Essays about: "Balance sheet"

Showing result 21 - 25 of 132 essays containing the words Balance sheet.

1. 21. European bank capital management in response to regulatory requirements

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Arnis Puharts; [2021]
   Keywords : Regulatory capital requirements; European Banks; Banking; Bank capital ratios; Bank Management Buffers;

   Abstract : This document constitutes of two theses to fulfil Stockholm School of Economics requirements for the Double Degree Programme in Finance between Stockholm School of Economics (Home School) and Universita` Commerciale Luigi Bocconi (Host School). The first thesis examines the association between regulatory capital requirements and the management buffers of European banks. READ MORE

3. 22. Modelling the effects of climate change on ice dynamics at Kangerlussuaq Glacier, Greenland

   University essay from Stockholms universitet/Institutionen för naturgeografi

   Author : Jamie Barnett; [2021]
   Keywords : Glacier; Greenland; Ice Sheet; Outlet; Discharge; Sea level; Kangerlussuaq; calving; ice mélange; melt; retreat;

   Abstract : A consequence of climate change is rising global sea levels, predicted to bring increased socio-economic and environmental impacts to coastal communities. The Greenland Ice Sheet has become a prominent contributor to rising sea levels, a consequence of the Arctic warming at twice the rate of the global average. READ MORE

4. 23. Competition and size : An empirical analysis of the Swedish banking sector

   University essay from Umeå universitet/Nationalekonomi

   Author : Cecilia Christensen; [2021]
   Keywords : ;

   Abstract : This paper employs the Panzar Rosse model to examine the competitive state in the Swedish banking sector over the period 2009-2019. In order to account for the large asset differences, this study divides the banks into two subsamples: small banks and medium to large banks, which is done on the basis of the banks’ balance sheet totals. READ MORE

5. 24. Complementing Expected Shortfall with Directly Observable Risk Variables

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Pontus Johansson; [2021]
   Keywords : Expected shortfall; Tailrisk; Index Investing; Risk Management; Finance; Business and Economics;

   Abstract : This paper uses daily MSCI Sweden Index data to create one day out ES estimates on the $97.5\%$ percentile level for a SEK 100 portfolio. Thereafter the variables (i) the Riksbank's policy rate, (ii) the Riksbank's balance sheet, (iii) the cyclicality of GDP, and (iv) animal spirits are introduced and compared with ES. READ MORE

6. 25. Houses, we have a problem!

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : David Grahn; Stefania Mammos; [2021]
   Keywords : Unconventional monetary policy; House prices; BSVAR; Cholesky decomposition; Zero and sign restrictions; Business and Economics;

   Abstract : This thesis investigated how expansionary unconventional monetary policies affect house prices in the Scandinavian countries, using quarterly data from 1995 to 2020. Unconventional monetary policy, such as quantitative easing and forward guidance, has become widely used by central banks, in order to stimulate the economy when being in a zero lower bound environment. READ MORE