Sökning: "NSFR"
Visar resultat 1 - 5 av 8 uppsatser innehållade ordet NSFR.
1. Effekten av Basel III - En fallstudie om en banks företagsutlåning
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : Efter finanskrisen 2007 – 2008 infördes striktare regleringar av det internationella bankväsendet. Denna reglering kom att benämnas Basel III och innebär omfattande förändringar för aktiva banker och hela den finansiella sektorn. LÄS MER
2. THE BASEL III LIQUIDITY REQUIREMENTS AND BANKS’ STOCK RETURNS : A quantitative study of the impact of the Basel III liquidity requirements on the banks’ stock returns.
Magister-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : The 2008 financial crisis highlighted the critical need for more liquidity regulation in the financial sector, in particular among the banking industry. In November 2010, the Basel Committee on Banking Supervision introduced two new liquidity requirements,based on the liquidity coverage ratio (LCR) and on the net stable fund ratio (NSFR). LÄS MER
3. Internal Pricing and the Effect of Liquidity Requirements : A qualitative review of Swedish banks
Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)Sammanfattning : The fundamental business model of banks is based on receiving short-term deposits and giving long-term loans which means that active banks are naturally subject to liquidity risk. During the last financial crisis poor liquidity risk management was seen as one of the main causes which has led to an increased focus on the management of liquidity risk and the introduction of the first minimum requirements for liquidity in banks, through Basel III. LÄS MER
4. Optimizing the net interest margin of a bank : An extension of the Black-Litterman model with financial regulations
Kandidat-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : A bank's business model is based on borrowing and lending, and by borrowing funds at a lower rate and lending these funds at a higher rate, the bank makes a profit. Thus, a key task in each bank's operations is to maximize its net interest margin. LÄS MER
5. Internal Pricing and theEffect of Liquidity Requirements : A qualitative review of Swedish banks
Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)Sammanfattning : The fundamental business model of banks is based on receiving short-term deposits and giving long-term loans which means that active banks are naturally subject to liquidity risk. During the last financial crisis poor liquidity risk management was seen as one of the main causes which has led to an increased focus on the management of liquidity risk and the introduction of the first minimum requirements for liquidity in banks, through Basel III. LÄS MER