Essays about: "Net Stable Funding Ratio"

Showing result 1 - 5 of 6 essays containing the words Net Stable Funding Ratio.

  1. 1. Internal Pricing and the Effect of Liquidity Requirements

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Sara Matilda Scheibenpflug; [2018]
    Keywords : Funds Transfer Pricing; Internal Pricing; Liquidity Cost Allocation; Basel III; Liquidity Coverage Ratio; Net Stable Funding Ratio; Internprissättning av Finansiering; Internprissättning; Allokering av Likviditetskostnad; Basel III; Likviditetstäckningsgrad; Stabil Nettofinansieringsgrad;

    Abstract : The fundamental business model of banks is based on receiving short-term deposits and giving long-term loans which means that active banks are naturally subject to liquidity risk. During the last financial crisis poor liquidity risk management was seen as one of the main causes which has led to an increased focus on the management of liquidity risk and the introduction of the first minimum requirements for liquidity in banks, through Basel III. READ MORE

  2. 2. 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; 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

  3. 3. Internal Pricing and theEffect of Liquidity Requirements : A qualitative review of Swedish banks

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Sara Scheibenflug; [2018]
    Keywords : Funds Transfer Pricing; Internal Pricing; Liquidity Cost Allocation; Basel III; Liquidity Coverage Ratio; Net Stable Funding Ratio; Internprissättning av Finansiering; Internprissättning; Allokering av Likviditetskostnad; Basel III; Likviditetstäckningsgrad; Stabil Nettofinansieringsgrad;

    Abstract : The fundamental business model of banks is based on receiving short-term deposits and giving long-term loans which means that active banks are naturally subject to liquidity risk. During the last financial crisis poor liquidity risk management was seen as one of the main causes which has led to an increased focus on the management of liquidity risk and the introduction of the first minimum requirements for liquidity in banks, through Basel III. READ MORE

  4. 4. International Capital- and Liquidity Regulation. A challenge for Chinese banks?

    University essay from Göteborgs universitet/Graduate School

    Author : Emil Murid; Di Wang; [2016-10-07]
    Keywords : Basel III; China; Banking Regulation; Net Stable Funding Ratio; Capital Adequacy Ratio;

    Abstract : MSc in Finance.... READ MORE

  5. 5. Assessing the relevance of the Basel III ratios - An empirical study using an option pricing default prediction model

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Therese Kollin; Ellen Nyberg; [2016]
    Keywords : Default prediction; Basel III; Basel capital ratios; Basel liquidity ratios;

    Abstract : In the aftermath of the recent financial crisis, several shortcomings in the regulations of banks were revealed. As a response the Basel Committee on Banking Supervision presented a new standard, Basel III, with the aim of preventing future bank defaults. READ MORE