Essays about: "Basel III"

Showing result 31 - 35 of 70 essays containing the words Basel III.

  1. 31. Determinants of Bank Capital Structure. The Impact of Basel III.

    University essay from Göteborgs universitet/Graduate School

    Author : Oscar Klingstedt; Oscar Lager; [2016-10-03]
    Keywords : Bank capital structure; Financial crisis; Basel III regulation;

    Abstract : This paper examines which determinants of bank capital structure are reliably decisive for 15 publicly traded European and American banks from 2006 to 2015. Common factors of leverage such as Pro t, Size, Growth, Risk, Asset Structure and Interest Rate are used and additionally, a systematic risk proxy Financial Shock as well as a regulation dummy variable Basel III are included. READ MORE

  3. 32. The Determinants of European Coco Spreads

    University essay from Göteborgs universitet/Graduate School

    Author : Carl-Fredrik Hallden; Blomqvist Blomqvist; [2016-09-21]
    Keywords : Contingent Convertible bonds; Cocos; Coco spreads; Hybrid Securities; Basel III; Additional Tier 1; Tier 2; Banks;

    Abstract : Contingent Convertible (Coco) bonds are hybrid capital securities that absorb losses when the capital of the issuing bank falls below a certain level. Previous research has mainly been focusing on the pricing of such instruments and this paper contributes to the eld by empirically examining the determinants of Coco bond spreads for European banks. READ MORE

  4. 33. THE EFFECTS OF BASEL III ON THE SMALLER BANKS IN SWEDEN

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Mathias Gyllsten; Axel Helgason; [2016-09-05]
    Keywords : Basel III; capital coverage; liquidity requirements; niche banks;

    Abstract : Background: After the recent financial crisis, new regulations considering the banks’ capital coverage, liquidity, leverage and risk management was presented in a regulatory framework called Basel III. Purpose: The purpose of the research is to see how the smaller banks in Sweden have been affected by the Basel III regulations. READ MORE

  5. 34. Valuation of Contingent Convertible Bonds

    University essay from KTH/Matematisk statistik

    Author : Alexander Back; William Keith; [2016]
    Keywords : Contingent Convertible Bonds; Hybrid Capital; Capital Structure; Capital Adequacy Regulation; Basel III; Risk-NeutralValuation;

    Abstract : Contingent convertible bonds are hybrid capital instruments, contingent on some form of indicator of financial distress of the issuing bank. Following the financial crisis, these instruments are proposed as a solution to the moral hazard issue of banks too big to fail. READ MORE

  6. 35. Assessing the relevance of the Basel III ratios - An empirical study using an option pricing default prediction model

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Therese Kollin; Ellen Nyberg; [2016]
    Keywords : Default prediction; Basel III; Basel capital ratios; Basel liquidity ratios;

    Abstract : In the aftermath of the recent financial crisis, several shortcomings in the regulations of banks were revealed. As a response the Basel Committee on Banking Supervision presented a new standard, Basel III, with the aim of preventing future bank defaults. READ MORE