Sökning: "The Liquidity Coverage Ratio LCR"

Hittade 5 uppsatser innehållade orden The Liquidity Coverage Ratio LCR.

  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 : Following the financial crisis of 2007 - 2008 stricter regulations were introduced to theinternational banking system. This regulatory framework came to be referred to as Basel III andinvolves major changes for active banks and the financial sector. LÄS MER

  2. 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/Företagsekonomi; Umeå universitet/Företagsekonomi

    Författare :Claire Maraval; Ekaterina Nedorezova; [2019]
    Nyckelord :;

    Sammanfattning : 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. 3. 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. 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

  5. 5. Basel III Forthcoming - How Swedish banks perceive the impact of the Basel III Accord and its effect on systemic risk

    Master-uppsats, Umeå universitet/Handelshögskolan vid Umeå universitet; Umeå universitet/Handelshögskolan vid Umeå universitet

    Författare :Marlene Jordbru; Lina Sjöqvist; [2012]
    Nyckelord :Systemic risk; The Basel III Accord; Swedish bank sector; Perception;

    Sammanfattning : The banking sector plays an important part of the modern society and a collapse of the financial system would have severe consequences for the society. In order to protect the system from a systemic collapse, regulations have been put in place to ensure a more stable financial system. LÄS MER