Sökning: "Yajing Ran"

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  1. 1. Micro Drivers behind the Changes of CET1 Capital Ratio : An empirical analysis based on the results of EU-wide stress test

    Magister-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Dan Luo; Yajing Ran; [2019]
    Nyckelord :EU-wide Stress Testing; Bank Capital Structure; EU Banks; Determinants; Panel Data Analysis; GARCH Model.;

    Sammanfattning : Background: Stress tests have been increasingly used as a part of the supervisory tool by national regulators after the financial crisis, which can also be used to conduct authorities’ supervisory for determining bank capital levels, assessing the health of a bank. Purpose: The main purpose of this study is to assess whether some micro factors play important roles on the changes of Common Equity Tier One Capital Ratio (between the bank accounting value and the stress testing results under the adverse scenarios). LÄS MER