Essays about: "Basel III"

Showing result 1 - 5 of 60 essays containing the words Basel III.

  1. 1. 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

  2. 2. 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

  3. 3. Increased regulation and higher capital requirements : The profitability of US banks during implementation of Basel III

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Lars Edvardsson; Calle Nordlander; [2019]
    Keywords : Increased regulation; Basel III; Capital requirements; Implementation;

    Abstract : Since the financial crisis in -08 there has been a need in regulating banks and their behavior. After a while, the Basel committee took action and started to work on the third version of the Basel framework, forcing banks to maintain higher equity and to be prepared for fast drops in liquidity on the market. READ MORE

  4. 4. Credit Risk and Asset Correlation Modelling for the Swedish Market: A Comparative Analysis

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Carl Axel Jönsson; Ludvig Hamilton; [2019]
    Keywords : Credit Risk; Economic Capital; Value-at-Risk; Intra-sector correlation; Inter-sector correlation; Copula; Basel III; Kreditrisk; Ekonomiskt kapital; Value-at-Risk; Intra-sektorkorrelation; Inter-sektorkorrelation; Copula; Basel III;

    Abstract : In order to ensure solvency, financial institutions must evaluate their credit risk exposure and determine how much economic capital is required to hold as a cushion. This thesis compares three factor models, namely Asymptotic Single Risk Factor (“ASRF”), Inter-sector and Intra-sector factor models and evaluates how their different characteristics affect the economic capital outcomes. READ MORE

  5. 5. Bank capital and liquidity creation. An empirical study of the Scandinavian Banks

    University essay from Göteborgs universitet/Graduate School

    Author : Awais Shah; Said Lahiani; [2018-07-04]
    Keywords : liquidity creation; capital requirements; Basel III regulations; big and small banks; credit intermediation; Scandinavian countries;

    Abstract : MSc in Finance.... READ MORE