Essays about: "financial crisis on the banking industry"

Showing result 1 - 5 of 31 essays containing the words financial crisis on the banking industry.

  1. 1. Interest Risk Factors and Stock Returns of US Banks: The Effects of Size and Financial Crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Guo Ma; Bing Fu; [2020]
    Keywords : Interest risk; Bank stock returns; Size effects; Financial crisis; Income structure;

    Abstract : We find that the effects of interest risk factors on US banks' stock returns are affected by banks' size, measured by market equity values, and income structures, measured by the ratios of interest income and interest expense. The effects of interest risk factors have changed after 2008 financial crisis. READ MORE

  3. 2. Backtesting Expected Shortfall A comparative empirical evaluation of different backtests

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Johansson; Viktor Fredriksson; [2020]
    Keywords : Expected Shortfall; Backtests; Value-at-Risk; Empirical; Risk; Business and Economics;

    Abstract : This paper empirically evaluates whether different backtests for Expected Shortfall (ES) produce similar results. In 2016, the Basel Committee on Banking Supervision proposed a shift from Value-at-Risk (VaR) to ES as the industry standard when calculating capital requirements for banks. However, ES has been found difficult to backtest. READ MORE

  4. 3. THE BASEL III LIQUIDITY REQUIREMENTS AND BANKS’ STOCK RETURNS : A quantitative study of the impact of the Basel III liquidity requirements on the banks’ stock returns.

    University essay from Umeå universitet/Företagsekonomi

    Author : Claire Maraval; Ekaterina Nedorezova; [2019]
    Keywords : ;

    Abstract : The 2008 financial crisis highlighted the critical need for more liquidity regulation in the financial sector, in particular among the banking industry. In November 2010, the Basel Committee on Banking Supervision introduced two new liquidity requirements,based on the liquidity coverage ratio (LCR) and on the net stable fund ratio (NSFR). READ MORE

  5. 4. The implications of IFRS 9 – for Equity Analysts

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Neil Eriksson; Niklas Rådström; [2019]
    Keywords : Accounting quality; Accounting information; Conceptual Framework; IFRS 9; IAS 39; Expected Credit Loss model; Equity analyst;

    Abstract : The financial crisis of 2008 highlighted problems with the accounting standard IAS 39, with claims of high complexity, introduction of procyclicality in the financial statements and a proposed role of contributing to the financial crisis. The International Accounting Standard Board issued the predecessor, IFRS 9, which became effective on January 1st, 2018. READ MORE

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

    University essay from Umeå universitet/Företagsekonomi

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

    Abstract : 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. READ MORE