Sökning: "Banking interest rates"

Visar resultat 6 - 10 av 45 uppsatser innehållade orden Banking interest rates.

  1. 6. Modeling Interest Rate Risk in the Banking Book

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Måns Ulmgren; [2022]
    Nyckelord :applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

    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

  3. 7. Hållbarhetens roll vid kreditgivning till stora företag : En studie om svenska storbankers upplevelse av hur hållbarhetsaspekter påverkar kreditgivningen till stora företag

    Magister-uppsats, Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhet

    Författare :Alina Sjöberg; Maja Olsson; [2022]
    Nyckelord :Lending; Sustainability aspects; EU-Taxonomy; Kreditgivning; Hållbarhetsaspekter; EU-Taxonomin;

    Sammanfattning : Hållbarhet är ett område som fått stort fokus i samhället och samhällets aktörer är idag mer medvetna om hållbarhetens problematik och dess konsekvenser. Banksektorn har en viktig roll för den hållbara utvecklingen och därför är det av stor vikt att bankerna tar hänsyn till hållbarhet för att medverka till att företag bedriver en hållbar verksamhet. LÄS MER

  4. 8. Peer-to-Peer lending and the Traditional banking industry : The relationship in the Swedish market from a managerial perspective

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Karl Johan August Skoog; Carl William Simon Tollnerius; [2022]
    Nyckelord :Peer-to-peer lending; P2P lending; Traditional banking; FinTech; Financial institutions; Crowdfunding; Clayton Cristensen´s theory of disruption.;

    Sammanfattning : Is the collapse of the traditional banking industry imminent? Although this is a thoughtprovoking statement and numerous arguments could be made for its inevitable demise in the faceof the fast moving and highly innovative Fintech industry, the fact remains that the traditionalbanking industry still serves as the primary financial intermediary when it comes to almost all ofour financial needs. But what if this wasn't the case? The rise of the Fintech industry has broughtwith it a tidal wave of new innovations and technologies that have in more recent yearschallenged the traditional banking industries' unassailable position in the credit market. LÄS MER

  5. 9. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Gabriella Hulström; [2021]
    Nyckelord :Adjoint algorithmic differentiation; Economic Value of Equity; Interest Rate Risk; Net Interest Income; Risk Management; Adjoint algoritmisk derivering; Ekonomiskt Värde av Eget Kapital; Ränterisk; Räntenetto; Riskhantering;

    Sammanfattning : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. LÄS MER

  7. 10. Commercial Bank Profitability in a Negative Interest Rate Environment : A study on the relationship between negative interest rates and commercial bank profitability in Denmark

    Kandidat-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Lukas Kipper; Mohammed Imad Albarbari; [2020]
    Nyckelord :Bank profitability; Negative interest rates; Danish Commercial Banks; Monetary Policy; Return on Average Assets; Net Interest Margin;

    Sammanfattning : Background: Denmark, along with other European countries, has decided to cut its policy interest rate into negative territory to meet macroeconomic objectives. This has historically been thought of as impossible and impacts commercial banks significantly. LÄS MER