Essays about: "interest rates risk banking"

Showing result 1 - 5 of 14 essays containing the words interest rates risk banking.

  1. 1. Effect of interest rates volatility on non-performing loan level in commercial banking sector in Rwanda : Effect of interest rates volatility on non-performing loan in Rwanda

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Nsengiyumva Samson; [2023]
    Keywords : ;

    Abstract : The financial sector in Rwanda is composed of two major categories of financial institutions. The first category consists of banking institutions that include commercial and investment banks, microfinance banks, microfinance institutions and SACCOS. READ MORE

  3. 2. Modeling Interest Rate Risk in the Banking Book

    University essay from KTH/Matematik (Avd.)

    Author : Måns Ulmgren; [2022]
    Keywords : applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

    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

  4. 3. Peer-to-Peer lending and the Traditional banking industry : The relationship in the Swedish market from a managerial perspective

    University essay from Umeå universitet/Företagsekonomi

    Author : Karl Johan August Skoog; Carl William Simon Tollnerius; [2022]
    Keywords : Peer-to-peer lending; P2P lending; Traditional banking; FinTech; Financial institutions; Crowdfunding; Clayton Cristensen´s theory of disruption.;

    Abstract : Is the collapse of the traditional banking industry imminent? Although this is a thoughtprovoking statement and numerous arguments could be made for its inevitable demise in the faceof the fast moving and highly innovative Fintech industry, the fact remains that the traditionalbanking industry still serves as the primary financial intermediary when it comes to almost all ofour financial needs. But what if this wasn't the case? The rise of the Fintech industry has broughtwith it a tidal wave of new innovations and technologies that have in more recent yearschallenged the traditional banking industries' unassailable position in the credit market. READ MORE

  5. 4. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book

    University essay from KTH/Matematik (Avd.)

    Author : Gabriella Hulström; [2021]
    Keywords : Adjoint algorithmic differentiation; Economic Value of Equity; Interest Rate Risk; Net Interest Income; Risk Management; Adjoint algoritmisk derivering; Ekonomiskt Värde av Eget Kapital; Ränterisk; Räntenetto; Riskhantering;

    Abstract : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. READ MORE

  6. 5. Interest Risk Factors and Stock Returns of US Banks: The Effects of Size and Financial Crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Guo Ma; Bing Fu; [2020]
    Keywords : Interest risk; Bank stock returns; Size effects; Financial crisis; Income structure;

    Abstract : We find that the effects of interest risk factors on US banks' stock returns are affected by banks' size, measured by market equity values, and income structures, measured by the ratios of interest income and interest expense. The effects of interest risk factors have changed after 2008 financial crisis. READ MORE