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Showing result 1 - 5 of 10 essays matching the above criteria.

  1. 1. The Role of Uncertainty in the Scandinavian Banking Sector

    University essay from Linköpings universitet/Nationalekonomi

    Author : Viktor Forsström; Karl Lind; [2019]
    Keywords : Scandinavian banking sector; Uncertainty; Spillovers; Contagion; Connectedness; Network analysis; Quantile regression;

    Abstract : In this thesis we analyse the impact of uncertainty shocks in the Scandinavian banking sector. We apply the spillover approach developed by Diebold and Yilmaz (2009; 2012; 2014), followed by network analysis. Furthermore, the dynamics of uncertainty shocks are examined by applying a quantile regression approach. READ MORE

  3. 2. Developments in Systemic Risk since the Global Financial Crisis: Assessment of Eurozone and US Systemically Important Banks based on Marginal Expected Shortfall

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Richard Schmidt; [2018]
    Keywords : Systemic Risk; Systemically Important Banks; Marginal Expected Shortfall; Dynamic Conditional Correlation; GARCH; Business and Economics;

    Abstract : Present essay investigates if the systemic riskiness of Eurozone and US systemically important banks decreased subsequently to the Global Financial Crisis of 2007/2008. For each of these institutions, time series of the analytical systemic risk measure MES are estimated based on public information. READ MORE

  4. 3. THE IMPACT OF LIQUIDITY ON PROFITABILITY : An explanatory study of the banking sector between 2008 and 2017

    University essay from Umeå universitet/Företagsekonomi

    Author : Chembe Rodney Bwacha; Jing Xi; [2018]
    Keywords : ;

    Abstract : The 2007/08 global financial crisis led to significant changes in the financial world especially the banking sector. It led to regulators and governments tightening regulations in banking sector in order to mitigate the aftermath effects of the global crisis as well as prevent a repeat of the mistakes that initially led to the kick-off of the crisis. READ MORE

  5. 4. Financial stability of Islamic and conventional banks

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Mustafa Haj Youssef; [2017]
    Keywords : Z-score; Return on assets; assets; leverage; Panel model; Business and Economics;

    Abstract : This paper examines the stability of Islamic banks and conventional banks during and after the recent global crisis by determining the impact of the crisis on the banks’ stability. This was accomplished by measuring the z-score (the stability measure) for both types, with 96 observations of 12 banks in 4 countries where both types of banks have significant market share. READ MORE

  6. 5. Currency Basis Swap Valuation : Theory & Practise

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Josef Larsson; [2017]
    Keywords : Currency Basis Swap; Valuation; FX-swap;

    Abstract : Banks finance their operations in several ways, by shareholders equity, receiving deposits from customers and by borrowing from investors and other financial institutions. One widely used approach is to issue a bond. Bonds issued on the foreign capital markets is a way to increase the financing options and mitigate risk exposure. READ MORE