Essays about: "Regulatoriskt kapital"

Found 1 essay containing the words Regulatoriskt kapital.

  1. 1. Consolidating Multi-Factor Models of Systematic Risk with Regulatory Capital

    University essay from KTH/Matematisk statistik

    Author : Henrik Ribom; [2018]
    Keywords : Economic Capital; Regulatory Capital; Basel Pillar II; Systematic Risk; Ekonomisk kapital; Regulatoriskt kapital; Basel pelare II; Systematisk risk;

    Abstract : To maintain solvency intimes of severe economic downturns banks and financialinstitutions keep capital cushions that reflect the risks in the balance sheet.Broadly,how much capital that is being held is a combination of external requirementsfromregulators and internal assessments of credit risk. READ MORE