Basel II - Det nya kapitaltäckningsregelverkets påverkan på de svenska nischbankernas kredit- och riskhantering

Detta är en Kandidat-uppsats från Högskolan i Halmstad/Sektionen för ekonomi och teknik (SET); Högskolan i Halmstad/Sektionen för ekonomi och teknik (SET); Högskolan i Halmstad/Sektionen för ekonomi och teknik (SET)

Sammanfattning:

ABSTRACT

Title: Basel II – The New Basel Capital Accord and its influence on small Swedish banks and their retail banking and risk management.

Seminar: May 24th, 2007

Course: FEK318 Bachelor thesis in Business Administration, 10 Swedish credits

Authors: Mattias Kjellberg, David Uhlmann & Ivana Zubac

Advisor: Joakim Winborg

Keywords: Capital cover, capital requirements, Basel II, credit giving, credit risk, risk management, retail banking, small banks, pillar 2

Problem: What influence does Basel II and the new updated management of credit risks in pillar 1 and the active risk control in pillar 2 have on small Swedish banks retail banking?

Purpose: Our essay seeks to explore what influence pillar 1 and the new updated management of credit risks in the new capital accord Basel II have on small Swedish banks and what influence pillar 2 have. We also want to explain if Basel II has influences on small Swedish banks credit analysis and possible effects in their risk management and pricing.

Methodology: In our essay we use an inductive approach and our chosen research method is the qualitative one. We have chosen to look into four small Swedish banks, and the empirical data is obtained from telephone interviews with selected respondents from Länsförsäkringar Bank, SkandiaBanken, GE Money Bank and ICA Banken.

Conclusions:

• The work with credit scoring does not get influenced by Basel II if the Standardised Approach is chosen.

• Banks that’ve early implemented high technological systems in the organization, that small banks normally do, have gotten an easier transition to Basel II.

• Basel II will result in a risk adjusted pricing and a more fair credit market.

• Internal Ratings-based Approaches is very demanding to develop, but at the same time it’s a more risk sensitive approach.

• Pillar 2 results in a more sophisticated work for the small banks.

• Basel II results in a further price press on residential loans in Sweden.

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