Sökning: "Net Stable Funding Ratio NSFR"

Hittade 4 uppsatser innehållade orden Net Stable Funding Ratio NSFR.

1. 1. Effekten av Basel III - En fallstudie om en banks företagsutlåning

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Niclas Leksell; Fabian Herrgårdh; [2020-07-01]
   Nyckelord :Basel III; Baselkommittén; Utlåningsvolym; Lånekostnad; Kapitalkrav; Kärnprimärkapital CET1 ; Primärkapital tier 1 ; Supplementärkapital tier 2 ; Kapitalkonserveringsbuffert; Kontracyklisk kapitalbuffert; Systemriskbuffert; Likviditetstäckningsgraden LCR ; Nettofinansieringskvoten NSFR ; Bruttosoliditet; Rating; Basel III; Basel Committee; Lending volume; Lending cost; Capital requirements; Common Equity Tier 1 CET1 ; Additional Tier 1 AT1 ; Tier 2; The Capital Conservation Buffer; The Countercyclical Capital Buffer; The Systemic Risk Buffer; The Liquidity Coverage Ratio LCR ; Net Stable Funding Ratio NSFR ; Leverage Ratio; Rating;

   Sammanfattning : 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

3. 2. Internal Pricing and the Effect of Liquidity Requirements : A qualitative review of Swedish banks

   Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

   Författare :Sara Matilda Scheibenpflug; [2018]
   Nyckelord :Funds Transfer Pricing; Internal Pricing; Liquidity Cost Allocation; Basel III; Liquidity Coverage Ratio; Net Stable Funding Ratio; Internprissättning av Finansiering; Internprissättning; Allokering av Likviditetskostnad; Basel III; Likviditetstäckningsgrad; Stabil Nettofinansieringsgrad;

   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. 3. Optimizing the net interest margin of a bank : An extension of the Black-Litterman model with financial regulations

   Kandidat-uppsats, KTH/Optimeringslära och systemteori

   Författare :Josefin Hansson; Annie Zhang; [2018]
   Nyckelord :;

   Sammanfattning : 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. 4. Internal Pricing and theEffect of Liquidity Requirements : A qualitative review of Swedish banks

   Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

   Författare :Sara Scheibenflug; [2018]
   Nyckelord :Funds Transfer Pricing; Internal Pricing; Liquidity Cost Allocation; Basel III; Liquidity Coverage Ratio; Net Stable Funding Ratio; Internprissättning av Finansiering; Internprissättning; Allokering av Likviditetskostnad; Basel III; Likviditetstäckningsgrad; Stabil Nettofinansieringsgrad;

   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