Essays about: "CET1"

Found 2 essays containing the word CET1.

1. 1. Micro Drivers behind the Changes of CET1 Capital Ratio : An empirical analysis based on the results of EU-wide stress test

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Dan Luo; Yajing Ran; [2019]
   Keywords : EU-wide Stress Testing; Bank Capital Structure; EU Banks; Determinants; Panel Data Analysis; GARCH Model.;

   Abstract : Background: Stress tests have been increasingly used as a part of the supervisory tool by national regulators after the financial crisis, which can also be used to conduct authorities’ supervisory for determining bank capital levels, assessing the health of a bank. Purpose: The main purpose of this study is to assess whether some micro factors play important roles on the changes of Common Equity Tier One Capital Ratio (between the bank accounting value and the stress testing results under the adverse scenarios). READ MORE

3. 2. 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