Risk-based Capital, Portfolio Risk, and Bank Capital
Author : Kevin Jacques
Publisher :
Page : 32 pages
File Size : 40,74 MB
Release : 1994
Category : Bank holding companies
ISBN :
Risk-Based Capital
Author : Lawrence D. Cluff
Publisher : DIANE Publishing
Page : 187 pages
File Size : 20,64 MB
Release : 2000
Category :
ISBN : 0788186701
Book Description
International Convergence of Capital Measurement and Capital Standards
Author :
Publisher : Lulu.com
Page : 294 pages
File Size : 42,59 MB
Release : 2004
Category : Bank capital
ISBN : 9291316695
Book Description
Capital, Portfolio, and Growth
Author : Anne Beatty
Publisher :
Page : pages
File Size : 49,65 MB
Release : 2001
Category :
ISBN :
Book Description
This paper examines banks' capital, portfolio and growth decisions from 1986 to 1995, when risk-based capital guidelines were proposed and implemented. Overall, we observe complementarity between equity financing and risk. We find no systematic differences in pre- and postregulation behavior consistent with banks reacting to risk-based capital standards implementation. We do find significant differences, however, between low-capital banks and other banks. For example, increases in equity generally do not lead to increases in assets unless the bank has low capital. We also find that the impact of regulatory variables, such as the ratio of equity to total assets or the ratio risk-weighted assets to total assets, have the predicted, significant effects for low-capital banks but not necessarily for other banks.
Managing Portfolio Credit Risk in Banks: An Indian Perspective
Author : Arindam Bandyopadhyay
Publisher : Cambridge University Press
Page : 390 pages
File Size : 22,51 MB
Release : 2016-05-09
Category : Business & Economics
ISBN : 110714647X
Book Description
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
Bank Capital Requirements
Author : Craig H. Furfine
Publisher :
Page : 232 pages
File Size : 33,46 MB
Release : 1995
Category :
ISBN :
Book Description
Revisiting Risk-Weighted Assets
Author : Vanessa Le Leslé
Publisher : International Monetary Fund
Page : 50 pages
File Size : 29,36 MB
Release : 2012-03-01
Category : Business & Economics
ISBN : 1475502656
Book Description
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.
International Banking
Author : United States. General Accounting Office
Publisher :
Page : 52 pages
File Size : 14,65 MB
Release : 1991
Category : Bank capital
ISBN :
Book Description
Risk-based Capital Requirements for Banks and Bank Holding Companies
Author : United States. Congress. House. Committee on Banking, Finance, and Urban Affairs. Subcommittee on General Oversight and Investigations
Publisher :
Page : 112 pages
File Size : 19,70 MB
Release : 1987
Category : Bank capital
ISBN :
Book Description
Value at Risk and Bank Capital Management
Author : Francesco Saita
Publisher : Elsevier
Page : 276 pages
File Size : 47,62 MB
Release : 2010-07-26
Category : Business & Economics
ISBN : 0080471064
Book Description
Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation. The book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation. The author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes. This book is recommended for graduate students in master's or Ph.D. programs in finance/banking and bankers and risk managers involved in capital allocation and portfolio management. Contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books Discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation Author is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe
