Essays about: "Banking Crisis"

Showing result 1 - 5 of 124 essays containing the words Banking Crisis.

  1. 1. Systemic risks with Contingent Convertible Bonds : A simulated study in systemic risks of triggering CoCos in a stressed European banking system.

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Mathias Lien Oskarsson; [2019]
    Keywords : Contingent Convertible Bonds; CoCo; Additional Tier 1; Systemic risk; EBA Stress test; Simulation; Point of Non-Viability; Financial resiliency.;

    Abstract : Ever since the great financial crisis of 2008 regulators have pushed toward more resilient banks, resulting in more demanding regulation and an increase of regulator’s insight and power. Through the revision of the BASEL framework, Contingent Convertible Bonds were introduced in 2010 as a part of regulatory capital and has since then grown increasingly popular. READ MORE

  2. 2. Effectiveness of the Altman Z-Score model : Does the Altman Z-Score model accurately capture the effects of Non-Performing Assets (NPA) in the Indian banking sector?

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)


    Abstract : The aim of this study is to measure the effectiveness of Altman’s Z-Score model using Non-performing assets (NPA) as a benchmark stability indicator. To do that, this paper examines if Altman’s Z Score Models capture the decline in financial health of the banks caused by the NPAs, using a two-fold analysis i.e. READ MORE

  3. 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; 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

  4. 4. The impact of capital regulations: A study of the Basel framework

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Simon Leo; [2019]
    Keywords : Basel III; financial crises; systemic risk; multiple breakpoint test; Business and Economics;

    Abstract : Financial crises are a major issue in modern history. In a great deal of the financial crises there is a banking crisis involved. To regulate and supervise banks the Basel framework was created. With the framework, the aim is to enhance financial stability and to minimize the effect from a potential financial crisis. READ MORE

  5. 5. Systemic risk and bank equity valuation: A study of the market-to-book value and government guarantees

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Camilla Nydahl; Emma Rydén; [2019]
    Keywords : Government guarantees; Banks; Market-to-book value; Systemic risk; Financial crisis;

    Abstract : In previous research, it has been argued that a link exists between the equity valuation of a bank and its tail risk. The relationship has been attributed to government guarantees and how they create a synthetically low cost of debt, which increases the incentive to take on risk. READ MORE