Sökning: "banking supervision"

Visar resultat 1 - 5 av 41 uppsatser innehållade orden banking supervision.

  1. 1. 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

  2. 2. Investigating the Potential of Using SOM on Audit Changed Trades

    Master-uppsats, KTH/Teknisk informationsvetenskap

    Författare :Thomas Montzka; [2018]
    Nyckelord :;

    Sammanfattning : During the last 20 years, operational risk has been identified as an considerablerisk that needs to be tracked and handled, particular in the financial industry.The Basel Committee on banking supervision is a global cooperation thatsets standard regulations for banking corporations. LÄS MER

  3. 3. The Icelandic Banking Saga : The ways to deal or not to deal with a systemic banking crisis

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Juridiska institutionen

    Författare :Kristina Borodina; [2018]
    Nyckelord :;

    Sammanfattning : Every key feature of the Icelandic banking in the run-up to the 2008 year meltdown can be viewed as an emblem of the concept systemic banking crisis. The concept of a banking crisis is usually defined as “an event that shows significant signs of financial distress in the banking system and which is usually associated with significant bank runs, big losses in the banking system and bank liquidations. LÄS MER

  4. 4. Non-parametricbacktesting of expected shortfall

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Patrik Edberg; Benjamin Käck; [2017]
    Nyckelord :Backtesting Expected Shortfall; Non-parametric; Backtesting under Basel III; Backtesting under Fundamental review of the trading book.;

    Sammanfattning : Since the Basel Committee on Banking Supervision first suggested a transition to Expected Shortfall as the primary risk measure for financial institutions, the question on how to backtest it has been widely discussed. Still, there is a lack of studies that compare the different proposed backtesting methods. LÄS MER

  5. 5. Fundamental review of the trading book - The new approach to measure market risk

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jonas Drakenberg; Samuel Hegnell; [2017]
    Nyckelord :Expected Shortfall; Value-at-Risk; Fundamental Review of the Trading Book; Bank for International Settlements; Basel Committee on Banking Supervision; Market risk; Parametric approach; Non-parametric approach; Business and Economics;

    Sammanfattning : The Fundamental Review of the Trading Book sets the standard for the most recent regulatory framework for minimum capital requirement within market risk. It will be implemented gradually up until 2019 and will overhaul a major part of the current regulation. LÄS MER