A Market Evaluation of the Risk-based Capital Standards for the U.S. Financial System
Author : Lawrence R. Cordell
Publisher :
Page : 70 pages
File Size : 40,90 MB
Release : 1992
Category : Bank capital
ISBN :
Author : Lawrence R. Cordell
Publisher :
Page : 70 pages
File Size : 40,90 MB
Release : 1992
Category : Bank capital
ISBN :
Author :
Publisher : Lulu.com
Page : 294 pages
File Size : 12,19 MB
Release : 2004
Category : Bank capital
ISBN : 9291316695
Author : Lawrence D. Cluff
Publisher : DIANE Publishing
Page : 187 pages
File Size : 23,48 MB
Release : 2000
Category :
ISBN : 0788186701
Author : The Law The Law Library
Publisher : Createspace Independent Publishing Platform
Page : 112 pages
File Size : 12,40 MB
Release : 2018-10-15
Category :
ISBN : 9781727877908
Risk-Based Capital Guidelines - Market Risk (US Federal Reserve System Regulation) (FRS) (2018 Edition) The Law Library presents the complete text of the Risk-Based Capital Guidelines - Market Risk (US Federal Reserve System Regulation) (FRS) (2018 Edition). Updated as of May 29, 2018 The Office of the Comptroller of the Currency (OCC), Board of Governors of the Federal Reserve System (Board), and Federal Deposit Insurance Corporation (FDIC) are revising their market risk capital rules to better capture positions for which the market risk capital rules are appropriate; reduce procyclicality; enhance the rules' sensitivity to risks that are not adequately captured under current methodologies; and increase transparency through enhanced disclosures. The final rule does not include all of the methodologies adopted by the Basel Committee on Banking Supervision for calculating the standardized specific risk capital requirements for debt and securitization positions due to their reliance on credit ratings, which is impermissible under the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010. Instead, the final rule includes alternative methodologies for calculating standardized specific risk capital requirements for debt and securitization positions. This book contains: - The complete text of the Risk-Based Capital Guidelines - Market Risk (US Federal Reserve System Regulation) (FRS) (2018 Edition) - A table of contents with the page number of each section
Author : Charles Austin Stone
Publisher :
Page : 668 pages
File Size : 41,50 MB
Release : 1994
Category : Asset-liability management
ISBN :
Author : United States. General Accounting Office. General Government Division
Publisher :
Page : 196 pages
File Size : 45,28 MB
Release : 1998
Category : Bank capital
ISBN :
Author : Vanessa Le Leslé
Publisher : International Monetary Fund
Page : 50 pages
File Size : 27,81 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 : United States. Congress. House. Committee on Banking, Finance, and Urban Affairs. Subcommittee on General Oversight and Investigations
Publisher :
Page : 96 pages
File Size : 15,13 MB
Release : 1988
Category : Bank capital
ISBN :
Author : United States. Congress. House. Committee on Banking, Finance, and Urban Affairs. Subcommittee on General Oversight and Investigations
Publisher :
Page : 112 pages
File Size : 17,63 MB
Release : 1987
Category : Bank capital
ISBN :
Author : United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs
Publisher :
Page : 208 pages
File Size : 18,62 MB
Release : 1990
Category : Bank capital
ISBN :