Sökning: "Basel III"

Visar resultat 1 - 5 av 38 uppsatser innehållade orden Basel III.

  1. 1. The impact of capital requirements on Swedish bank lending: A study on the effects of higher capital regulations

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anton Ljung; Axel Schennings; [2018]
    Nyckelord :Capital requirements; Basel; Bank lending; Financial stability; Business and Economics;

    Sammanfattning : The increased capital requirements, as a result of Basel III regulations, have been widely debated among bankers, regulators and other agents. In this thesis, we aim to evaluate if the increased capital requirements have had an effect on bank lending in Sweden. LÄS MER

  2. 2. Systemic risk, countercyclical capital, and stress tests: Macroprudential policy in a macroeconomic model

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Julien Weber; [2018]
    Nyckelord :Countercylical capital requirements; DSGE modelling; Macroprudential policy; Stress tests; Systemic risk;

    Sammanfattning : The financial crisis has shown that better macroprudential regulation is needed to counteract systemic risk in the financial system. In addition to the Basel III requirements, macroprudential stress tests are being developed to address system-wide imbalances. LÄS MER

  3. 3. Har Sveriges storbanker blivit säkrare?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anton Ljung; [2017]
    Nyckelord :Kapitaltäckning; Basel-III; Credit Default Swap spread; Volatilitet; Business and Economics;

    Sammanfattning : Syftet med denna studie är att undersöka om marknadsrisken för de fyra svenska storbankerna har minskat i och med ökad kapitaltäckning. Finansiell teori implicerar att höjd kapitaltäckning bör resultera i minskad risk i aktiepriset. LÄS MER

  4. 4. Basel III - En marknads syn på finansiell stabilitet

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jonathan Nyqvist; Victor Hansen; [2017]
    Nyckelord :Basel; risk; competition; financial stability; Business and Economics;

    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

  5. 5. Non-parametricbacktesting of expected shortfall

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Patrik Edberg; Benjamin Käck; [2017]
    Nyckelord :Backtesting Expected Shortfall; Non-parametric; Backtesting under Basel III; Backtesting under Fundamental review of the trading book.;

    Sammanfattning : Since the Basel Committee on Banking Supervision first suggested a transition to Expected Shortfall as the primary risk measure for financial institutions, the question on how to backtest it has been widely discussed. Still, there is a lack of studies that compare the different proposed backtesting methods. LÄS MER