Essays about: "Capital requirement"

Showing result 21 - 25 of 82 essays containing the words Capital requirement.

  1. 21. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application

    University essay from Göteborgs universitet/Graduate School

    Author : Jesper Karlsson; [2018-07-04]
    Keywords : Risk Management; Migration Analysis; Intensity Models; IFRS 9; Basel Accords; Portfolio Stress Test;

    Abstract : Transition matrices show the probabilities of credit rating migrations for a pool of ratings within a particular industry, geographical area, time-horizon, etc. Regulation, in the form of Basel accords, has opted for standards in banking that among other techniques use transition matrices, and thus the probability of default, for internally-based risk-assessment, as well as incorporating the external credit rating in the capital requirement calculation. READ MORE

  3. 22. The Effect of Capital on Profitability in Nordic Banks

    University essay from Göteborgs universitet/Graduate School

    Author : Ide Jarf; Nafiseh Aminiomshi; [2018-07-04]
    Keywords : Profitability; Bank Capital; Capital Requirements; Nordic Countries; System Generalized Method of Moments;

    Abstract : This thesis explores the relationship between capital and profitability in Nordic banks. Bank capital can have either profitable or adverse effects and the Nordic countries have recently straightened their capital requirement, so therefore it’s important to see what relationship there is between their bank capital and profitability. READ MORE

  4. 23. Do Banks Suffer From Stigmatization In Equity Capital Markets?

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Maximilian Pagel; [2018]
    Keywords : Federal Reserve Liquidity Programs; Financial Crisis; Stigma;

    Abstract : This Master's Thesis investigates which effect the Federal Reserve's release of detailed Discount Window transaction data on March 31, 2011 had on the borrowing banks' stock performance. Three sets of event studies indicate that those banks did not experience negative abnormal stock returns, rejecting the hypothesis that, in equity capital markets, there is a negative stigma attached to borrowing under the Discount Window facility. READ MORE

  5. 24. Modelling Credit Risk: Estimation of Asset and Default Correlation for an SME Portfolio

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

    Author : Yaxum Cedeno; Rebecca Jansson; [2018]
    Keywords : Basel Capital Accord; Capital Requirements; SME; Portfolio Credit Risk; Monte-Carlo Simulations; Risk Weighted Assets RWA .; BaselKapitalavtal; Kapitalkrav; SME; PortföljKreditrisk; Monte-Carlo Simuleringar; Riskvägda Tillgångar RWA .;

    Abstract : When banks lend capital to counterparties they take on a risk, known as credit risk which traditionally has been the largest risk exposure for banks. To be protected against potential default losses when lending capital, banks must hold a regulatory capital that is based on a regulatory formula for calculating risk weighted assets (RWA). READ MORE

  6. 25. Modelling and optimizing transaction fees in a proof-of-stake cryptocurrency

    University essay from KTH/Optimeringslära och systemteori

    Author : Ivar Bengtsson; Michael Fichter; [2018]
    Keywords : Cryptocurrency; proof-of-stake; transaction fee; economics; Kryptovaluta; proof-of-stake; transaktionsavgift; ekonomi;

    Abstract : This paper is an attempt to analyze the role of transaction fees in a proof-of-stake cryptocurrency currently in development. The authors have employed a microeconomic, static equilibrium approach to model a market in which the cryptocurrency is exchanged for a physical good. READ MORE