Sökning: "BCBS"
Visar resultat 1 - 5 av 9 uppsatser innehållade ordet BCBS.
1. Modeling Interest Rate Risk in the Banking Book
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. LÄS MER
2. THE MARKET'S REACTION TO THE BASEL IV ANNOUNCEMENT
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Stricter capital requirement for banks is one of the key measures to make the banking system more resilient and eventually counteract financial crises. Established by the Basel Committee on Banking Supervision (BCBS) since 1988, the Basel Accords are a series of regulatory acts of bank capital requirements. LÄS MER
3. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank
Master-uppsats, KTH/Matematisk statistikSammanfattning : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. LÄS MER
4. Modeling of non-maturing deposits
Master-uppsats, KTH/Matematisk statistikSammanfattning : The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. LÄS MER
5. Basel III : A study of Basel III and whether it may protect against new banking failures
Magister-uppsats, IHH, Economics, Finance and StatisticsSammanfattning : The financial crisis of 2007 until today affected the banking industry to a large extent. Many banks failed or got bailed out by governments. To protect against banking failures and new financial crises the Basel Committee on Banking Supervision (BCBS) has reviewed, renewed and extended the banking regulations. LÄS MER