sh.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
How to ensure that the nightmare won’t happen again: Bankernas nyckeltal, kapitalstruktur och riskreglering i ett konjunkturperspektiv
Södertörn University College, School of Business Studies.
Södertörn University College, School of Business Studies.
2009 (Swedish)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
Abstract [sv]

Syftet är att evaluera Baselramverkets riskreglering i en konjunkturcykel med hänsyn till Östersjöregionens storbankers systemviktiga funktion.

Studien antar främst en kvantitativ ansats i de två första delarna, nyckeltalsanalysen och buffertsimuleringen men även en kvalitativ ansats antas i den tredje delen, intervjuer. 

Studien utgår från teorierna om Basel I och Basel II, nyckeltalsteori samt från tidigare forskning.

Resultatet i studien består av nyckeltalanalys och simulering av åtta, i Östersjöregionen verksamma, bankers nyckeltal och buffert under 21 år samt sex djupintervjuer med representanter för såväl banker som regulatorer.

 Slutsatser

Att det inte finns något samband mellan Baselregleringens kapitaltäckning och bankernas risk eller konjunktur, att riskvägningen tenderar till att vara godtycklig och har större påverkan på buffert än Baselregleringens kapitaltäckning samt att mer transparens behövs i bankerna tyder på att Baselregleringens kapitaltäckningskrav i mycket liten utsträckning visar Östersjöregionens storbankers faktiska risk.

Abstract [en]

The purpose is to evaluate the Basel framework risk regulation in an economic cycle, in account to the systemic function of the large banks in the Baltic Sea region.

The study mainly adopts a quantitative approach in the two first parts, the key ratio analysis and the buffer simulation. A qualitative element is also implemented in the third part, interviews.

In a theoretical perspective the study is based on the Basel I and Basel II framework, key ratio theories and previously conducted research. 

The result consists of key ratios analysis and buffer simulation for eight banks in the Baltic Sea region for a period of 21 years and interviews with six representatives of banks and regulatory institutions.

 Conclusion                                  

The absence of correlation between the Basel regulation capital adequacy and the bank risk nor economic cycle, that risk weighting tends to be arbitrary and have greater impact on bank buffer than capital adequacy regulation has, and that more transparency is needed in banking; suggests that the Basel capital adequacy to a small extent reflect actual risk.

Place, publisher, year, edition, pages
2009. , 80 p.
Keyword [en]
Bank regulation, Basel, Capital adequacy, Key ratio, Simulation, Risk, Business Cycle, Baltic Sea Region
Keyword [sv]
Bankreglering, Basel, Kapitaltäckning, Nyckeltal, Simulering, Risk, Konjunkturcykel, Östersjöregionen
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-3173OAI: oai:DiVA.org:sh-3173DiVA: diva2:291907
Presentation
2010-01-08, MA777, Södertörns Högskola, Huddinge, 12:00 (Swedish)
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2010-02-04 Created: 2010-02-03 Last updated: 2010-02-04Bibliographically approved

Open Access in DiVA

fulltext(1274 kB)597 downloads
File information
File name FULLTEXT01.pdfFile size 1274 kBChecksum SHA-512
ab1830ef1a26a6b104e63846784a3b205bc24ad6e4faf6df0995e88d4c201496060ba739adbdc1d48fbdc3cb0282c4f3a33346744b569bf8f61c0b33aae31ee4
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Johansson, GustavSöderlund, Fredrik
By organisation
School of Business Studies
Business Administration

Search outside of DiVA

GoogleGoogle Scholar
Total: 597 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 676 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf