Sökning: "net interest margin"

Visar resultat 1 - 5 av 21 uppsatser innehållade orden net interest margin.

1. 1. Svenska fastighetsbolags prestation i perioder av ekonomisk osäkerhet En kvantitativ jämförelse av kommersiella och icke-kommersiella fastighetsbolag av olika åldrar

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Jacob Bergqvist; Marcus Lundgren; [2024-03-07]
   Nyckelord :;

   Sammanfattning : The purpose of the report is to describe how interest rates have affected real estate companies in recent years and if the effects vary depending on the founding year of the company (before or after 1994) or the type of properties they manage (residential, commercial and community properties). The research questions were addressed through a quantitative approach, focusing on key metrics such as profit margin, EBITDA margin, rental income, financial net, vacancy rate, loan-to-value ratio, and solidity. LÄS MER

3. 2. Model for Central Counterparty Risk with Stochastic Default Intensities

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Francesco Marconi; [2021-09-30]
   Nyckelord :;

   Sammanfattning : In this thesis we use a dynamic model to compute several margins required by a central counterparty, the central clearing house (CCP), to the participants, called clearing members (CM). These margins form the so called default waterfall. In this market only credit default swaps (CDS) are exchanged. LÄS MER

4. 3. Commercial Bank Profitability in a Negative Interest Rate Environment : A study on the relationship between negative interest rates and commercial bank profitability in Denmark

   Kandidat-uppsats, Jönköping University/IHH, Företagsekonomi

   Författare :Lukas Kipper; Mohammed Imad Albarbari; [2020]
   Nyckelord :Bank profitability; Negative interest rates; Danish Commercial Banks; Monetary Policy; Return on Average Assets; Net Interest Margin;

   Sammanfattning : Background: Denmark, along with other European countries, has decided to cut its policy interest rate into negative territory to meet macroeconomic objectives. This has historically been thought of as impossible and impacts commercial banks significantly. LÄS MER

5. 4. Increased regulation and higher capital requirements : The profitability of US banks during implementation of Basel III

   Magister-uppsats, Umeå universitet/Företagsekonomi

   Författare :Lars Edvardsson; Calle Nordlander; [2019]
   Nyckelord :Increased regulation; Basel III; Capital requirements; Implementation;

   Sammanfattning : Since the financial crisis in -08 there has been a need in regulating banks and their behavior. After a while, the Basel committee took action and started to work on the third version of the Basel framework, forcing banks to maintain higher equity and to be prepared for fast drops in liquidity on the market. LÄS MER

7. 5. Optimizing the net interest margin of a bank : An extension of the Black-Litterman model with financial regulations

   Kandidat-uppsats, KTH/Optimeringslära och systemteori

   Författare :Josefin Hansson; Annie Zhang; [2018]
   Nyckelord :;

   Sammanfattning : A bank's business model is based on borrowing and lending, and by borrowing funds at a lower rate and lending these funds at a higher rate, the bank makes a profit. Thus, a key task in each bank's operations is to maximize its net interest margin. LÄS MER