Essays about: "Basel III"
Showing result 11 - 15 of 70 essays containing the words Basel III.
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11. The impact of capital regulations: A study of the Basel framework
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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12. Increased regulation and higher capital requirements : The profitability of US banks during implementation of Basel III
University essay from Umeå universitet/FöretagsekonomiAbstract : 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
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13. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. READ MORE
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14. Credit Risk and Asset Correlation Modelling for the Swedish Market: A Comparative Analysis
University essay from KTH/Matematisk statistikAbstract : 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
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15. Bank capital and liquidity creation. An empirical study of the Scandinavian Banks
University essay from Göteborgs universitet/Graduate SchoolAbstract : Little is known about the impact of capital regulation on the liquidity creation capabilities of Scandinavian banks. This thesis attempts to examine the relationship between bank capital and liquidity creation based on an unbalanced panel data of 28 banks using quarterly data for the period 2009 to 2016. READ MORE