Essays about: "thesis in banking"

Showing result 21 - 25 of 332 essays containing the words thesis in banking.

  1. 21. Matching Trades with Confirmations via Contrastive Learning : Asymmetric Contrastive Learning on Text Data

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Markus Hector; [2023]
    Keywords : Asymmetric Contrastive Learning; Attention; GloVe; Securities Trading; Asymmetrisk kontrast-inlärning; Uppmärksamhetsmekanism; GloVe; Värdepappershandel;

    Abstract : In the banking world trades of securities are finalized every day, on behalf of the banks themselves or of their clients. When the trades have been booked by the front office the confirmations sent by the counterparty have to be checked and connected to the correct trade by hand, posing the question whether this process could not be automated using machine learning techniques. READ MORE

  2. 22. Economic Capital Models : Methods for fitting loss distributions

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

    Author : William Fritzell; [2023]
    Keywords : Economic Capital; Distribution fitting; MCMC;

    Abstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE

  3. 23. Banks' Adjustments to Basel III Capital Requirements : Empirical research on a sample of 359 banks between 2015 and 2021

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Andrea Hajnalka Csengoi; Nadia Ayadi; [2023]
    Keywords : Basel III; regulation; capital adequacy ratio; Global Financial Crisis;

    Abstract : Background: Fifteen years after the Global Financial Crisis, and four years after the enactment of the Basel III Accord, our thesis aims to answer how banks adapted to the new capital requirements. The core objective of the Basel Committee of Banking Supervision was to improve regulation and supervision and address the previous legislation deficiencies. READ MORE

  4. 24. The 'Mask' of Banks: A Multiple Case Study of Impression Management Strategies in Disclosures for Money Laundering Scandals

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Anqi Lu; Wenxuan Wang; [2022]
    Keywords : impression management; money laundering; banking industry; accounting narrative; the role of accounting;

    Abstract : This thesis examines how banks involved in the money laundering scandal have applied various impression management strategies in their accounting narratives as reactions to the public. We conducted a discourse analysis of four case banks' related disclosures from when they were exposed to the scandal until now. READ MORE

  5. 25. Reforms, Risk and Arbitrage: The Impact of G20 Post-Crisis Reform Implementation on Systemic Risk and Arbitrage in Banking and Insurance

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Patricia Vernholmen; [2022]
    Keywords : Financial Regulation; Systemic Risk; Reform Index; Arbitrage; GFC;

    Abstract : This thesis analyzes the effect of the implementation progress of the G20 post-crisis reform on systemic risk and bank foreign claims. First, indices measuring jurisdiction-level implementation progress of the reform and its different areas are constructed, and subsequently, SRISK, a common measure of systemic risk is regressed on these indices and other regulatory variables in a fixed effects regression. READ MORE