Sökning: "Banking interest rates"

Visar resultat 16 - 20 av 45 uppsatser innehållade orden Banking interest rates.

  1. 16. Har Baselregelverken påverkat europeiska banker?

    Magister-uppsats, Karlstads universitet

    Författare :Shima Jafari; Rebecca Granlund; [2019]
    Nyckelord :;

    Sammanfattning : Den globala finanskrisen som startade år 2007 har lett till skärpta regleringar av banker. De internationella standarderna för bankregleringar beslutas av Baselkommittén. När den finansiella krisen bröt ut var Basel II det rådande regelverket. LÄS MER

  3. 17. Stress-testing of the Russian Banking Sector: Contingent Claims Analysis Approach

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anna Kulakova; [2019]
    Nyckelord :credit risk; stress-testing; contingent claims analysis; Merton model; vector autoregression; Business and Economics;

    Sammanfattning : This study aims to perform stress-testing of the Russian banking sector with a focus on credit risk measures derived by using contingent claims analysis, an extension of Black-Scholes and Merton option pricing theory. Risk exposure indicators are linked to a number of macroeconomic variables that describe global and domestic economic and financial development. LÄS MER

  4. 18. The Adverse Side-Effects of Negative Interest Rate Policies on Banking Stability

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Adam Szvoboda; Dung Tran Tuan; [2018]
    Nyckelord :Banking stability; Negative Interest Rate Policy NIRP ; Financial Soundness Indicators FSIs ; Panel Regression; Business and Economics;

    Sammanfattning : The purpose of this paper is to investigate banking stability in countries where Negative Interest Rate Policies (NIRPs) are implemented, then study this stability by examining the relationships between policy interest rates and indicators of not only banking profitability but also capital adequacy, asset quality, and liquidity. The dataset used are the Financial Soundness Indicators (FSIs) collected by the IMF, which are mainly used for measuring the economic stability among countries. LÄS MER

  5. 19. THE IMPACT OF LIQUIDITY ON PROFITABILITY : An explanatory study of the banking sector between 2008 and 2017

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Chembe Rodney Bwacha; Jing Xi; [2018]
    Nyckelord :;

    Sammanfattning : The 2007/08 global financial crisis led to significant changes in the financial world especially the banking sector. It led to regulators and governments tightening regulations in banking sector in order to mitigate the aftermath effects of the global crisis as well as prevent a repeat of the mistakes that initially led to the kick-off of the crisis. LÄS MER

  7. 20. 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