Sökning: "EBA"

Visar resultat 1 - 5 av 24 uppsatser innehållade ordet EBA.

  1. 1. Systemic risks with Contingent Convertible Bonds : A simulated study in systemic risks of triggering CoCos in a stressed European banking system.

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Mathias Lien Oskarsson; [2019]
    Nyckelord :Contingent Convertible Bonds; CoCo; Additional Tier 1; Systemic risk; EBA Stress test; Simulation; Point of Non-Viability; Financial resiliency.;

    Sammanfattning : Ever since the great financial crisis of 2008 regulators have pushed toward more resilient banks, resulting in more demanding regulation and an increase of regulator’s insight and power. Through the revision of the BASEL framework, Contingent Convertible Bonds were introduced in 2010 as a part of regulatory capital and has since then grown increasingly popular. LÄS MER

  2. 2. Modeling of non-maturing deposits

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

    Författare :Fredrik Stavrén; Nikita Domin; [2019]
    Nyckelord :Financial mathematics; time series analysis; replicating portfolio; risk management; risk analysis; econometric anaylsis; non-maturing deposits; SARIMA; Random forest regression; EBA; BCBS; Finansiell matematik; tidsserieanalys; replikeringsportfölj; riskhantering; riskanalys; Ekonometrisk analys; Icke-tidsbunden inlåning; ARIMA; SARIMA; SARIMAX; Random Forest Regression; EBA; BCBS;

    Sammanfattning : 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

  3. 3. How can Ecosystem Services be implemented in local Climate Adaptation? : A case study of Arjeplog

    Master-uppsats, Mittuniversitetet/Institutionen för ekoteknik- och hållbart byggande

    Författare :Jenny Boltemo Edholm; [2019]
    Nyckelord :ecosystem-based adaptation; ecosystem services; local planning; resilience; climate change;

    Sammanfattning : Ecosystem services are essential for human climate adaptation. As climate change is a direct driver of change for ecosystem service provisioning, it is of importance to care for our ecosystems to be able to cope with future challenges. Local governance has a central role in climate adaptation due to its responsibility in physical planning. LÄS MER

  4. 4. Adaptation Narrative Analysis. A Learning-centered Appraisal Method for Ecosystem-based Adaptation

    Master-uppsats, Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Författare :Karen Pilgrim; [2019]
    Nyckelord :Ecosystem-based Adaptation; climate resilience; adaptive capacity; narrative; appraisal; learning; adaptation narrative analysis; Social Sciences;

    Sammanfattning : Ecosystem-based Adaptation (EbA) seeks to combine climate change adaptation, socio-economic development and climate change mitigation benefits through the use of ecosystem services and biodiversity. Embedded in socio-ecological-systems, EbA efforts need to overcome challenges posed by complexity, uncertainty, long time horizons and interdisciplinarity. LÄS MER

  5. 5. Determinants of the spread of CET1 for European Banks : Quantitative study based on the 2016 EU-wide Stress test

    Magister-uppsats, Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Författare :Margaux Steiner; Marjolaine Marra; [2017]
    Nyckelord :CET1; capital adequacy ratio; bank regulation; spread; capital requirements; Europe;

    Sammanfattning : Historically, banks have always had a central role in the economy. Their decisions do not only affect their shareholders and customers but the whole economic system. LÄS MER