Spelling suggestions: "subject:"then basel accords"" "subject:"then basel sccords""
11 |
Regulace úvěrových institucí v EU / Regulation of credit institutions in the EUKottasová, Anna January 2017 (has links)
This thesis evaluates the regulation of credit institutions. Its aim is to answer the question of how the regulation of credit institutions evolved and how this development influenced current regulation. This thesis examines the potential of credit institution regulation to prevent further financial crises. At first the author deals with the development of the market of financial services and subsequently with the development of regulation of credit institutions. In the first part the author analyses the positive and negative aspects of each piece of legislation, reasons for their adoption, changes or their further use. This thesis deals particularly with capital adequacy requirements. It analyses their gradual development and reason for their amendments, especially in the context of the recent financial crisis. The author concludes that that current se-up of the credit institution regulation and its expected development puts too much emphasis in increasing of the capital adequacy requirements. The author sees this aspect especially in the directive on capital requirements from 2013 which presents new buffers that the credit institutions are required to hold and in the resolution directive from 2014 which adds new, yet similar requirements. The author particularly disagrees with the assessment of...
|
12 |
Bank risk management : How do bank employees deal with risk at the strategic and operational levels?Rad, Alexander January 2017 (has links)
<p>Vid tidpunkten för disputationen var följande delarbete opublicerat: delarbete 3 accepterat.</p><p>At the time of the doctoral defence the following paper was unpublished: paper 3 accepted.</p>
|
13 |
Vztahy centrální banky k bankám obchodním / Relationship between the central bank and commercial bankPastorčák, Jan January 2011 (has links)
Relations of Central bank to Commercial banks The purpose of my thesis is to analyse relations among central bank and commercial banks in current view with emphasising on situation in the Czech Republic. This analysis is a critical appraisal of issues in relation to current legislation, and last but not least also the planned changes, which are currently under discussion. The thesis is divided into five chapters with introduction and abstract. Chapter One is introductory and defines basic terminology used in the thesis like banking system, central bank and commercial banks. This chapter is subdivided into four parts. Part One describes central bank and banking system. Part Two describes central bank, its position, activity and tools. Part Third is focused on commercial banks. Final part deals with trends in the development of the banking sector. Chapter Two characterises subjects of banking system in the Czech Republic and is divided into two parts. Part One outlines organizational structure of the CNB and its main functions. Part Two outlines organizational structure of commercials banks in the Czech Republic. Chapter Three concentrates on banking regulation and supervision and its division. Part One analyzes arguments for and against bank regulation. Part Two is focused on banking regulation and...
|
14 |
Estimation of Loss Given Default Distributions for Non-Performing Loans Using Zero-and-One Inflated Beta Regression Type Models / Estimering av förluster vid fallissemang för icke-presterade lån genom applicering av utvidgad betaregressionLjung, Carolina, Svedberg, Maria January 2020 (has links)
This thesis investigates three different techniques for estimating loss given default of non-performing consumer loans. This is a contribution to a credit risk evaluation model compliant with the regulations stipulated by the Basel Accords, regulating the capital requirements of European financial institutions. First, multiple linear regression is applied, and thereafter, zero-and-one inflated beta regression is implemented in two versions, with and without Bayesian inference. The model performances confirm that modeling loss given default data is challenging, however, the result shows that the zero-and-one inflated beta regression is superior to the other models in predicting LGD. Although, it shall be recognized that all models had difficulties in distinguishing low-risk loans, while the prediction accuracy of riskier loans, resulting in larger losses, were higher. It is further recommended, in future research, to include macroeconomic variables in the models to capture economic downturn conditions as well as adopting decision trees, for example by applying machine learning. / Detta examensarbete undersöker tre olika metoder för att estimera förlusten vid fallissemang för icke-presterande konsumentlån. Detta som ett bidrag till en kreditrisksmodell i enlighet med bestämmelserna i Baselregelverken, som bland annat reglerar kapitalkraven för europeiska finansiella institut. Inledningsvis tillämpas multipel linjär regression, därefter implementeras två versioner av utvidgad betaregression, med och utan bayesiansk inferens. Resultatet bekräftar att modellering data för förlust givet fallissemang är utmanande, men visar även att den utvidgade betaregressionen utan bayesiansk inferens är bättre de andra modellerna. Det ska dock tilläggas att alla modeller visade svårigheter att estimera lån med låg risk, medan tillförlitligheten hos lån med hög risk, vilka generellt sett medför större förluster, var högre. Vidare rekommenderas det för framtida forskning att inkludera makroekonomiska variabler i modellerna för att fånga ekonomiska nedgångar samt att implementera beslutsträd, exempelvis genom applicering av maskininlärning.
|
Page generated in 0.0457 seconds