Essays about: "Net Interest Margin"

Showing result 1 - 5 of 18 essays containing the words Net Interest Margin.

  1. 1. Model for Central Counterparty Risk with Stochastic Default Intensities

    University essay from Göteborgs universitet/Graduate School

    Author : Francesco Marconi; [2021-09-30]
    Keywords : ;

    Abstract : In this thesis we use a dynamic model to compute several margins required by a central counterparty, the central clearing house (CCP), to the participants, called clearing members (CM). These margins form the so called default waterfall. In this market only credit default swaps (CDS) are exchanged. READ MORE

  3. 2. Commercial Bank Profitability in a Negative Interest Rate Environment : A study on the relationship between negative interest rates and commercial bank profitability in Denmark

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Lukas Kipper; Mohammed Imad Albarbari; [2020]
    Keywords : Bank profitability; Negative interest rates; Danish Commercial Banks; Monetary Policy; Return on Average Assets; Net Interest Margin;

    Abstract : Background: Denmark, along with other European countries, has decided to cut its policy interest rate into negative territory to meet macroeconomic objectives. This has historically been thought of as impossible and impacts commercial banks significantly. READ MORE

  4. 3. Increased regulation and higher capital requirements : The profitability of US banks during implementation of Basel III

    University essay from Umeå universitet/Företagsekonomi

    Author : Lars Edvardsson; Calle Nordlander; [2019]
    Keywords : Increased regulation; Basel III; Capital requirements; Implementation;

    Abstract : Since the financial crisis in -08 there has been a need in regulating banks and their behavior. After a while, the Basel committee took action and started to work on the third version of the Basel framework, forcing banks to maintain higher equity and to be prepared for fast drops in liquidity on the market. READ MORE

  5. 4. Optimizing the net interest margin of a bank : An extension of the Black-Litterman model with financial regulations

    University essay from KTH/Optimeringslära och systemteori

    Author : Josefin Hansson; Annie Zhang; [2018]
    Keywords : ;

    Abstract : A bank's business model is based on borrowing and lending, and by borrowing funds at a lower rate and lending these funds at a higher rate, the bank makes a profit. Thus, a key task in each bank's operations is to maximize its net interest margin. READ MORE

  6. 5. Dimensioning and Life Cycle Costing of Battery Storage System in residential housing- A case study of Local System Operator Concept

    University essay from KTH/Elektroteknisk teori och konstruktion

    Author : Shamil Mehdijev; [2017]
    Keywords : Battery Storage; Life Cycle Cost Analysis; Monte Carlo Simulations; Electricity Price; Photovoltaic; Levelized Cost of Electricity; NPV;

    Abstract : growing concern on achieving environmental sustainability and at the same time making economical savings has become a necessity in our society. The prices of different battery energy storage technologies together with PV cells are declining all around the globe which has led to the fact that there is an increased interest in investing and using these technologies to be able to reach environmental sustainability. READ MORE