Essays about: "capital structure ratio analysis"

Showing result 11 - 15 of 37 essays containing the words capital structure ratio analysis.

1. 11. Micro Drivers behind the Changes of CET1 Capital Ratio : An empirical analysis based on the results of EU-wide stress test

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Dan Luo; Yajing Ran; [2019]
   Keywords : EU-wide Stress Testing; Bank Capital Structure; EU Banks; Determinants; Panel Data Analysis; GARCH Model.;

   Abstract : Background: Stress tests have been increasingly used as a part of the supervisory tool by national regulators after the financial crisis, which can also be used to conduct authorities’ supervisory for determining bank capital levels, assessing the health of a bank. Purpose: The main purpose of this study is to assess whether some micro factors play important roles on the changes of Common Equity Tier One Capital Ratio (between the bank accounting value and the stress testing results under the adverse scenarios). READ MORE

3. 12. Financial Volatility and the Leverage Effect on the Swedish Stock Exchange

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Thelma Björklund; Hedvig Jonsson; [2018]
   Keywords : Volatility; Leverage!effect; Risk; Return; Clustering; Modiglian !and Miller; EGARCH; Capital!structure;

   Abstract : In today’s financial markets, volatility is a fundamental concept in regards of the risk assessment of assets and instruments. Financial volatility is commonly used to measure the quantitative aspects of risk and is given a significant amount of attention in past literature and research. READ MORE

4. 13. Capital Structure and Excess Returns across Business Cycles

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Anton Arnquist; Oscar Johansson; [2018]
   Keywords : Capital Structure; Leverage Ratio; Excess Return; Business Cycle;

   Abstract : In this study, we analyze the leverage-return relationship in a sample of S&P 500 firms in the US between 1969Q4 to 2015Q2 and distinctly examine how the relation changes between business cycles. Our empirical results suggest that an increase in leverage is positively related to expected excess return across business cycles, with a stronger effect in contractions. READ MORE

5. 14. Capital Structure of Banks in EU: Does Size Matter? : A Quantitative Study of the Determinants of Banks’ Capital Structure

   University essay from Umeå universitet/Företagsekonomi

   Author : Vilma Saari; Sam Rudholm; [2018]
   Keywords : Capital Structure; Size; Bank; Regulatory Capital; Leverage Ratio;

   Abstract : The way the banks carry out their operations is determined by the size of the bank and by the banking regulation. In order to perform these operations, banks need to decide whether the operations are going to be financed with equity, debt or a with a mix of both. READ MORE

6. 15. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study

   University essay from Lunds universitet/Matematisk statistik

   Author : Marcus Zethraeus; Magnus Roos; [2017]
   Keywords : Structural models; Merton model; Black Cox model; European corporate bond spreads; Mathematics and Statistics;

   Abstract : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. READ MORE