Sökning: "bank opacity"

Hittade 2 uppsatser innehållade orden bank opacity.

1. 1. Bank Opacity - Empirical evidence from the CDS and equity market

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Björn Björkman; [2012]
   Nyckelord :bank opacity; event-study; bank stress testing; credit default swap; Business and Economics;

   Sammanfattning : This paper examines to what extent the 2011 EU-wide bank stress test provided the market with new information. The intention is to conclude whether the European banking sector should be considered opaque or not. This is done by studying the credit default swap market and the equity market using event-study methodologies. LÄS MER

3. 2. How informative are bank stress tests? - Bank opacity in the European Union

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Andrew Cardinali; Jakob Nordmark; [2011]
   Nyckelord :Event study; stress tests; bank opacity; Business and Economics;

   Sammanfattning : This paper uses standard event study techniques to examine whether the release of the results of the 2010 European bank stress test was informative to the financial markets by reducing the opacity that is inherent in banking stocks. The same methodology is applied to two events of the 2011 EU stress tests: the release of the methodology employed and the clarification by the European Banking Authority concerning capital requirements. LÄS MER