Global Risk Based Capital Regulations: Capital adequacy
Author : Charles Austin Stone
Publisher :
Page : 668 pages
File Size : 28,62 MB
Release : 1994
Category : Asset-liability management
ISBN :
Author : Charles Austin Stone
Publisher :
Page : 668 pages
File Size : 28,62 MB
Release : 1994
Category : Asset-liability management
ISBN :
Author :
Publisher : Lulu.com
Page : 294 pages
File Size : 15,27 MB
Release : 2004
Category : Bank capital
ISBN : 9291316695
Author : Charles Austin Stone
Publisher :
Page : 488 pages
File Size : 27,99 MB
Release : 1994
Category : Asset-liability management
ISBN :
Author : Lawrence D. Cluff
Publisher : DIANE Publishing
Page : 187 pages
File Size : 33,45 MB
Release : 2000
Category :
ISBN : 0788186701
Author : Vanessa Le Leslé
Publisher : International Monetary Fund
Page : 50 pages
File Size : 30,94 MB
Release : 2012-03-01
Category : Business & Economics
ISBN : 1475502656
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.
Author : Hal S. Scott
Publisher : Oxford University Press
Page : 355 pages
File Size : 31,84 MB
Release : 2005-02-17
Category : Business & Economics
ISBN : 0198037945
This book is timely since the Basel Committee on Banking Supervision at the Bank for International Settlements is in the process of making major changes in the capital rules for banks. It is important that capital adequacy regulation helps to achieve financial stability in the most efficient way. Capital adequacy rules have become a key tool to protect financial institutions. The research contained within the book covers some key issues at stake in the capital requirements for insurance and securities firms. The contributors are among the leading scholars in financial economics and law. Their contributions analyze the use of subordinated debt, internal models, and rating agencies in addition to examining the effect on capital of reinsurance, securitization, credit derivatives, and similar instruments.
Author : Reto Gallati
Publisher : McGraw Hill Professional
Page : 577 pages
File Size : 40,3 MB
Release : 2003-03-22
Category : Business & Economics
ISBN : 0071425586
Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if and how they can be integrated. From conceptual frameworks to analyses of models and approaches, it provides a solid reference source for the information that everyone in risk management will soon need to know.
Author : Charles A. Stone
Publisher : Irwin Professional Publishing
Page : pages
File Size : 49,81 MB
Release : 1993-01-01
Category :
ISBN : 9780786303106
Author : United States. General Accounting Office
Publisher :
Page : 52 pages
File Size : 38,24 MB
Release : 1991
Category : Bank capital
ISBN :
Author :
Publisher : DIANE Publishing
Page : 122 pages
File Size : 15,65 MB
Release :
Category :
ISBN : 1422314308