kollin; Ellen Nyberg; [2016]
    Nyckelord :Default prediction; Basel III; Basel capital ratios; Basel liquidity ratios;

    Sammanfattning : In the aftermath of the recent financial crisis, several shortcomings in the regulations of banks were revealed. As a response the Basel Committee on Banking Supervision presented a new standard, Basel III, with the aim of preventing future bank defaults. LÄS MER

  5. 25. Kreditvärdighetsjusteringsmodell för ränteswappar

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Ludvig Fjällström; Leonard Vermelin; [2016]
    Nyckelord :CVA; Credit Valuation Adjustment; Credit Risk; Market Risk;

    Sammanfattning : Before the global financial crisis around 2008, the priority of the credit marginwas comparatively low and was not taken into consideration as much as today.Many actors believed that credit risk could be neglected at various valuations.Due to that a lot of parties went bankrupt because of the low priorities. LÄS MER


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