Essays about: "Capital requirement"

Showing result 11 - 15 of 82 essays containing the words Capital requirement.

1. 11. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book

   University essay from KTH/Matematik (Avd.)

   Author : Gabriella Hulström; [2021]
   Keywords : Adjoint algorithmic differentiation; Economic Value of Equity; Interest Rate Risk; Net Interest Income; Risk Management; Adjoint algoritmisk derivering; Ekonomiskt Värde av Eget Kapital; Ränterisk; Räntenetto; Riskhantering;

   Abstract : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. READ MORE

3. 12. THE MARKET'S REACTION TO THE BASEL IV ANNOUNCEMENT

   University essay from Göteborgs universitet/Graduate School

   Author : Sofie Björk; Erika Venäläinen; [2020-07-07]
   Keywords : Capital Requirements; Basel; Banking Performance; Event Study; JEL Classifications; G14; G21; G28; G32;

   Abstract : Stricter capital requirement for banks is one of the key measures to make the banking system more resilient and eventually counteract financial crises. Established by the Basel Committee on Banking Supervision (BCBS) since 1988, the Basel Accords are a series of regulatory acts of bank capital requirements. READ MORE

4. 13. Language requirements for Swedish citizenship : Adult language learners' attitudes towards the Swedish language test for immigrants

   University essay from Stockholms universitet/Centrum för tvåspråkighetsforskning

   Author : Fredrik Johnsson; [2020]
   Keywords : Language tests; attitudes; investment; ideologies; capital; identity; participatory parity; linguistic citizenship.;

   Abstract : In line with the global trend of increased language requirements for naturalization, the Swedish government decided in 2019 to introduce a language test for citizenship. Drawing on Norton Peirce’s (1995) notion of investment and Fraser’s (2000) definition of participatory parity, this study investigates adult second language learners’ attitudes towards the test and analyzes how investment in language learning and perception of possibilities for participatory parity influence their views. READ MORE

5. 14. Developing an Advanced Internal Ratings-Based Model by Applying Machine Learning

   University essay from KTH/Matematisk statistik

   Author : Aso Qader; William Shiver; [2020]
   Keywords : Internal-Ratings Based Approach; Machine Learning; Zero-Inflated Beta Regression; Capital Requirement; Basel Accords;

   Abstract : Since the regulatory framework Basel II was implemented in 2007, banks have been allowed to develop internal risk models for quantifying the capital requirement. By using data on retail non-performing loans from Hoist Finance, the thesis assesses the Advanced Internal Ratings-Based approach. READ MORE

6. 15. Language requirements for Swedish citizenship : Adult language learners’ attitudes towards the Swedish language test for immigrants

   University essay from Stockholms universitet/Centrum för tvåspråkighetsforskning

   Author : Fredrik Johnsson; [2020]
   Keywords : Language tests; attitudes; investment; ideologies; capital; identity; participatory parity; linguistic citizenship;

   Abstract : In line with the global trend of increased language requirements for naturalization, the Swedish government decided in 2019 to introduce a language test for citizenship. Drawing on Norton Peirce’s (1995) notion of investment and Fraser’s (2000) definition of participatory parity, this study investigates adult second language learners’ attitudes towards the test and analyzes how investment in language learning and perception of possibilities for participatory parity influence their views. READ MORE