Sökning: "handelsbanken basel"
Visar resultat 1 - 5 av 38 uppsatser innehållade orden handelsbanken basel.
1. Modelling Credit Risk: Estimation of Asset and Default Correlation for an SME Portfolio
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : When banks lend capital to counterparties they take on a risk, known as credit risk which traditionally has been the largest risk exposure for banks. To be protected against potential default losses when lending capital, banks must hold a regulatory capital that is based on a regulatory formula for calculating risk weighted assets (RWA). LÄS MER
2. Investigating the Potential of Using SOM on Audit Changed Trades
Master-uppsats, KTH/Teknisk informationsvetenskapSammanfattning : 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. Kreditbedömningsprocessen till mindre företag : en jämförande studie mellan två svenska banker
Kandidat-uppsats, KTH/Fastigheter och byggandeSammanfattning : Denna uppsats behandlar vilka likheter och skillnader det finns i kreditbedömningsprocessen för en stor respektive liten bank på den svenska marknaden. Detta finner vi intressant då det ständigt tillkommer nya aktörer på marknaden samt att ämnet alltid förblir aktuellt. LÄS MER
4. Readjusting Historical Credit Ratings : using Ordered Logistic Regression and Principal ComponentAnalysis
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Readjusting Historical Credit Ratings using Ordered Logistic Re-gression and Principal Component Analysis The introduction of the Basel II Accord as a regulatory document for creditrisk presented new concepts of credit risk management and credit risk mea-surements, such as enabling international banks to use internal estimates ofprobability of default (PD), exposure at default (EAD) and loss given default(LGD). These three measurements is the foundation of the regulatory capitalcalculations and are all in turn based on the bank’s internal credit ratings. LÄS MER
5. Higher capital requirements and banks’ cost of capital : An empirical study of the Swedish major banks
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : In the wake of the financial crisis the systemic importance of banks for the stability of the financial system became evident. Finansinspektionen classifies the banks Nordea, Skandinaviska Enskilda Banken, Svenska Handelsbanken and Swedbank as systemically important for the Swedish financial system. LÄS MER