Essays about: "Basel III"

Showing result 26 - 30 of 70 essays containing the words Basel III.

  1. 26. Non-parametricbacktesting of expected shortfall

    University essay from KTH/Matematisk statistik

    Author : Patrik Edberg; Benjamin Käck; [2017]
    Keywords : Backtesting Expected Shortfall; Non-parametric; Backtesting under Basel III; Backtesting under Fundamental review of the trading book.;

    Abstract : Since the Basel Committee on Banking Supervision first suggested a transition to Expected Shortfall as the primary risk measure for financial institutions, the question on how to backtest it has been widely discussed. Still, there is a lack of studies that compare the different proposed backtesting methods. READ MORE

  3. 27. Determinants of the spread of CET1 for European Banks : Quantitative study based on the 2016 EU-wide Stress test

    University essay from Umeå universitet/Företagsekonomi

    Author : Margaux Steiner; Marjolaine Marra; [2017]
    Keywords : CET1; capital adequacy ratio; bank regulation; spread; capital requirements; Europe;

    Abstract : Historically, banks have always had a central role in the economy. Their decisions do not only affect their shareholders and customers but the whole economic system. READ MORE

  4. 28. Basel III - Evidence from Sweden Possible implications of Basel III on capital structure of companies in the Industrial Goodssector

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : LOUISE KLEFVENBERG; MADELEINE MANNEHED; [2017]
    Keywords : ;

    Abstract : .... READ MORE

  5. 29. Credit Risk Model for loans to SMEs in Sweden : Calculating Probability of Default for SMEs in Sweden based on historical data, to estimate a financial institution’s risk exposure

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Khalil Mustafa; Victor Persson; [2017]
    Keywords : Credit risk; probability of default; logistic regression;

    Abstract : As a consequence from the last financial crisis that began 2007 in USA, regulatory frameworks are continuously improved in order to limit the banks’ risk exposure. Two of the amendments are Basel III and IFRS 9. READ MORE

  6. 30. International Capital- and Liquidity Regulation. A challenge for Chinese banks?

    University essay from Göteborgs universitet/Graduate School

    Author : Emil Murid; Di Wang; [2016-10-07]
    Keywords : Basel III; China; Banking Regulation; Net Stable Funding Ratio; Capital Adequacy Ratio;

    Abstract : The Chinese Banking Regulatory Commission started the implementation of global capital- and liquidity standards for commercial banks in China by issuing the first regulatory elements of the Basel III accords in June 2012. This paper analyses a sample of 163 commercial banks operating in China between 2007 and 2014 and studies their Tier 1 Capital Ratio and Net Stable Funding Ratio to see whether commercial banks in China can comply with the requirements of the regulations. READ MORE