Essays about: "bank s capital"

Showing result 1 - 5 of 104 essays containing the words bank s capital.

1. 1. Banking sector performance amid crisis : A study on the impact of quantitative easing on bank stock returns in the US during COVID-19

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Barbara Eyram Ephraim; [2023]
   Keywords : bank performance; bank stock returns; monetary policy; quantitative easing;

   Abstract : It is widely accepted that banks are one of the most significant financial intermediaries in any economy, facilitating the flow of capital between savers and borrowers. While this may be the case in many advanced economies, including the US, little research has been done on how the quantitative easing (QE) program of central banks affects bank performance. READ MORE

3. 2. Drivers of Institutional ESG Investing

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Lars Sjöbom; [2023]
   Keywords : ESG; ESG investments; Financial Institutions; Banks; Institutional investors; Sustainability; EU Taxonomy; ESG; ESG investeringar; Finansiella institutioner; Banker; Institutionella investerare; Hållbarhet; EU taxonomi;

   Abstract : This study analyzes the factors that influence environmental, social, and governance (ESG) investments in the Nordic region from the perspectives of institutional investors. The study aims to understand key drivers of ESG investments for institutional investors. READ MORE

4. 3. Moral Hazard and Banking Risk, a Euro Area Analysis

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Emanuel Skeppås; [2023]
   Keywords : Moral Hazard; Capital regulation; Risk; Ownership Influence; Bank Charter; Profitability; Business and Economics;

   Abstract : The study investigates the effects of capital regulations on risk-taking within the Euro- zone banking sector from 2013 to 2019, specifically focusing on the impact of moral hazard stemming from bank charter value and ownership influence. Previous research suggests both bank charters and ownership influence can prompt different risk behaviours and po- tentially influence the effectiveness of capital regulations. READ MORE

5. 4. Into the Trading Book: Estimating Expected Shortfall

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Robin Eric Schmutz; Leonard Schneider; [2023]
   Keywords : Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

   Abstract : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. READ MORE

6. 5. Economic Capital Models : Methods for fitting loss distributions

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : William Fritzell; [2023]
   Keywords : Economic Capital; Distribution fitting; MCMC;

   Abstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE