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Kapitalreglering - Finansmarknadernas räddning, eller bara ett spel för galleriet?
Linnaeus University, School of Business and Economics, Department of Management Accounting and Logistics.
Linnaeus University, School of Business and Economics, Department of Management Accounting and Logistics.
2014 (Swedish)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

Background: The regulation of banks is increasing in order to stabilize the financial market. Despite this increase in regulation, financial crises still continue to occur. The Basel Committee on Banking Supervision is gradually increasing the capital requirements for banks, yet the increase in capital requirements doesn’t seem to solve the problem. This raises the question: how does capital regulation affect banks?

 

Purpose: The purpose of this study is, primarily to illustrate the effects that capital regulation has on risk and efficiency on banks within the European Union, but secondary also study the relationship between risk, efficiency and capital regulation.

Method: To achieve the purpose of this study, a deductive approach has been used, where the problem is assumed to be due to an agency problem. The agency problem is expected to occur due to the intermediation approach and profit maximization is set against portfolio choice theory and the regulatory hypothesis. The research method is based on a quantitative method using panel data from commercial banks within the European Union, between the years 2005 – 2012.

Conclusions: Regulation of bank on one hand and profit maximization on the other, will drive one eternal circle flow between regulation, risk and efficiency. Thus, the banks Moral Hazard behavior has to be stopped if the capital regulation is to have any real effect.

Abstract [sv]

Bakgrund: Regleringen av banker ökar i syfte att stabilisera marknaden, trots detta fortsätter de globala finanskriserna att skaka världen. Baselkommittén ökar succesivt kapitalkraven på bankerna, ändå verkar det inte lösa problemen. Den stora frågan är hur kapitalregleringen egentligen förhåller sig till bankerna.

 

Syfte: Syftet med studien är främst att belysa vilka effekter kapitalreglering har på risk och effektvitet, i bankerna inom den Europeiska unionen, men även att studera samband mellan risk, effektvitet och kapitalreglering.

 

Metod: För att uppnå syftet har en deduktiv forskningsansats använts, där problemet antas ha sin grund i ett agentproblem. Agentproblemet förväntas bero på att intermediation approach och vinstmaximerings beteende, ställs mot portföljvalsteori som sedan ställs mot den reglerande hypotesen. Forskningsmetoden är kvantitativ och bygger på paneldata från bankaktiebolag i EU-medlemsländer mellan åren 2005 – 2012.

 

Slutsatser: Reglering av banker på ena sidan och vinstmaximering på den andra, kommer att driva ett evigt kretslopp mellan reglering, risk och effektivitet. Således måste bankernas Moral Hazard beteende brytas för att kapitalreglering ska få någon verklig effekt.

Place, publisher, year, edition, pages
2014. , 91 p.
Keyword [sv]
Kapitalreglering, Risk, Effektivitet, Basel
National Category
Business Administration
Identifiers
URN: urn:nbn:se:lnu:diva-34685OAI: oai:DiVA.org:lnu-34685DiVA: diva2:722304
Subject / course
Business Administration - Other
Educational program
Business Administration and Economics Programme, 240 credits
Supervisors
Examiners
Available from: 2014-06-09 Created: 2014-06-04 Last updated: 2014-06-09Bibliographically approved

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