Essays about: "EBA Stress test"
Showing result 1 - 5 of 6 essays containing the words EBA Stress test.
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1. Increasing explainability of neural network based retail credit risk models
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Due to their ’black box’ nature, Artificial Neural Networks (ANN) are not permitted for use in various applications. One such application is mortgage credit risk modeling. READ MORE
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2. The Corona Crisis as Ultimate Stress Test- Market Reaction to EBA´s 2020 Stress Test Postponement
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In response to the COVID-19 outbreak, the European Banking Authority (EBA) decided to postpone its biennial 2020 stress test to 2021. The supervisory exercise was supposed to answer whether banks have sufficient capital to withstand the impact of a global economic recession. READ MORE
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3. IRRBB in a Low Interest Rate Environment
University essay from KTH/Matematisk statistikAbstract : Financial institutions are exposed to several different types of risk. One of the risks that can have a significant impact is the interest rate risk in the bank book (IRRBB). In 2018, the European Banking Authority (EBA) released a regulation on IRRBB to ensure that institutions make adequate risk calculations. READ MORE
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4. Systemic risks with Contingent Convertible Bonds : A simulated study in systemic risks of triggering CoCos in a stressed European banking system.
University essay from Uppsala universitet/Nationalekonomiska institutionenAbstract : Ever since the great financial crisis of 2008 regulators have pushed toward more resilient banks, resulting in more demanding regulation and an increase of regulator’s insight and power. Through the revision of the BASEL framework, Contingent Convertible Bonds were introduced in 2010 as a part of regulatory capital and has since then grown increasingly popular. READ MORE
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5. Determinants of the spread of CET1 for European Banks : Quantitative study based on the 2016 EU-wide Stress test
University essay from Umeå universitet/FöretagsekonomiAbstract : 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