Essays about: "Basel III"

Showing result 6 - 10 of 70 essays containing the words Basel III.

1. 6. A comparison of the Basel III capital requirement models for financial institutions

   University essay from Lunds universitet/Matematisk statistik

   Author : Sara Johannesson; Amanda Wahlberg; [2022]
   Keywords : Basel III; Internal Model Method IMM ; Standardized Approch for Counterparty Credit Risk SA-CCR ; Counterparty Credit Risk; Capital Requirement; Mathematics and Statistics;

   Abstract : The purpose of this report is to implement and compare the two Basel III standard methods on how to calculate the capital requirement for finan- cial institutions, related to counterparty credit risk. The models being the Standardized Approach for Counterparty Credit Risk (SA-CCR) and the Internal Model Method (IMM). READ MORE

3. 7. Basel III and Monetary Policy

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Oskar Jansson; Henric Nicklasson; [2020]
   Keywords : Basel III; Capital Requirements; Monetary Policy Transmission; Bank Lending; Business and Economics;

   Abstract : Headlined by Basel III - banking regulation has been the target of extensive revisions and remodeling in the wake of the Global Financial Crisis. The same period has, in many countries, also been characterized by unprecedented accommodative monetary policy. READ MORE

4. 8. Were Swedish Banks Prepared for the Great Lockdown? Stress Testing Banks’ Capital Levels in Light of Historical Crises and Covid-19

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Simon Leo; Johan Bärnheim; [2020]
   Keywords : Basel; Covid-19; Financial Crises; Financial Stability; Stress Tests; Business and Economics;

   Abstract : In modern history, Sweden has experienced two major financial crises: the early 1990s and the global financial crisis in 2008. During the last decades, there has been an increased global focus on regulating and supervising banks, where Basel III is the leading framework. Today, one of the most debated issues within the global economy is Covid-19. READ MORE

5. 9. PROFITABILITY MODELLING FOR CREDIT MARKET COMPANY : MODELLING AND EVALUATION OF PROFITABILITY AND CREDIT RISK FOR LARGE CONTRACTS

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

   Author : Mattias Kvarnerås; Viktor Pettersson; [2020]
   Keywords : Credit Risk; Credit; Modelling; Model; Profitability; Kreditrisk; Modell; Modellering; Lönsamhet;

   Abstract : Risk and profitability are two topics that companies today have to face and deal with. There are different type of risks that either directly or indirectly affect the survival of a company. READ MORE

6. 10. 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

   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