Credit Risk Management and Profitability in Commercial Banks in Sweden

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Credit Risk Management and Profitability in Commercial Banks in Sweden Ara Hosna, Bakaeva Manzura and Sun Juanjuan Graduate School Master of Science in Accounting Master Degree Project No. 2009:36 Supervisor: Inga-Lill Johansson Acknowledgements After several months of hard work our thesis has been finished. Now it is time to thank everyone warmly who provided their kind assistance to us. First of all, we would like to thank our supervisor Inga-Lill Johansson, Associate Professor of our University, for her guidance all through our work. We would like to thank Andreas Hagberg, PhD Candidate, as well for giving us his constructive suggestions. We are grateful to Johan Sjömark, Credit Risk Control Department officer in…show more content…
R2 BCBS CAR CCF Coef. CRD FIRB FSA ICAAP IFRS IRB LGD N NI NPL NPLR PD P-value R2 ROA ROE RORAC RWA SFSA Signif. TL TSE Adjusted R-squared Basel Committee on Banking Supervision Capital Adequacy Ratio Credit Conversion Factors Coefficient Capital Requirements Directives Foundation Internal Rating-based Financial Supervisory Authority Internal Capital Adequacy Assessment Process International Financial Reporting Standards Internal Rating-based Loss Given Default Number (of Observations) Net Income Non-performing Loan Non-performing Loan Ratio Probability of Default Probability Value R-squared Return on Assets Return on Equity Return on Risk Adjusted Capital Risk Weighted Asset Swedish Financial Supervisory Authority Significance Total Loan Total Shareholders’ Equity iv Table of Contents 1. Introduction .............................................................................................................................. 1 1.1 1.2 Problem Discussion ......................................................................................................................... 3 1.3 Research question ............................................................................................................................ 4 1.4 Purpose
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