Essays about: "European banking supervision"

Showing result 1 - 5 of 11 essays containing the words European banking supervision.

  1. 1. Modeling Interest Rate Risk in the Banking Book

    University essay from KTH/Matematik (Avd.)

    Author : Måns Ulmgren; [2022]
    Keywords : applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

    Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE

  3. 2. A Quantitative Evaluation of Systemic Risk in the European Banking Sector

    University essay from Göteborgs universitet/Graduate School

    Author : Jimmy Andersson; Anders Svernling; [2020-07-07]
    Keywords : Systemic risk measures; Systemic risk contribution; European banking supervision; Risk rankings;

    Abstract : This paper proposes a cross-section analysis of systemic risk in the European banking sector. The absence of a general definition of systemic risk makes it difficult to use a single, practically relevant model. READ MORE

  4. 3. THE BASEL III LIQUIDITY REQUIREMENTS AND BANKS’ STOCK RETURNS : A quantitative study of the impact of the Basel III liquidity requirements on the banks’ stock returns.

    University essay from Umeå universitet/Företagsekonomi

    Author : Claire Maraval; Ekaterina Nedorezova; [2019]
    Keywords : ;

    Abstract : The 2008 financial crisis highlighted the critical need for more liquidity regulation in the financial sector, in particular among the banking industry. In November 2010, the Basel Committee on Banking Supervision introduced two new liquidity requirements,based on the liquidity coverage ratio (LCR) and on the net stable fund ratio (NSFR). READ MORE

  5. 4. State Aid control in the Financial Sector and Systemic Financial Stability: Rules applied during the Financial Crisis and in the Banking Union

    University essay from Lunds universitet/Juridiska institutionen

    Author : Mathilde Lecomte; [2017]
    Keywords : State aid; Financial crisis; Banking Union; Systemic Financial Stability; Law and Political Science;

    Abstract : State aid is an area of competition law. State aid measures are used to remedy market failures and to help undertakings when they are facing difficulties. State aid control aims at ensuring a level playing field between aided and non-aided firms. READ MORE

  6. 5. Bank capitalization and credit rating assessment : Evidence from the EBA stress test

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Evgenia Dimitrova; [2016]
    Keywords : Bank capitalization; Moody’s credit rating assessment; EBA stress test; capital structures; banks adequacy and solvency; excess equity;

    Abstract : Banks face market pressure when determining their capital structures because they are subject to strict regulations. CFOs are willing to adjust their company’s capital structures in order to obtain higher ratings. READ MORE