Blar i NHH Brage på forfatter "Atreya, Nikhil"
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Making Bank: Why High Bank Leverage is Optimal - for the Bank's Shareholders
Atreya, Nikhil; Mjøs, Aksel; Persson, Svein-Arne (Discussion paper;33/15, Working paper, 2015-11-27)We create a structural credit model to calculate the optimal capital structure for a bank that provides asset backed loans, such as corporate loans and mortgages. The bank's assets are loans, which means that the bank's ... -
Solvency II and currency risk : an assessment of imposing solvency capital requirements from currency risk in Norway
Bergem, Adrian; Aune, Henrik Kvalvåg (Master thesis, 2015)We assess the new EU directive for insurance companies, Solvency II, with regards to solvency capital requirement (SCR) from currency risk and its implications on risk management for Norwegian life insurers. The SCR is ...