Essays about: "Japanese Banking System"

Found 2 essays containing the words Japanese Banking System.

  1. 1. A Study of the Systemic Risk in the Japanese Banking System - An application of the CoVaR method

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Qian Wu; [2015]
    Keywords : Japanese Banking System; Japan; Systemic risk; CoVaR; Business and Economics;

    Abstract : CoVaR is one of the pioneering systemic risk measures proposed during the financial turmoil of 2008, introduced by Adrian and Brunnermeier (2008). It is based on the familiar risk measurement Value-at-Risk (VaR). READ MORE

  3. 2. A Study on Exchange Rate Exposure of Chinese Banks

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Juan Li; Susan Delport; [2009]
    Keywords : APT; Chinese Banks; RMB; exchange rate exposure; foreign exchange risk; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : For banks to adjust to the changing financial environment, it is essential to understand how the foreign exchange market impacts them. The purpose of this master thesis is to evaluate the effect of exchange rates movement on fourteen listed Chinese banks’ equity returns, by using the Arbitrage Pricing Theory Model. READ MORE