Essays about: "Bank capitalization"

Showing result 1 - 5 of 15 essays containing the words Bank capitalization.

  1. 1. Determinants of Non-Performing Loans: A Panel Data Empirical Analysis for South European Countries

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Tom Ghorbani; Viktor Jakobsson; [2019]
    Keywords : Non-performing loans; Bank-specific determinants; Macroeconomic determinants; Interactive Effects; Cross-sectional dependence; Business and Economics;

    Abstract : The paper analyzes the determinants of non-performing loans in 19 European banks in Portugal, Italy, Greece and Spain based on quarterly data between 2006–2018. We implement a panel data model with interactive effects, which accounts for unobserved heterogeneity and cross-sectional dependence. READ MORE

  3. 2. Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets

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

    Author : Oscar Britse; Johan Jarnmo; [2018]
    Keywords : credit default swap; CDS; CDS basket; greenhouse gas; emission; iTraxx; CDX; portfolio optimization; ECOBAR; Markowitz;

    Abstract : Global bond market capitalization amounts to approximately $100 trillion, compared to $60 trillion in the equity markets. Despite debt financing being a large part of the global financial market, the measurements and greenhouse gas reduction investment strategies to date are not nearly as thorough as for equity financing. READ MORE

  4. 3. 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

  5. 4. Performance Evaluation of Swedish Equity Mutual Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Falk Wahlström; Carl Grant; [2016]
    Keywords : Mutual funds; Performance evaluation; Alpha; Retail bank; Retail investor;

    Abstract : This thesis aims to study differences in fund returns between actively and passively managed Swedish equity mutual funds, relating the performances of Sweden's four major retail banks to other actors over the period 01/31/2001 to 12/31/2015. Dividing the sample into large- and small/mid cap funds in evaluation and analysis, we find that actively managed funds on average yield negative alphas. READ MORE

  6. 5. Bank capitalization and credit rating assessment : Evidence from the EBA stress test

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Evgenia Dimitrova; [2016]
    Keywords : Bank capitalization; Moody’s credit rating assessment; EBA stress test; capital structures; banks adequacy and solvency; excess equity;

    Abstract : Banks face market pressure when determining their capital structures because they are subject to strict regulations. CFOs are willing to adjust their company’s capital structures in order to obtain higher ratings. READ MORE