Sökning: "IT Basel II"
Visar resultat 21 - 25 av 41 uppsatser innehållade orden IT Basel II.
21. Värdepapperisering i Sverige : Finns det en marknad?
Kandidat-uppsats, KTH/Fastigheter och byggandeSammanfattning : As of today, securitization is an established product on the capital market. The first transaction was made in the US in the 1970s. Since then the product has been developed and today there are several different structures of the product. Internationally securitization has been used for two reasons. LÄS MER
22. The Development of the Swedish Banking Industry during the Implementation of Basel II - A study of the development of capital ratio, net credit loss level, and degree of disclosure for the four largest banks in Sweden
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : Common international regulations and frameworks for the banking industry are of great importance for the reliability and development of financial systems and countries’ economies. One such framework is Basel II which was presented in 2004. LÄS MER
23. To what extent have the limitations of the previous Basel Accords (I & II) been overlooked in Basel III
Magister-uppsats, Lunds universitet/Ekonomisk-historiska institutionenSammanfattning : This research will attempt to reveal some major fault lines of the Basel III Capital Accords concerning Banking Regulation. It will consider some shortcomings of the previous rounds and scrutinise Basel III’s attempts to address the same issues. LÄS MER
24. Expected Shortfall as a Complement to Value at Risk - A study applied to commodities
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Basel II requires Value at Risk (VaR) as a standardized risk measure for calculating market risk. However, the validity of the risk measure has been questioned since it neglects the losses beyond the VaR level. Expected Shortfall (ES) is a response to this limitation, as it is defined as the average of the losses ignored by VaR. LÄS MER
25. Internal Adoption of Basel II in a Centralized Bank
C-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : 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