Purpose: The purpose of this study is to describe and explain the relation of changes in capital requirements on the profitability of Swedish banks. Method: A mixed model approach is used. The quantitative approach is con-ducted through the collection and analysis of statistics from Swe-dish banks and financial institutions. The qualitative research ap-proach is used to obtain further insights into the Swedish banking system and how banks are managing capital requirements. This is conducted through interviews with respondents from a large bank, a niche bank, and the Riksbank. Analysis: The analysis is made on yearly data from 1999 to 2015. Return on equity and net interest margin are individually used as dependent variables. The independent variables are various capital ratios which are defined by the Basel framework. The results from the quantitative analysis are in line with the findings from the qualita-tive interviews. Conclusion: On one hand, capital requirement ratios seem to have a negative and statistically significant correlation with the Return on Equity for both large banks and niche banks. On the other hand, capital re-quirement ratios seem to have a positive and statistically significant correlation with the Net Interest Margin for niche banks.

Cette thèse examine l'impact des institutions formelles et informelles sur les ratios de fonds propres et les prêts des banques. Elle est composée de trois essais empiriques. Le premier chapitre explore l'effet de la qualité juridique et institutionnelle formelle sur les ratios de fonds propres pondérés par rapport aux ratios de fonds propres non pondérés des banques dans la région du Moyen-Orient et de l'Afrique du Nord. Les résultats montrent que lorsque les marchés boursiers sont moins développés, les variables institutionnelles affectent de manière significative les ratios de fonds propres réglementaires pondérés par le risque, mais pas les ratios de levier. À l'inverse, lorsque les marchés boursiers sont plus développés, seuls les ratios de levier sont influencés par des facteurs institutionnels. Le deuxième chapitre parcourt la relation entre les ratios de fonds propres des banques, le cadre juridique et institutionnel et les prêts bancaires en utilisant un échantillon mondial de banques commerciales. Les résultats confirment que le développement institutionnel est un moteur important du crédit bancaire, tandis que l’effet des ratios de capital sur le crédit bancaire reste d’une importance mineure. Le troisième chapitre porte sur le rôle de la confiance dans le développement du crédit bancaire dans le monde. Les résultats confirment que la confiance Inter-groupe, la confiance envers les personnes que nous ne connaissons pas, renforce de manière significative les prêts bancaires dans les pays dans lesquels le développement institutionnel et judiciaire est relativement moins développé. En ce qui concerne la confiance intra-groupe, la confiance envers les personnes que nous connaissons, les résultats empiriques montrent qu’elle affecte indirectement le crédit bancaire en favorisant le développement du crédit informel. / This dissertation examines the impact of formal and informal institutions on bank capital ratios and lending. It comprises three empirical essays. The first chapter explores the effect of the legal and institutional quality on bank risk-weighted capital ratios versus non risk-weighted capital ratios in the Middle East and North Africa region. The findings show that when stock markets are less developed, institutional variables significantly affect risk-weighted regulatory capital ratios but not leverage ratios. Conversely, when stock markets are more developed, only leverage ratios are influenced by institutional factors. The second chapter explores the relationship between bank capital ratios, the legal and institutional framework, and bank lending using a global sample of commercial banks. The results confirm that institutional development is a significant driver of bank lending while the effect of capital ratios on bank lending remains of minor importance. The third chapter focuses on the role of trust in bank lending development around the world. It provides evidence that Out-group trust, the trust in individuals we do not know, significantly boosts bank lending in countries with relatively lower levels of institutional and judicial development. As for In-group trust, the trust in individuals we know, evidence shows that it affects bank lending indirectly by favoring the development of informal lending.

A sound banking system is essential to a well-functioning economy. With the financial crisis beginning in 2007, a renewed interest in the safety of financial institutions has dominated both the political and financial landscape. Mounting loan losses in real estate lending led to the failing of over 460 banks from 2008 to 2012. This crisis is not unique; in fact, the Savings & Loan Crisis of the 1980's to early 1990's led to the closure of 700 savings institutions. Both instances created a panic in financial markets and heavy losses to deposit insurance funds. These losses are ultimately borne by taxpayers and prudently managed banks, especially if the insurance fund requires re-capitalization. The focus of this paper is on explaining the contributing factors to different categories of loan losses. Namely, total loan losses, residential real estate loan losses, commercial real estate loan losses, and commercial and industrial loan losses are examined. A multivariate regression approach is taken in this paper to explain the four rates of loan losses for the period of 2001 to 2012. Aggregate macroeconomic data from 2001 to 2012 is used to explain loan losses across categories. It was found that the delinquency rate of loans, the consumer financial obligations ratio, and the financial crisis were all significant factors in explaining loan losses.

The theme of this diploma thesis is the capital adequacy of Czech banks in the context of macro-prudential policy. The aim of this diploma thesis is quantitative and qualitative analysis of the capital ratios of the Czech banking sector in the context of Basel III and CRD IV capital regulation. The work for the selected period analyzes the development of the capital structure of the Czech banking sector as a whole and for individual segments of banks. The work also focuses on the determinants that influenced the capital changes in addition to the change in the volume of capital itself. The resistance of the banking sector to the unfavorable development of the financial system is analyzed through the stress tests of the Czech National Bank.