Essays about: "Capital Adequacy Regulation"

Showing result 1 - 5 of 8 essays containing the words Capital Adequacy Regulation.

  1. 1. Banks' Adjustments to Basel III Capital Requirements : Empirical research on a sample of 359 banks between 2015 and 2021

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Andrea Hajnalka Csengoi; Nadia Ayadi; [2023]
    Keywords : Basel III; regulation; capital adequacy ratio; Global Financial Crisis;

    Abstract : Background: Fifteen years after the Global Financial Crisis, and four years after the enactment of the Basel III Accord, our thesis aims to answer how banks adapted to the new capital requirements. The core objective of the Basel Committee of Banking Supervision was to improve regulation and supervision and address the previous legislation deficiencies. READ MORE

  3. 2. The Effectiveness of the Basel Accords : Evidence from European Banks

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Alfred Persson; Petra Marcusson; [2019]
    Keywords : Basel Accord; regulatory arbitrage; bank regulation; data envelopment analysis; bank efficiency;

    Abstract : Purpose:The purpose is to investigate the adequacy of the Basel Accords to fulfill the underlying ideas of reducing risk and stabilizing the financial sector, or if it allows banks to use regulatory arbitrage to maintain a desired productive efficiency- and risk level. Methodology:A two-step analysis is constructed where each bank’s efficiency is first estimated, followed by a panel data regression on the efficiency-score and on a proxy for bank risk. READ MORE

  4. 3. 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

  5. 4. 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

  6. 5. 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