Essays about: "basel ii"

Showing result 16 - 20 of 41 essays containing the words basel ii.

  1. 16. The impact of basel II regulation in the european banking market - A panel data analysis approach

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mattias Andersson; Isabell Nordenhager; [2013-07-05]
    Keywords : ;

    Abstract : This thesis aims to investigate if the improved capital regulatory framework implemented by the Basel Committee on Banking Supervision has had any effect on the capital adequacy ratio of selected banks. A sample of twenty-four European banks was chosen to represent the European banking market as a whole, and a panel data approach was used. READ MORE

  3. 17. Performance management systems and regulatory compliance in the banking industry –A case study of a Swedish niche bank

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Malin Nilsson; Patrik Sereban; [2013-06-19]
    Keywords : Banking regulations; Performance Management Systems; Management accounting change;

    Abstract : Background and Problem: The regulations imposed after the financial crisis have created an opportunity for management accounting research. One area within management accounting is performance management which involves; identifying, measuring and developing the perfor-mance of individuals, and aligning this performance with organizational goals. READ MORE

  4. 18. Operational Risk Modeling:Theory and Practice

    University essay from KTH/Matematisk statistik

    Author : Johan Wahlström; [2013]
    Keywords : ;

    Abstract : This thesis studies the Loss Distribution Approach for modeling of Operational Risk under Basel II from a practical and general perspective. Initial analysis supports the use of the Peaks over Threshold method for modeling the severity distributions of individual cells. READ MORE

  5. 19. Name Concentration Risk and Pillar 2 Compliance : The Granularity Adjustment

    University essay from KTH/Matematisk statistik

    Author : Björn Torell; [2013]
    Keywords : Credit Risk; Basel II; IRB formula; Concentration risk; Name concentration; ;

    Abstract : A credit portfolio where each obligor contributes infinitesimally to the risk is said to be infinitely granular. The risk related to the fact that no real credit portfolio is infinitely granular, is called name concentration risk. READ MORE

  6. 20. CAN LOW RISK IN THE SWEDISH BANKING SECTOR PAY IN THE LONG RUN?

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Christer Bartholdi; [2013]
    Keywords : Business and Economics;

    Abstract : Banks are normally heavily indebted with equity levels of 5-10 percent of total assets or even lower. The assets consist mainly of short-term and long-term loans, funded by deposits which can be withdrawn at short notice. READ MORE