Essays about: "thesis on basel iiI implementation"

Showing result 1 - 5 of 6 essays containing the words thesis on basel iiI implementation.

  1. 1. CARs In the Driver’s Seat: The Battle Between Capital and Stock Performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Léo Fégeant; Alice Beer; [2023]
    Keywords : Capital Adequacy Ratio; Capital Requirements; Stock Returns; Basel-III; Business and Economics;

    Abstract : After the financial crisis of 2008, the Basel Committee on Banking Supervision created the latest Accord for capital requirements: The Basel III Accord. Basel III set higher requirements for both quantity and quality of capital, with the aim to mitigate systemic risk. READ MORE

  3. 2. The Adverse Effects of Stricter Capital Regulation on the SME Bank Lending Channel

    University essay from Göteborgs universitet/Graduate School

    Author : Rebecca Palm Ballesta; Fredrika Poole Bonnier; [2018-07-04]
    Keywords : SME; Bank Lending Channel; External Finance; Capital Regulation; Basel III; SME SF;

    Abstract : The aim of this thesis is to investigate if stricter capital regulation creates negative shocks in the loan market and if these shocks adversely effect Small and Medium sized Enterprises (SME) access to external financing through the bank lending channel. This is tested through a Difference-in-Difference (DiD) model, where loan volume and interest rates of SMEs are compared to large firms in Europe from 2011 to 2016. READ MORE

  4. 3. Implementing Basel III in Sweden - A case study of the four major banks' reactions to the new requirements of the EU and the SFSA

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Amanda Thielemann; Natalie Hartman; [2014-07-02]
    Keywords : ;

    Abstract : There is a great amount of media coverage and literature surrounding the Basel III framework. Sweden has been given particular attention due to the readiness in which the Swedish Financial Supervisory Authority (SFSA) has implemented the corresponding framework through the directives and requirements of the European Union. READ MORE

  5. 4. How do Banks Manage the Credit Assessment to Small Businesses and What Is the Effect of Basel III? : An implementation of smaller and larger banks in Sweden

    University essay from IHH, Företagsekonomi

    Author : Heléne Ahlberg; Linn Andersson; [2012]
    Keywords : Credit risk; Credit Assessment; Basel III; Small Business Finance;

    Abstract : Background: Small businesses are considered as a valuable source for the society and the economic growth and bank loan is the main source of finance for them. Small businesses are commonly seen as riskier than larger businesses it is thus noteworthy to examine banks’ credit assessment for small businesses. READ MORE

  6. 5. A Model Implementation of Incremental Risk Charge

    University essay from KTH/Matematisk statistik

    Author : Mikael Forsman; [2012]
    Keywords : ;

    Abstract : Abstract In 2009 the Basel Committee on Banking Supervision released the final guidelines for computing capital for the Incremental Risk Charge, which is a complement to the traditional Value at Risk intended to measure the migration risk and the default risk in the trading book. Before Basel III banks will have to develop their own Incremental Risk Charge model following these guidelines. READ MORE