Essays about: "implementation of basel II"

Showing result 1 - 5 of 6 essays containing the words implementation of basel II.

  1. 1. The impact of the IRB approach on the Swedish bank system

    University essay from KTH/Fastigheter och byggande

    Author : Agnes Wenell; Simon Sjödin; [2016]
    Keywords : Basel II; IRB approach; credit risk; capitalization; Basel II; IRK-modeller; kreditrisk; kapitalisering;

    Abstract : Since the implementation of the Basel II framework in 2007, banks have been given the  opportunity to apply for the option to develop intern models for calculating their required capital. The purpose with this opportunity is that the capital requirements will correspond to the real risk exposure. READ MORE

  3. 2. 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

  4. 3. The Development of the Swedish Banking Industry during the Implementation of Basel II - A study of the development of capital ratio, net credit loss level, and degree of disclosure for the four largest banks in Sweden

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Ellinor Johansson; Frida Ekström; [2011-02-16]
    Keywords : Basel II; Capital Ratio; Net Credit Loss Level; Degree of Disclosure; Swedish banking industry;

    Abstract : Common international regulations and frameworks for the banking industry are of great importance for the reliability and development of financial systems and countries’ economies. One such framework is Basel II which was presented in 2004. READ MORE

  5. 4. BASEL II and SOLVENCY II

    University essay from Handelshögskolan vid Umeå universitet

    Author : Eléonore Leurent; Tobias Voigt; [2007]
    Keywords : Financial regulations; Supervision models;

    Abstract : Financial crises, liberalization of financial markets, globalization and more and more sophisticated financial products necessitate appropriate regulations within the financial industry. Nowadays, ever-growing international trading is all the more linked to financial institutions such as banks and insurance companies. READ MORE

  6. 5. Implementing the operational risk framework of Basel II at a Swedish financial institution: A case study

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gunilla Delin; [2007]
    Keywords : Operational risk; Basel II; capital requirement;

    Abstract : Starting in 2007, Basel II will take effect in Sweden and the rest of EU. It describes a more comprehensive measure of the capital requirement ratio of banks and other financial institutions. READ MORE