Essays about: "Regulatory Capital"

Showing result 1 - 5 of 93 essays containing the words Regulatory Capital.

  1. 1. Developing an Advanced Internal Ratings-Based Model by Applying Machine Learning

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Aso Qader; William Shiver; [2020]
    Keywords : Internal-Ratings Based Approach; Machine Learning; Zero-Inflated Beta Regression; Capital Requirement; Basel Accords;

    Abstract : Since the regulatory framework Basel II was implemented in 2007, banks have been allowed to develop internal risk models for quantifying the capital requirement. By using data on retail non-performing loans from Hoist Finance, the thesis assesses the Advanced Internal Ratings-Based approach. READ MORE

  2. 2. Comparability Approaches of the CJEU Regards Dividends Received by Non-Resident CIVs: Is the Primary Law Sufficient or Not?

    University essay from Lunds universitet/Institutionen för handelsrätt

    Author : Serra Tor; [2020]
    Keywords : CIV-Investment Fund- Pension Fund-Withholding tax-Discrimination-TFEU Freedoms-Free Movement of Capital-Freedom of Establishment - OECD Model Convention 2017 - OECD s Commentary- UCITS Directive- AIFM Directive; Law and Political Science;

    Abstract : For preventing economic double taxation and neutralization of choice between direct and indirect investments, states might grant domestic funds certain tax advantages while not extending it to non-residents, which possibly result in international double taxation. This issue arises mostly because of the different features of the investment funds. READ MORE

  3. 3. Value relevance of fair value estimates - The impact of ownership structures and increased disclosures

    University essay from Göteborgs universitet/Graduate School

    Author : Sebastian Engsevi; Oscar Robért; [2019-08-08]
    Keywords : Fair value hierarchy; value relevance; ownership structure; ownership concentration; institutional ownership; accounting disclosures;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  4. 4. Systemic risks with Contingent Convertible Bonds : A simulated study in systemic risks of triggering CoCos in a stressed European banking system.

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Mathias Lien Oskarsson; [2019]
    Keywords : Contingent Convertible Bonds; CoCo; Additional Tier 1; Systemic risk; EBA Stress test; Simulation; Point of Non-Viability; Financial resiliency.;

    Abstract : Ever since the great financial crisis of 2008 regulators have pushed toward more resilient banks, resulting in more demanding regulation and an increase of regulator’s insight and power. Through the revision of the BASEL framework, Contingent Convertible Bonds were introduced in 2010 as a part of regulatory capital and has since then grown increasingly popular. READ MORE

  5. 5. The quality of institutions and economic growth in Africa? : An empirical analysis of the relationship between quality of institutions and economic growth in Africa

    University essay from Södertörns högskola/Institutionen för samhällsvetenskaper; Södertörns högskola/Institutionen för samhällsvetenskaper

    Author : Semhar Ghebresus; Sauda Luzze; [2019]
    Keywords : Institutional Quality; Economic Growth; Panel Data Analysis; Africa;

    Abstract : Africa is one of the richest continents on the planet in terms of natural resources, but has the highest poverty rate, fastest growing population and includes many of the world ́s most corrupt countries. There is an ongoing discussion if the quality of institutions affects economic growth, and the applicability of economic institutional theory to the African continent. READ MORE