Sökning: "basel"

Visar resultat 6 - 10 av 190 uppsatser innehållade ordet basel.

  1. 6. Analys av den svenska företagsobligationsmarknaden

    Kandidat-uppsats, KTH/Fastigheter och byggande

    Författare :Alejandro Echeverri; [2018]
    Nyckelord :Corporate bonds; Capital structure; Bond market; Financing; Företagsobligationer; Kapitalstruktur; Obligationsmarknad; Finansiering;

    Sammanfattning : Efter finanskrisen 2008 blev bankerna mer restriktiva i sin utlåning till företag, vilket har resulterat i att företag söker alternativ finansiering via kapitalmarknaden. Utvecklingen kan härledas till implementeringen av den nya finansiella regleringen (Basel III). LÄS MER

  2. 7. The impact of capital requirements on Swedish bank lending: A study on the effects of higher capital regulations

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anton Ljung; Axel Schennings; [2018]
    Nyckelord :Capital requirements; Basel; Bank lending; Financial stability; Business and Economics;

    Sammanfattning : The increased capital requirements, as a result of Basel III regulations, have been widely debated among bankers, regulators and other agents. In this thesis, we aim to evaluate if the increased capital requirements have had an effect on bank lending in Sweden. LÄS MER

  3. 8. Systemic risk, countercyclical capital, and stress tests: Macroprudential policy in a macroeconomic model

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Julien Weber; [2018]
    Nyckelord :Countercylical capital requirements; DSGE modelling; Macroprudential policy; Stress tests; Systemic risk;

    Sammanfattning : The financial crisis has shown that better macroprudential regulation is needed to counteract systemic risk in the financial system. In addition to the Basel III requirements, macroprudential stress tests are being developed to address system-wide imbalances. LÄS MER

  4. 9. Modelling Probability of Default in the Nordics

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Egil Nordgren; Carl Göransson; [2018]
    Nyckelord :Credit risk; Probability of default; Logistic regression; Risk-drivers; Mathematics and Statistics;

    Sammanfattning : Credit risk is one of the greatest risks facing financial institutions, and it is therefore very important that models with good predictive power are used in order to etter capture this risk. This thesis proposes logistic regression models for modelling risk-drivers of the probability of default in a financial institution active in he Nordics. LÄS MER

  5. 10. Consolidating Multi-Factor Models of Systematic Risk with Regulatory Capital

    Master-uppsats, KTH/Matematisk statistik

    Författare :Henrik Ribom; [2018]
    Nyckelord :Economic Capital; Regulatory Capital; Basel Pillar II; Systematic Risk; Ekonomisk kapital; Regulatoriskt kapital; Basel pelare II; Systematisk risk;

    Sammanfattning : To maintain solvency intimes of severe economic downturns banks and financialinstitutions keep capital cushions that reflect the risks in the balance sheet.Broadly,how much capital that is being held is a combination of external requirementsfromregulators and internal assessments of credit risk. LÄS MER