The differences in regulatory capital requirements for the banking and insurance industry regarding Dutch mortgages

Burgwal, A.W. van de (2014) The differences in regulatory capital requirements for the banking and insurance industry regarding Dutch mortgages.

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Abstract:This study researches if there are differences in the regulatory capital requirements for banks and insurers regarding the product Dutch mortgages. To answer this question, the relevant parts of Basel III and Solvency II are described and applied to a real mortgage portfolio of ABN AMRO Bank N.V.
Item Type:Essay (Master)
Clients:
ABN AMRO Bank N.V.
Faculty:BMS: Behavioural, Management and Social Sciences
Subject:83 economics
Programme:Industrial Engineering and Management MSc (60029)
Link to this item:http://purl.utwente.nl/essays/66104
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