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Har Baselregelverken påverkat europeiska banker?
Karlstad University.
Karlstad University.
2019 (Swedish)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesisAlternative title
Has the Basel regulations affected the European banks? (English)
Abstract [sv]

Den globala finanskrisen som startade år 2007 har lett till skärpta regleringar av banker. De internationella standarderna för bankregleringar beslutas av Baselkommittén. När den finansiella krisen bröt ut var Basel II det rådande regelverket. Det visade sig inte vara tillräcklig då bankerna bland annat hade för lite kapital för de risker de exponerades mot. Detta resulterade i att Baselkommittén reviderade det andra regelverket och Basel III antogs. Syftet med denna uppsats är att undersöka om det ser ut som att regelverken har fungerat genom att undersöka europeiska bankers skuldsättningsgrad samt lönsamhet för två olika tidsperioder. Den första perioden avser det andra regelverket och den andra perioden avser det tredje regelverket. Lönsamhetsmåtten som undersöks är vinstmarginal och räntemarginal. Uppsatsen grundar sig i resonemanget att en ökning av kapitalet, som regleringen har som syfte att öka, bör bidrar till att vinstmarginalerna minskar eftersom det egna kapitalet utgör säkra tillgångar som inte har samma avkastning som mer riskfyllda tillgångar. Bankerna kan dock försöka höja sina utlåningsräntor för att öka sina intäkter. Resultatet visar att det finns en signifikant minskning mellan den första och andra perioden för de flesta nyckeltal som har studerats sett till alla länder som är med i studien. Detta resultat visar att det ser ut som att det tredje regelverket fungerar. Sett till bankerna i eurokrisländer finns det ingen signifikant skillnad mellan perioderna för skuldsättningsgraden. Detta är överraskande i och med att det blev tydligt under eurokrisen att banker i dessa länder hade för lite reserver. Korrelationen mellan de olika nyckeltalen är låga vilket har lett till att resonemanget om att alla dessa nyckeltal påverkar varandra inte kan påvisas statistiskt. 

Abstract [en]

The global financial crisis that started in 2007 led to stricter banking regulations. The international standards for bank regulations are established by the Basel Committee. Basel II was the prevailing regulatory framework when the financial crisis started. During this period banks held too little capital for the risks they were exposed to and the regulation was therefore insufficient. This resulted in the Basel Committee revising the second regulation and Basel III was adopted.The aim of this paper is to investigate whether the regulations has had sufficient and statistically significant impact on the banks. The hypothesis is tested by examining European banks debt-equity ratio and profitability for two different time periods. The first period refers to the second regulation and the second period refers to the third regulation. The profitability measures that are examined is profit margin and interest margin. The paper is based on the reasoning that an increase in capital, which the regulation has as its main purpose to increase, should contribute to a reduction in profit margins due to that equity constitutes of safe assets that does not have the same return as more risky assets. Banks can however try to raise their lending rates to increase their revenues. The results imply that there is a significant decrease in the value of most of the key figures between the first and second period for the study that included all countries. Given the results it can be concluded that the third regulation appears to work. The authors also conclude that there is no significant difference in the debt-equity ratio between the periods for countries involved in the euro crises. This result is surprising since it became clear that banks in these countries during the euro crisis had lacked reserves. The low correlation between the key figures implies that the reasoning that all the ratios affect each other cannot be proved statistically.

Place, publisher, year, edition, pages
2019. , p. 65
National Category
Economics
Identifiers
URN: urn:nbn:se:kau:diva-73379OAI: oai:DiVA.org:kau-73379DiVA, id: diva2:1334447
Educational program
Programme in Business and Economics
Examiners
Available from: 2019-08-13 Created: 2019-07-02 Last updated: 2019-08-13Bibliographically approved

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