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Capital requirements and bank profitability: A comparison between the large Swedish banks and niche banks
Jönköping University, Jönköping International Business School, JIBS, Economics.
2017 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

Purpose: The purpose of this study is to describe and explain the relation of changes in capital requirements on the profitability of Swedish banks.

Method: A mixed model approach is used. The quantitative approach is con-ducted through the collection and analysis of statistics from Swe-dish banks and financial institutions. The qualitative research ap-proach is used to obtain further insights into the Swedish banking system and how banks are managing capital requirements. This is conducted through interviews with respondents from a large bank, a niche bank, and the Riksbank.

Analysis: The analysis is made on yearly data from 1999 to 2015. Return on equity and net interest margin are individually used as dependent variables. The independent variables are various capital ratios which are defined by the Basel framework. The results from the quantitative analysis are in line with the findings from the qualita-tive interviews.

Conclusion: On one hand, capital requirement ratios seem to have a negative and statistically significant correlation with the Return on Equity for both large banks and niche banks. On the other hand, capital re-quirement ratios seem to have a positive and statistically significant correlation with the Net Interest Margin for niche banks.

Place, publisher, year, edition, pages
2017. , 84 p.
Keyword [en]
capital requirements, capital ratios, bank profitability, niche banks, basel committee, the swedish financial supervisory authority, the riksbank
National Category
Economics
Identifiers
URN: urn:nbn:se:hj:diva-35028ISRN: JU-IHH-NAA-2-20170075OAI: oai:DiVA.org:hj-35028DiVA: diva2:1072547
Subject / course
IHH, Economics
Presentation
2017-01-13, B3008, Jönköping International Business School, Jönköping, 14:00 (English)
Supervisors
Examiners
Available from: 2017-02-28 Created: 2017-02-08 Last updated: 2017-02-28Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf