Essays about: "credit loss ratio"

Showing result 1 - 5 of 7 essays containing the words credit loss ratio.

  1. 1. Pricing contingent convertible bonds: A numerical implementation with the hybrid equity-credit model

    University essay from Göteborgs universitet/Graduate School

    Author : Maggie Wan-Chun Bogert; Zhang Zhao; [2017-07-25]
    Keywords : Contingent Convertible Bonds; Equity-credit Model; CoCos; Fortet Algorithms; Pricing;

    Abstract : The contingent convertible (CoCo) bond is a loss-absorbing instrument which can be converted mandatorily to common equity when a trigger event happens, such as the bookvalue trigger and the discretionary trigger. The book-value trigger means that once the capital ratio hits the pre-specified threshold, the equity conversion will be activated. READ MORE

  3. 2. The Impact of Credit Risk Management on Profitability of Nordic Commercial Banks

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Róbert Hurka; [2017]
    Keywords : credit risk management; profitability; Nordic countries; commercial banks; loan loss provision; Business and Economics;

    Abstract : This thesis investigates credit risk management in Nordic commercial banks and its effect on profitability. Two determinants of credit risk are chosen according to relevant literature, namely loan loss provision ratio and capital adequacy ratio. Thirteen banks in total are then investigated across the 16 year time frame from 2000-2015. READ MORE

  4. 3. Dividends and risks in banks : An investigation of a relationship between dividends and risks in Nordic banks

    University essay from Umeå universitet/Företagsekonomi

    Author : Hanna Senakosava; [2015]
    Keywords : dividends; market risk; credit risk; default risk; liquidity risk; operational risk; Denmark; Sweden; Norway; Finland;

    Abstract : Banks represent one of the most important parts of the economy in the world. As a result, decisions of bank management affect not just the direct bank stakeholders but the state of the economy and society as a whole. READ MORE

  5. 4. CAN LOW RISK IN THE SWEDISH BANKING SECTOR PAY IN THE LONG RUN?

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Christer Bartholdi; [2013]
    Keywords : Business and Economics;

    Abstract : Banks are normally heavily indebted with equity levels of 5-10 percent of total assets or even lower. The assets consist mainly of short-term and long-term loans, funded by deposits which can be withdrawn at short notice. READ MORE

  6. 5. The Development of the Swedish Banking Industry during the Implementation of Basel II - A study of the development of capital ratio, net credit loss level, and degree of disclosure for the four largest banks in Sweden

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Ellinor Johansson; Frida Ekström; [2011-02-16]
    Keywords : Basel II; Capital Ratio; Net Credit Loss Level; Degree of Disclosure; Swedish banking industry;

    Abstract : Common international regulations and frameworks for the banking industry are of great importance for the reliability and development of financial systems and countries’ economies. One such framework is Basel II which was presented in 2004. READ MORE