International Convergence Of Capital Measurement And Capital Standards


International Convergence Of Capital Measurement And Capital Standards
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International Convergence Of Capital Measurement And Capital Standards


International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher: Lulu.com
Release Date : 2004

International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.




International Convergence Of Capital Measurement And Capital Standards


International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher:
Release Date : 2006

International Convergence Of Capital Measurement And Capital Standards written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.




International Convergence Of Capital Measurement And Capital Standards


International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher:
Release Date : 2004

International Convergence Of Capital Measurement And Capital Standards written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.




International Convergence Of Capital Measurement And Capital Standards


International Convergence Of Capital Measurement And Capital Standards
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Author : Bank for International Settlements. BIS. Basel Committee on Banking Supervision
language : en
Publisher:
Release Date : 2006

International Convergence Of Capital Measurement And Capital Standards written by Bank for International Settlements. BIS. Basel Committee on Banking Supervision and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Bank capital categories.




International Convergence Of Capital Measurement And Capital Standards


International Convergence Of Capital Measurement And Capital Standards
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Author : Basle Committee on Banking Supervision
language : en
Publisher:
Release Date : 1995

International Convergence Of Capital Measurement And Capital Standards written by Basle Committee on Banking Supervision and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Bank capital categories.




The Development Of New Basel Capital Accords


The Development Of New Basel Capital Accords
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Author : United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs
language : en
Publisher: Internal Revenue Service
Release Date : 2007

The Development Of New Basel Capital Accords written by United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs and has been published by Internal Revenue Service this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Business & Economics categories.




Banking On Basel


Banking On Basel
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Author : Daniel Tarullo
language : en
Publisher: Columbia University Press
Release Date : 2008-11-30

Banking On Basel written by Daniel Tarullo and has been published by Columbia University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-30 with Business & Economics categories.


The turmoil in financial markets that resulted from the 2007 subprime mortgage crisis in the United States indicates the need to dramatically transform regulation and supervision of financial institutions. Would these institutions have been sounder if the 2004 Revised Framework on International Convergence of Capital Measurement and Capital Standards (Basel II accord)—negotiated between 1999 and 2004—had already been fully implemented? Basel II represents a dramatic change in capital regulation of large banks in the countries represented on the Basel Committee on Banking Supervision: Its internal ratings–based approaches to capital regulation will allow large banks to use their own credit risk models to set minimum capital requirements. The Basel Committee itself implicitly acknowledged in spring 2008 that the revised framework would not have been adequate to contain the risks exposed by the subprime crisis and needed strengthening. This crisis has highlighted two more basic questions about Basel II: One, is the method of capital regulation incorporated in the revised framework fundamentally misguided? Two, even if the basic Basel II approach has promise as a paradigm for domestic regulation, is the effort at extensive international harmonization of capital rules and supervisory practice useful and appropriate? This book provides the answers. It evaluates Basel II as a bank regulatory paradigm and as an international arrangement, considers some possible alternatives, and recommends significant changes in the arrangement.



Revisiting Risk Weighted Assets


Revisiting Risk Weighted Assets
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Author : Vanessa Le Leslé
language : en
Publisher: International Monetary Fund
Release Date : 2012-03-01

Revisiting Risk Weighted Assets written by Vanessa Le Leslé 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 2012-03-01 with Business & Economics categories.


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.



Consistent Quantitative Operational Risk Measurement And Regulation Challenges Of Model Specification Data Collection And Loss Reporting


Consistent Quantitative Operational Risk Measurement And Regulation Challenges Of Model Specification Data Collection And Loss Reporting
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Author : Andreas Jobst
language : en
Publisher: International Monetary Fund
Release Date : 2007-11

Consistent Quantitative Operational Risk Measurement And Regulation Challenges Of Model Specification Data Collection And Loss Reporting written by Andreas Jobst 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 2007-11 with Business & Economics categories.


Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the current regulatory framework of operational risk under the New Basel Capital Accord with a view to inform a critical debate about the influence of varying loss profiles and different methods of data collection, loss reporting, and model specification on the reliability of operational risk estimates and the consistency of risk-sensitive capital rules. The presented findings offer guidance on enhanced market practice and more effective prudential standards for operational risk measurement.



Banking On Basel


Banking On Basel
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Author : Daniel K. Tarullo
language : en
Publisher: Peterson Institute
Release Date : 2008

Banking On Basel written by Daniel K. Tarullo and has been published by Peterson Institute this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.


The aftermath of the 2007 subprime mortgage crisis indicates the need for transformation within the financial regulation market. To what extent will the 2004 Revised Framework on International Convergence of Capital Measurement and Capital Standards (Basel II) symbolize a watershed moment in the international effort toward regulatory convergence? Banking on Basel provides an assessment of the implications of Basel II and considers how the lack of a single national policy interest will influence the international dimension of these accords. The author offers a three-point analysis that evaluates domestic bank capital regulation (particularly, minimum capital requirements applicable to large banks) analyzes the dynamics of international coordination, and comparatively measures the alternatives and outcomes of implementation. Ultimately, the balance between regulatory models and the operation of the Basel committee will determine the far-reaching ramifications of Basel II.