Essays about: "Regulatory Capital"
Showing result 16 - 20 of 126 essays containing the words Regulatory Capital.
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16. Modeling Interest Rate Risk in the Banking Book
University essay from KTH/Matematik (Avd.)Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE
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17. Is Green the New Black? A Study of the Role of Sustainability in Nordic Venture Capital
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis investigates the role of sustainability in Nordic venture capital. Using stakeholder interviews, the thesis aims to uncover the key drivers behind the industry sustainability momentum. READ MORE
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18. The Expected Credit Loss Model's Impact on the Cyclicality of Credit Supply: A Study of the Implementation of IFRS 9
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : The accounting standard for recognizing loan loss provisions changed in 2018 from IAS 39 to IFRS 9. IFRS 9 introduced the expected credit loss model (ECL), intended to be an improved alternative to its predecessor, the incurred credit loss model (ICL), which was criticized for the "too little, too late" provisioning during the 2008 financial crisis. READ MORE
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19. Modelling of Capital Requirements using LSTM and A-SA in CRR 3
University essay from KTH/Matematik (Avd.)Abstract : In response to the Great Financial Crisis of 2008, a handful of measures were taken to increase the resilience toward a similar disaster in the future. Global financial regulatory entities implemented several new directives with the intention to enhance global capital markets, leading to regulatory frameworks where financial participants (FPs) are regulated with own fund's requirements for market risks. READ MORE
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20. Regulatory sanctions and their effects on the stock market : An analysis of the effects of Finansinspektionens sanctions on the sanctioned firms’ stock price.
University essay from Stockholms universitet/Företagsekonomiska institutionenAbstract : This paper examines the effects of Finansinspektions’ sanctions on the sanctioned companies’ stock price. Previous research shows significant abnormal returns in companies’ stock prices when negative news are announced. In several studies, an overreaction is found, meaning a reaction larger than the monetary sanction imposed on the company. READ MORE