Basel Core Principles And Bank Risk
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Basel Core Principles And Bank Risk
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Author : Ms.Enrica Detragiache
language : en
Publisher: International Monetary Fund
Release Date : 2010-03-01
Basel Core Principles And Bank Risk written by Ms.Enrica Detragiache and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-01 with Business & Economics categories.
This paper studies whether compliance with the Basel Core Principles for effective banking supervision (BCPs) is associated with bank soundness. Using data for over 3,000 banks in 86countries, we find that neither the overall index of BCP compliance nor its individual components are robustly associated with bank risk measured by Z-scores. We also fail to find a relationship between BCP compliance and systemic risk measured by a system-wide Zscore.
Financial System Standards And Financial Stability
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Author : Mr.Dewitt Marston
language : en
Publisher: International Monetary Fund
Release Date : 2001-05-01
Financial System Standards And Financial Stability written by Mr.Dewitt Marston and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-05-01 with Business & Economics categories.
The relationship between the observance of financial system standards and financial stability is complex owing to the multitude of macroeconomic and structural factors affecting stability. Therefore, assessments of standards in terms of technical criteria for compliance needs to be reinforced with additional information on other factors affecting risks in order to assess financial stability. Preliminary evidence from country data on observance of Basel Core Principles (BCPs) suggests that indicators of credit risk and bank soundness are primarily influenced by macroeconomic and macroprudential factors and that the direct influence of compliance with Basel Core Principles on credit risk and soundness is insignificant. BCP compliance could, however, influence risk and soundness indirectly through its influence on the impact of other macro variables.
Denmark
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2014-12-19
Denmark written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-19 with Business & Economics categories.
This paper discusses key findings of the Detailed Assessment of Observance of the Basel Core Principles for Effective Banking Supervision (BCPs) on Denmark. Denmark has a high level of compliance with the BCPs. The Danish Financial Supervisory Authority has appropriate legal authority to carry out supervision effectively, and its risk-based approach has focused well on the key elements of risk within its banking system. The compliance with the credit-risk related principles is uniformly high and the provisioning policies have been adequately enhanced. Its overall supervision is also considered sound, although resource constraints result in an extended supervision cycle and some risk areas receiving insufficient attention.
Singapore
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2013-12-05
Singapore written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-05 with Business & Economics categories.
This paper discusses key findings of the Detailed Assessment of Compliance on the Basel Core Principles for Effective Banking Supervision on Singapore. The assessment of the Monetary Authority of Singapore (MAS) represents a very high level of compliance with the Basel Core Principles for Effective Banking Supervision and demonstrates a strong commitment by MAS to their implementation. MAS is well aware of the risks posed by a financial system that is significantly larger than the economy of Singapore. MAS has also set a high standard for approving foreign entrants, applying the same prudential framework to foreign branches as to its own locally incorporated banks.
Romania
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2018-06-20
Romania written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-20 with Business & Economics categories.
As an European Union (EU) Member State, Romania is subject and aligned to the EU common regulatory framework for banking supervision. The EU regulatory framework for banking supervision has been subject to significant changes since the 2008 global financial crisis and the subsequent sovereign debt crisis. The adoption of the Capital Requirements Regulation and the Capital Requirements Directive IV (CRR/CRD IV) which forms the Single Rule Book was an important step towards stronger prudential regulation. Given that a large part of Romania’s banking system is owned by Eurozone banks, the Single Supervisory Mechanism (SSM), as the home supervisor for Eurozone banks, is a key partner of the National Bank of Romania (NBR). Prudential regulations of the NBR are broadly aligned to the requirements of the Basel Core Principles (BCP). As of 2017, the NBR has identified 11 banks as systematically important, of which 8 are supervised at group level by the SSM.
Republic Of Armenia
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2019-02-05
Republic Of Armenia written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-02-05 with Business & Economics categories.
