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Hur påverkas de svenska storbankernas vinster, under reglering av Basel II?
University West, Department of Economics and IT, Divison of Law, Economics, Statistics and Politics.
University West, Department of Economics and IT, Divison of Law, Economics, Statistics and Politics.
2015 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

During the last decade, there have been several financial crisis and it has shown that banks don´t hold enough capital for the risk their taking. The Basel committee are working on recommendations for banks and how much capital they need to hold. The purpose of Basel recommendations are that banks are going to hold capital for future risks. The Basel committee has released a new regulation, Basel III that is implemented until 2019. This is because the former regulation, Basel II, was not safe enough, which the financial crisis in 2007 proofs. Higher regulations are associated with higher costs and this means lower profit for the banks. By using variables that affects profit, and dummy variables that measures the profit before and during Basel II, we can make a regression analysis. To do the final OLS regression we made a Dickey Fuller tests to test the variables for unit roots.

This study examine the impact of an increase in capital requirement, as indicated by Basel II, on the profitability of Swedish banks for the period 1998 to 2009. We use the OLS regression model to assess the impact of an increase of Capital requirement and other control variables on Swedish bank profitability (ROA). The results of this report show that the Basel II didn't had any effect on the Swedish banks profitability.

Abstract [sv]

Baselkommitteen arbetar fram rekommendationer för hur mycket kapital som bankerna måste hålla, och det är upp till varje nation att lagstadga dem. Syftet till Basels regleringar är därför att införa krav på att banker håller den nivå av kapital för att själva kunna stå upp för eventuella framtida risker. Baselkommittén har släppt en ny reglering, Basel III, som håller på att implementeras fram till 2019. Detta på grund av att den tidigare regleringen, Basel II, inte var tillräckligt säker vilket den finansiella krisen 2007 talar för.

Denna studie undersöker effekterna av en ökning av kapitalkravet, vilket indikeras av Basel II, på lönsamheten för svenska banker under perioden 1998-2009. Vi använder en OLS-regressionsanalys för att bedöma effekterna av en ökning av kapitalkravet och andra kontrollvariabler på svenska storbankernas lönsamhet (ROA). Resultatet i denna rapport visar på att de svenska storbankernas vinster inte påverkades under reglering av Basel II.

Place, publisher, year, edition, pages
2015. , p. 25
Keywords [sv]
Banker, kapitalkrav
National Category
Economics
Identifiers
URN: urn:nbn:se:hv:diva-8158Local ID: NAX500OAI: oai:DiVA.org:hv-8158DiVA, id: diva2:854966
Subject / course
Nationalekonomi
Educational program
Ekonomprogrammet
Supervisors
Examiners
Available from: 2015-09-21 Created: 2015-09-18 Last updated: 2015-09-21Bibliographically approved

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