Search for dissertations about: "BANKING RISK"

Showing result 1 - 5 of 26 swedish dissertations containing the words BANKING RISK.

  2. 1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

    Author : Axel Hedström; Gazi Salah Uddin; Ali M. Ahmed; Ugur Soytas; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Spillovers; systemic risk; risk modeling; risk dependence; asymmetric risk; energy finance; Spillovers; systemisk risk; riskmodellering; risk påverkan; asymmetrisk risk; energifinans;

    Abstract : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. READ MORE

  4. 2. Sound Banking

    Author : Rebecca Söderström; Daniel Stattin; Torbjörn Ingvarsson; Nina Dietz Legind; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; banking; banking law; banking regulation; financial supervision; law and economics; Civil Law; Civilrätt;

    Abstract : Banks are subject to a comprehensive body of legal rules and conduct their business under constant supervision of authorities. Since the financial crisis of 2008, the number of rules governing banking has grown and the structures of supervision have likewise been enhanced. READ MORE

  5. 3. Shaping Risk Management in Banks

    Author : Vikash Kumar Sinha; Mats Engwall; Håkan Kullvén; Torkel Strömsten; Marika Arena; Andrea Mennicken; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; internal audit; risk management; risk culture; Basel models; operational risk; liquidity risk; internrevision; riskhantering; riskkultur; Baselmodellerna; operativ risk; likviditetsrisk; Industriell ekonomi och organisation; Industrial Economics and Management; Business Studies; Företagsekonomi;

    Abstract : The recent financial crisis of 2007-08 was a watershed moment in the history of banking. The unprecedented event led to severe scrutiny by standard setters and regulators on how the business of banking is run. As a result of this strict scrutiny, a wide variety of reforms aimed at the second line of defense (risk management) ensued globally. READ MORE

  6. 4. Essays on credit markets and banking

    Author : Ulf Holmberg; Kurt Brännäs; Jörgen Hellström; Peter Englund; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial stability; credit market; banking; agent based model; simulations; disequilibrium; clearing market; business cycle; risk; organization; ekonometri; Econometrics; nationalekonomi; Economics;

    Abstract : This thesis consists of four self-contained papers related to banking, credit markets and financial stability.    Paper [I] presents a credit market model and finds, using an agent based modeling approach, that credit crunches have a tendency to occur; even when credit markets are almost entirely transparent in the absence of external shocks. READ MORE

  7. 5. Monsoon Paper Dragons : Transparency, Accountability, Risk, and Compliance in Banking Regulation and Practice

    Author : Shruti Kashyap; Fredrik Nilsson; Nils-Göran Olve; Einar Iveroth; Martin Messner; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Accountability; Banking; Compliance; Financial Regulation; Risk Control; Transparency; Business Studies; Företagsekonomi;

    Abstract : This dissertation explores the overall research question of how transparency- and accountability-driven post-crisis financial regulations within the European Union (EU) have influenced risk control and compliance in banks. The dissertation consists of five substantive chapters: an introductory synthesis; a published law journal article; two published book chapters, one of which is an extensive literature review; and one working paper that has previously been presented at multiple international conferences and is currently under review with a European journal in the field of accounting. READ MORE