This detailed assessment of observance has been conducted against the standard issued by the Basel Committee on Banking Supervision in 2012. The report also highlights that the Central Bank of Armenia has made significant progress in its approach to banking supervision with adoption of the risk-based program (RBS) framework and addressing gaps in the regulatory framework identified in the 2012 Basel Core Principles assessment. Improvements have been made in the regulatory regime regarding requirements for risk management, stress testing, corporate governance, country risk and consolidated supervision. Although the supervisory regime has recently transitioned from a rules-based to an RBS, there is a need for continued refinement of the program for more granular assessments of firms’ capital needs. The process for conducting risk assessments of each firm has identified a need for building a stronger and more structured (system-wide) understanding of the level and magnitude of risk and the risk management capabilities across banking firms.
Banking On The Principles
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Author : Mr.Thierry Tressel
language : en
Publisher: International Monetary Fund
Release Date : 2006-10-01
Banking On The Principles written by Mr.Thierry Tressel and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-01 with Business & Economics categories.
This paper studies whether compliance with the Basel Core Principles for Effective Banking Supervision (BCPs) improves bank soundness. The authors find a significant and positive relationship between bank soundness (measured with Moody's financial strength ratings) and compliance with principles related to information provision2. Specifically, countries that require banks to regularly and accurately report their financial data to regulators and market participants have sounder banks. This relationship is robust to controlling for broad indexes of institutional quality, macroeconomic variables, sovereign ratings, and reverse causality. Measuring soundness through Z-scores yields similar results. These findings emphasize the importance of transparency in making supervisory processes effective and strengthening market discipline. Countries aiming to upgrade banking regulation and supervision should consider giving priority to information provision over other elements of the core principles.
Implementation Of The Basel Core Principles For Effective Banking Supervision Experience With Assessments And Implications For Future Work
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Author : International Monetary Fund. Strategy, Policy, & Review Department
language : en
Publisher: International Monetary Fund
Release Date : 2008-02-09
Implementation Of The Basel Core Principles For Effective Banking Supervision Experience With Assessments And Implications For Future Work written by International Monetary Fund. Strategy, Policy, & Review Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-09 with Business & Economics categories.
This paper reviews the experience to date in assessing countries’ compliance with the Basel Core Principles for Effective Banking Supervision (BCP). This review is based on 136 assessments conducted under the FSAP/OFC programs, using the methodology associated with the 1997 version of the BCP. It follows earlier reviews presented to the Board in 2000, 2002, and 2004. The Fund has developed a strong collaborative relationship with the Basel Committee in promoting financial stability, in particular, in its work through the FSAP program in assessing (together with the Word Bank) the quality of countries’ supervisory structures. Experience gained from these assessments are also being reported back to the Committee through the Fund’s participation in Basel working groups, and staff has also been actively involved in the update of the BCP in 2006, with the objective of maintaining the BCP’s relevance as a global standard of good practice.
United Kingdom
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2016-06-17
United Kingdom written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-17 with Business & Economics categories.
This paper provides detailed assessment of observance on the Basel Core Principles for Effective Banking Supervision. The current assessment took place during a period of continuing development and transition. It is based on the assessors’ understanding of the current state of the supervisory approach, but also incorporates, where relevant, the available information about changes expected in the near future. Stress testing has become a critical supervisory tool that encourages firms and supervisors to adopt a more forward-looking view on the strength of their balance sheets and resilience to shocks. The emphasis on stress testing has encouraged firms to strengthen their internal analytical and risk-management capabilities.
Peru
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2018-12-14
Peru written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-14 with Business & Economics categories.
The overall quality of Peru’s supervisory approach and regulation of the banking sector is strong. Some areas for enhancement remain. A key area that needs strengthening relates to the powers and regulatory framework for consolidated and cross-border supervision. The FSAP undertook a full graded Basel Core Principles (BCP) assessment of the essential criteria. The 2011 BCP update assessment found that bank regulation and supervision was of high quality and no principles were scored non-compliant or materially non-compliant. The current assessment shows that the SBS has maintained and further enhanced its regulatory and supervisory framework.