Essays about: "liquidity on bank performance"

Showing result 1 - 5 of 12 essays containing the words liquidity on bank performance.

  1. 1. Comparison of Performance Between Social and Conventional Banks : An Empirical Study of Banks in Europe

    University essay from Umeå universitet/Företagsekonomi

    Author : Anna Koivusalo; Mouaz Mansour; [2018]
    Keywords : social banks; bank performance; financial crisis;

    Abstract : Banks as financial institutions play an important role in the lives of people by facilitating the flow of funds and ensuring the stability of the global economy. Recently, the world economy witnessed various financial shocks that escalated into a financial crisis between 2007 and 2009. READ MORE

  3. 2. The Performance of Market Risk Models for Value at Risk and Expected Shortfall Backtesting : In the Light of the Fundamental Review of the Trading Book

    University essay from KTH/Matematisk statistik

    Author : Katja Dalne; [2017]
    Keywords : Risk Management; Financial Time Series; Value at Risk; Expected Shortfall; Monte Carlo Simulation; GARCH modeling; Copulas; Hybrid Distribution; Generalized Pareto Distribution; Extreme Value Theory; Backtesting; Liquidity Horizon; Basel regulation.;

    Abstract : The global financial crisis that took off in 2007 gave rise to several adjustments of the risk regulation for banks. An extensive adjustment, that is to be implemented in 2019, is the Fundamental Review of the Trading Book (FRTB). READ MORE

  4. 3. Basel III Implications on the Banking Industry in the Light of Charter Value Hypothesis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Delaram Hormozastarabady; [2015]
    Keywords : Basel III; Charter value hypothesis; performance analysis; risk; Business and Economics;

    Abstract : This paper investigates how the adaptation of the new regulations of Base III will affect the banking industry and how the theoretical framework around charter value hypothesis can explain these changes. The empirical study has been based on performance analysis of four major European banks with the purpose of identifying the impact of the new regulations on their finances. READ MORE

  5. 4. The Information Content of Bank Liquidity: An evaluation of links between banks ’ liquidity ratios and financial performance

    University essay from Göteborgs universitet/Graduate School

    Author : Thanh Hai Nguyen; Carl Leander; [2014-10-07]
    Keywords : Banking; Liquidity; Performance; Accounting information; Stock returns; Profitability;

    Abstract : Background and problem: Since the financial crisis of 2007-2008, it has been widely argued that part of the banking crisis was due to bad liquidity management by the banks themselves. An example of this ongoing discussion is the new increased liquidity requirements of the upcoming Basel III regulation. READ MORE

  6. 5. Negative Operating Cash Flows -A Signal for Well-performing Commercial Banks? A quantitative correlational study of Eurozone banks

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Adam Färnemyhr; Joakim Lundström; [2014-06-13]
    Keywords : IAS 7; statement of cash flows; operating cash flows; return on equity; ;

    Abstract : Background and problem discussion: Commercial banks are essential since they maintain and restore the stability in the economy. Thus, it is important to measure the performance of commercial banks. One key aspect in the analysis of the performance of companies is the cash flow statement. However, it is not used to analyse banks. READ MORE