Essays about: "international risk management in banks"

Showing result 1 - 5 of 12 essays containing the words international risk management in banks.

  1. 1. Readjusting Historical Credit Ratings : using Ordered Logistic Regression and Principal ComponentAnalysis

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

    Author : Axel Cronstedt; Rebecca Andersson; [2018]
    Keywords : Ordered Logistic Regression; Principal Component Analysis; MacroEconomic Variables; Credit Risk; Credit Ratings; Multivariate Time SeriesData; Ordinal logistisk regression; Principalkomponentanalys; Makro-ekonomiska variabler; Kreditratings; Multivariata tidsserier;

    Abstract : Readjusting Historical Credit Ratings using Ordered Logistic Re-gression and Principal Component Analysis The introduction of the Basel II Accord as a regulatory document for creditrisk presented new concepts of credit risk management and credit risk mea-surements, such as enabling international banks to use internal estimates ofprobability of default (PD), exposure at default (EAD) and loss given default(LGD). These three measurements is the foundation of the regulatory capitalcalculations and are all in turn based on the bank’s internal credit ratings. READ MORE

  2. 2. Socially Responsible Investment and Sustainable Banking - Principles for reorienting a regional/local bank’s business towards sustainability

    University essay from Lunds universitet/Internationella miljöinstitutet

    Author : Tobias Hörnlein; [2015]
    Keywords : Socially Responsible Investment; Sustainable Banking; Business Strategy; Corporate Social Responsibility; Sustainable Development; Financial Institutions; Business and Economics;

    Abstract : This thesis is constructed on an examination of the global principles and operational methods of Socially Responsible Investment (SRI) and their linkage to Corporate Social Responsibility (CSR). These phenomena have implications for the sustainable banking business, which aims to deliver banking products and services aligned with a triple-bottom-line corporate approach contributing to sustainable development in the financial sector. READ MORE

  3. 3. Alternative Methods for Value-at-Risk Estimation : A Study from a Regulatory Perspective Focused on the Swedish Market

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Fredrik Sjöwall; [2014]
    Keywords : Basel Accords; market risk; Value-at-Risk; non-parametric model; historical simulation; weighting of observations; backtesting; Baselregelverket; marknadsrisk; Value-at-Risk; icke-parametrisk modell; historisk simulering; vägning av observationer; backtesting;

    Abstract : The importance of sound financial risk management has become increasingly emphasised in recent years, especially with the financial crisis of 2007-08. The Basel Committee sets the international standards and regulations for banks and financial institutions, and in particular under market risk, they prescribe the internal application of the measure Value-at-Risk. READ MORE

  4. 4. The Capital Structure of Swedish banks -Development after a financial crisis

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Victor Nilsson; Joakim Nordström; [2013-09-09]
    Keywords : Basel Accords; Basel Committee; Capital structure; Financial crisis; Liquidity; ;

    Abstract : Background and problem: This study investigates the effects of the financial crisis of 2007-2008, a crisis partly caused by mortgage backed securities. Banks had a large part in thedevelopments taking place in the years after the outbreak of the crisis in 2007, as many bankshad an excessively low capital base, involving too much risk in its businesses. READ MORE

  5. 5. International Real Estate Investments : – The Practice of Currency Risk Management

    University essay from KTH/Fastigheter och byggande

    Author : Anna Öhrn; [2013]
    Keywords : Foreign Currency Exchange Rate Risk; Real Estate; Valutakursrisk; Fastigheter;

    Abstract : Globalization is a fact in a lot of businesses today, something that is also relevant in the real estate industry. The currency differs depending on where investments are made and as a result of this real estate investors also face currency risks in addition to all other real estate related risks they already need to manage. READ MORE