Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 63 for “"capital requirements"”.
-
An analysis of risk-based capital requirements
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1986.
-
Improving Market Risk Management with Heuristic Algorithms
… increase the regulatory oversight and minimum capital requirements for financial institutions. In this thesis, we research active portfolio optimisation techniques with heuristic algorithms to manage new regulatory challenges faced in risk management. We first study if heuristic algorithms can …
-
Essays on bank capital and balance sheet adjustment in the UK and US, and implications for regulatory policy
… of how market and regulatory driven capital targets affect bank behaviour. Such considerations are important to assessing the effects of shocks to banks' capital ratios on their supply of financial intermediation services to the real economy, whether those shocks originate in higher …
-
The potential for increased mechanization of shortwood harvesting in the man-made forests of the state of Sao Paulo
… direct cost per stere, man hour per stere, and capital requirements per stere of annual production. In addition, labor and capital requirements to supply a 500 ton per day pulpmill were calculated. The analysis indicated that: (1) field debarking almost doubles direct cost, dramatically …
-
Bank Decision on Capital and Risk Under Capital Regulation
This paper models bank behavior with respect to capital and risk decisions under capital regulation using an option theoretic approach. We assume that regulatory costs are imposed on equity holders if the bank fails to meet minimum capital requirements at the end of period. Incorporating regulatory …
-
Turning Rough Dreams into a Polished Reality? Investigating the Formation of Human Capital in Botswana’s Diamond Cutting and Polishing Industry
… The research examines how efficiently human capital formation in Botswana’s diamond cutting and polishing industry is taking place in order to create downstream capabilities that can foster the industry’s competitiveness. This is done by examining the role of the education and vocational …
-
Banking in Lebanon : an empirical investigation of performance, capitalisation and mergers
… of Lebanese banking: Bank Perfonnance, Bank Capital and Bank Mergers. The first chapter tackles the issue of bank perfonnance, with focus on the differences between domestic and foreign banks. We study panel data of almost the entire population of Lebanese banks between 1993 and 2003 to …
-
Essays In Finance And Macroeconomics
… second chapter, I investigate the impact of bank capital requirements in a business cycle model with corporate debt choice. Compared to non-bank investors, banks provide restructurable loans that reduce firm bankruptcy losses and enhance production efficiency. Raising capital requirements reduces …
-
A lakossági jelzáloghitel LGD meghatározásának módszertani lehetőségei Magyarországon = The methodological opportunities of quantifying the retail mortgage loan’s LGD in Hungary
A CRD (Capital Requirements Directive) a bázeli ajánlásokra épülve teljesen új alapokra helyezte a teljes banki kockázatkezelést. Nem túlzás azt állítani, hogy a hitelintézetek tevékenységének valamennyi kockázati szempontból releváns területén számottevő változásokat generált, mind a hitel-, mind …
-
Risk aggregation and capital allocation using copulas
… III Accord proposed considerable increases in capital charges for banks. Whilst this ensures greater economic stability, banks now face an increasing risk of becoming capital inefficient. Furthermore, capital analysts are not only required to estimate capital requirements for individual …
-
Essays on institutions for financial stability
… how the frictions that are associated with capital requirements on financial institutions affect their incentives to supply liquidity to the market. The participation decision generates a positive and a negative externality, and the interaction between the two externalities can give rise to …
-
The Credit Risk in Stock-Based Loans
… is then conducted. Some brief comments about capital requirements will also be made.
-
Essays on Financial Accelerators and Macroprudential Policy
… of the current regulatory setting for capital requirements - the Internal Rating Based approach. The paper then studies the ability of the regulation to lead to procyclical capital requirements and thus amplify the business cycle and reduce social welfare. In order to avoid these …
-
A model of the aluminum industry in the United States
The energy crisis, the high capital requirements and the high price of the raw materials are critically affecting the short and long run decisions of the aluminum industry in the United States. To study the effect of these and other factors in the optimal development of the industry, a time dynamic …
-
Contributions to solvency risk measurement
… on risk measures used to calculate solvency capital requirements. It consists of three independent papers. The first paper (Chapter 2) investigates time-consistency, the relation that should hold across risk measurements of the same financial position at different time points. Sufficient …
-
Industry value at risk in Australia
… internal models for the purpose of calculating capital requirements. A high level of credit risk is often the key reason behind banks failing or experiencing severe difficulty. Conditional Value at Risk (CVaR) measures extreme risk, and is gaining popularity with the recognition that high losses …
-
The perceived impact of financial condition reporting on the structute of the shortterm insurance indusrty in South Africa
… the main challenges for implementing FCR requirements.The Delphi technique was used to solicit expert opinion and consensus on the key issues facing the short-term insurance industry in the transition to FCR.The survey indicates that whilst there are several challenges in moving to a more …
-
Thermodynamic analysis of airport snow melting systems and feasibility assessment of low-emission alternatives
… currently impractical due to extreme power and capital requirements. However, fuel substitution offers significant benefits: relative to diesel, natural gas reduced seasonal operating costs by 87% and direct CO2 emissions by 19%. Hydrogen eliminates direct emissions while reducing costs by up to …
-
Post 2007 crisis unconventional monetary policy in the UK
… sectors relied more on equity rather than debt capital. Finally, domestic productive sectors (NFCs, MFIs, OFIs, and INSs) showed some abroad bias and sent massive amounts of money out of the country. The third chapter explains the drop in total bank lending after the introduction of APP from an …
Page 1 of 4