Sökning: "Basel Pillar II"

Hittade 4 uppsatser innehållade orden Basel Pillar II.

  1. 1. Consolidating Multi-Factor Models of Systematic Risk with Regulatory Capital

    Master-uppsats, KTH/Matematisk statistik

    Författare :Henrik Ribom; [2018]
    Nyckelord :Economic Capital; Regulatory Capital; Basel Pillar II; Systematic Risk; Ekonomisk kapital; Regulatoriskt kapital; Basel pelare II; Systematisk risk;

    Sammanfattning : To maintain solvency intimes of severe economic downturns banks and financialinstitutions keep capital cushions that reflect the risks in the balance sheet.Broadly,how much capital that is being held is a combination of external requirementsfromregulators and internal assessments of credit risk. LÄS MER

  3. 2. Name Concentration Risk and Pillar 2 Compliance : The Granularity Adjustment

    Magister-uppsats, KTH/Matematisk statistik

    Författare :Björn Torell; [2013]
    Nyckelord :Credit Risk; Basel II; IRB formula; Concentration risk; Name concentration; ;

    Sammanfattning : A credit portfolio where each obligor contributes infinitesimally to the risk is said to be infinitely granular. The risk related to the fact that no real credit portfolio is infinitely granular, is called name concentration risk. LÄS MER

  4. 3. Internal Adoption of Basel II in a Centralized Bank

    C-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Anneli Lindgren; Meryem Celik; [2009-06-23]
    Nyckelord :Nordea; Basel II; Business Credits; Capital Requirement;

    Sammanfattning : Background and Problem: Basel II is a regulatory framework introduced by the Basel Committee of Banking Supervision. Its aim is to improve international capital supervision. Banks have to apply this legislation in order to have a sufficient level of capital in case of unexpected defaults. LÄS MER

  5. 4. Basel II - Det nya kapitaltäckningsregelverkets påverkan på de svenska nischbankernas kredit- och riskhantering

    Kandidat-uppsats, Sektionen för ekonomi och teknik (SET)

    Författare :Mattias Kjellberg; David Uhlmann; Ivana Zubac; [2007]
    Nyckelord :Basel II; nischbank; kapitaltäckning; kapitalkrav; kreditgivning; kreditrisk; riskhantering; konsumentkredit; risk management; credit risk; retail banking; credit giving; small banks; capital requirements; capital cover;

    Sammanfattning : ABSTRACT Title: Basel II – The New Basel Capital Accord and its influence on small Swedish banks and their retail banking and risk management. Seminar: May 24th, 2007 Course:FEK318 Bachelor thesis in Business Administration, 10 Swedish credits Authors: Mattias Kjellberg, David Uhlmann & Ivana Zubac Advisor: Joakim Winborg Keywords: Capital cover, capital requirements, Basel II, credit giving, credit risk, risk management, retail banking, small banks, pillar 2 Problem: What influence does Basel II and the new updated management of credit risks in pillar 1 and the active risk control in pillar 2 have on small Swedish banks retail banking? Purpose: Our essay seeks to explore what influence pillar 1 and the new updated management of credit risks in the new capital accord Basel II have on small Swedish banks and what influence pillar 2 have. LÄS MER