Essays about: "eirikur arnljots"

Found 1 essay containing the words eirikur arnljots.

  1. 1. Mitigating Procyclicality due to Minimum Capital Requirements in the Swedish Banking Sector

    University essay from Lunds universitet/Matematisk statistik

    Author : Christian Hultin; Eirikur Arnljots; [2013]
    Keywords : Mathematics and Statistics;

    Abstract : This study explores methods for mitigating procyclicality due to calculations of minimum capital requirements to cover credit risk. The basis for calculations are provided by the Basel Committee in the Basel accords and the main concern is that they could strengthen the amplitude of economic cycle fluctuations. READ MORE