Essays about: "Banking Crisis"

Showing result 16 - 20 of 146 essays containing the words Banking Crisis.

  1. 16. Backtesting Expected Shortfall A comparative empirical evaluation of different backtests

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Johansson; Viktor Fredriksson; [2020]
    Keywords : Expected Shortfall; Backtests; Value-at-Risk; Empirical; Risk; Business and Economics;

    Abstract : This paper empirically evaluates whether different backtests for Expected Shortfall (ES) produce similar results. In 2016, the Basel Committee on Banking Supervision proposed a shift from Value-at-Risk (VaR) to ES as the industry standard when calculating capital requirements for banks. However, ES has been found difficult to backtest. READ MORE

  3. 17. Basel III and Monetary Policy

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oskar Jansson; Henric Nicklasson; [2020]
    Keywords : Basel III; Capital Requirements; Monetary Policy Transmission; Bank Lending; Business and Economics;

    Abstract : Headlined by Basel III - banking regulation has been the target of extensive revisions and remodeling in the wake of the Global Financial Crisis. The same period has, in many countries, also been characterized by unprecedented accommodative monetary policy. READ MORE

  4. 18. Banks' Interest Rate Risk Exposure Under Low Rates: Tracing Exposure from Balance Sheet Positions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Linnéa Ekberg; Denise Tayli; [2020]
    Keywords : Banks; Interest rate exposure; Low interest rates; Risk-taking;

    Abstract : Has the risk exposure of banks changed in response to low interest rates? We construct simple factor portfolios using the fair values of positions held by the U.S. banking sector in order to trace the interest rate exposure of individual positions on banks' balance sheets between 2001-2019. We find that the U. READ MORE

  5. 19. Were Swedish Banks Prepared for the Great Lockdown? Stress Testing Banks’ Capital Levels in Light of Historical Crises and Covid-19

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Simon Leo; Johan Bärnheim; [2020]
    Keywords : Basel; Covid-19; Financial Crises; Financial Stability; Stress Tests; Business and Economics;

    Abstract : In modern history, Sweden has experienced two major financial crises: the early 1990s and the global financial crisis in 2008. During the last decades, there has been an increased global focus on regulating and supervising banks, where Basel III is the leading framework. Today, one of the most debated issues within the global economy is Covid-19. READ MORE

  6. 20. Remote Work - Transitioning to Remote Work in Times of Crisis

    University essay from Umeå universitet/Företagsekonomi

    Author : Elias Eriksson; Arpine Petrosian; [2020]
    Keywords : COVID-19; management; remote work; crisis;

    Abstract : During times of crisis, such as when the world is going through a pandemic. Many companies get affected and need to change their way of working. READ MORE