Essays about: "Basel Committee"

Showing result 1 - 5 of 41 essays containing the words Basel Committee.

1. 1. Market reaction to Basel III : An event study on the stock market reaction to the announcement by the Basel Committee on Banking Supervision on December 7th, 2017

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : David Kinch Palvig; Anton Östlund Wessberg; [2023]
   Keywords : Banks; Basel III; Capital regulation; Efficient Market Hypothesis; Event study; Financial leverage; Stock markets;

   Abstract : This paper investigates the impact of Basel III on the valuation of banks in the EEA through an event study of the stock market. It contributes to academic literature by enhancing the study by Bruno, Onali & Schaeck (2018) with another event date after the conclusion of their study. READ MORE

3. 2. CARs In the Driver’s Seat: The Battle Between Capital and Stock Performance

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Léo Fégeant; Alice Beer; [2023]
   Keywords : Capital Adequacy Ratio; Capital Requirements; Stock Returns; Basel-III; Business and Economics;

   Abstract : After the financial crisis of 2008, the Basel Committee on Banking Supervision created the latest Accord for capital requirements: The Basel III Accord. Basel III set higher requirements for both quantity and quality of capital, with the aim to mitigate systemic risk. READ MORE

4. 3. Banks' Adjustments to Basel III Capital Requirements : Empirical research on a sample of 359 banks between 2015 and 2021

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Andrea Hajnalka Csengoi; Nadia Ayadi; [2023]
   Keywords : Basel III; regulation; capital adequacy ratio; Global Financial Crisis;

   Abstract : Background: Fifteen years after the Global Financial Crisis, and four years after the enactment of the Basel III Accord, our thesis aims to answer how banks adapted to the new capital requirements. The core objective of the Basel Committee of Banking Supervision was to improve regulation and supervision and address the previous legislation deficiencies. READ MORE

5. 4. Modeling Interest Rate Risk in the Banking Book

   University essay from KTH/Matematik (Avd.)

   Author : Måns Ulmgren; [2022]
   Keywords : applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

   Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE

6. 5. Modelling of Capital Requirements using LSTM and A-SA in CRR 3

   University essay from KTH/Matematik (Avd.)

   Author : William Gan; [2022]
   Keywords : Capital Requirements; machine learning; neural networks; financial mathematics; risk management; CRR 3; FRTB; Kapitalkrav; maskininlärning; neurala nätverk; finansiell matematik; riskhantering; CRR 3; FRTB;

   Abstract : In response to the Great Financial Crisis of 2008, a handful of measures were taken to increase the resilience toward a similar disaster in the future. Global financial regulatory entities implemented several new directives with the intention to enhance global capital markets, leading to regulatory frameworks where financial participants (FPs) are regulated with own fund's requirements for market risks. READ MORE