Essays about: "capital requirements"
Showing result 11 - 15 of 225 essays containing the words capital requirements.
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11. Corporate Sustainability and Working Capital : A panel data analysis of the relationship in Swedish-listed firms
University essay from Umeå universitet/FöretagsekonomiAbstract : The theoretical and practical importance of working capital management (Sharma & Kumar, 2011) and its strong link with the firm’s financial stability (Wang et al., 2020, p. 2; Kamel 2015, p. 35) make it one of the most important functional areas of corporate finance. READ MORE
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12. Forecasting Value-at-Risk and Expected Shortfall: A comparison of non- and parametric methods for crude oil amidst extreme volatility
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Practitioners primarily utilise nonparametric methods when estimating Value-at- Risk (VaR) and Expected Shortfall (ES) for computing capital requirements. However, various researchers assert that there are issues with those estimates, particularly amidst periods of market turmoil. READ MORE
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13. The Impact of the Recession on Swedish Real Estate Companies : A Study of Financial Strategy and Risk Management of Companies with Different Credit Ratings
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : The world's economies are in a turbulent phase where rising inflation has hit the global and Swedish economy hard. The Central Bank of Sweden has raised the policy rate expansively in recent months, with the intention of curbing inflation. READ MORE
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14. Loan Loss Provisions and Lending Activity in Banks : A quantitative study comparing the effects of loan loss provisions on lending activity in banks applying IFRS 9 and ASC 326
University essay from Umeå universitet/FöretagsekonomiAbstract : As a response to the financial crisis of 2008 the IASB and the FASB developed IFRS 9 and ASC 326, respectively. These accounting regulations are supposed to increase reporting transparency and promote financial stability by determining the calculation and recognition of loan loss provisions. READ MORE
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15. Into the Trading Book: Estimating Expected Shortfall
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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