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Revisiting Risk Weighted Assets

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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.

Revisiting Risk Weighted Assets

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Author : Vanessa Le Leslé
language : en
Publisher:
Release Date : 2015

Revisiting Risk Weighted Assets written by Vanessa Le Leslé and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.

Revisiting Risk Weighted Assets

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

The Valuation Of Financial Companies

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Author : Mario Massari
language : en
Publisher: John Wiley & Sons
Release Date : 2014-01-07

The Valuation Of Financial Companies written by Mario Massari and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-07 with Business & Economics categories.

This book presents the main valuation approaches that can be used to value financial institutions. By sketching 1) the different business models of banks (both commercial and investment banks) and insurance companies (life, property and casualty and reinsurance); 2) the structure and peculiarities of financial institutions’ reporting and financial statements; and 3) the main features of regulatory capital frameworks for banking and insurance (ie Basel III, Solvency II), the book addresses why such elements make the valuation of financial institutions different from the valuation of non-financial companies. The book then features the valuation models that can be used to determine the value of banks and insurance companies including the Discounted Cash Flow, Dividend Discount Model, and Residual Income Model (with the appropriate estimation techniques for the cost of capital and cash flow in financial industries). The main techniques to perform the relative valuation of financial institutions are then presented: along the traditional multiples (P/E, P/BV, P/TBV, P/NAV), the multiples based on industry-specific value drivers are discussed (for example, P/Pre Provision Profit, P/Deposits, P/Premiums, P/Number of branches). Further valuation tools such as the “Value Maps” or the “Warranted Equity Method” will be explained and discussed. The closing section of the book will briefly focus on the valuation of specific financial companies/vehicles such as closed-end funds, private equity funds, leasing companies, etc.

Changing Times

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Author : Martin Chick
language : en
Publisher:
Release Date : 2020

Changing Times written by Martin Chick and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with Business & Economics categories.

A study of the main changes in the British economy from 1951, focussing on nationalisation and privatisation; unemployment; funding of the NHS and education; deindustrialisation and Britain's changing industrial structure; taxation; inequality; environmental change and policy; and the UK's changing relationship with the EEC and the European Union.

The Chicago Plan Revisited

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Author : Mr.Jaromir Benes
language : en
Publisher: International Monetary Fund
Release Date : 2012-08-01

The Chicago Plan Revisited written by Mr.Jaromir Benes 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 2012-08-01 with Business & Economics categories.

At the height of the Great Depression a number of leading U.S. economists advanced a proposal for monetary reform that became known as the Chicago Plan. It envisaged the separation of the monetary and credit functions of the banking system, by requiring 100% reserve backing for deposits. Irving Fisher (1936) claimed the following advantages for this plan: (1) Much better control of a major source of business cycle fluctuations, sudden increases and contractions of bank credit and of the supply of bank-created money. (2) Complete elimination of bank runs. (3) Dramatic reduction of the (net) public debt. (4) Dramatic reduction of private debt, as money creation no longer requires simultaneous debt creation. We study these claims by embedding a comprehensive and carefully calibrated model of the banking system in a DSGE model of the U.S. economy. We find support for all four of Fisher's claims. Furthermore, output gains approach 10 percent, and steady state inflation can drop to zero without posing problems for the conduct of monetary policy.

The Validation Of Risk Models

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Author : S. Scandizzo
language : en
Publisher: Springer
Release Date : 2016-07-01

The Validation Of Risk Models written by S. Scandizzo and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-01 with Business & Economics categories.

This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.

Oecd Sovereign Borrowing Outlook 2013

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Author : OECD
language : en
Publisher: OECD Publishing
Release Date : 2013-02-27

Oecd Sovereign Borrowing Outlook 2013 written by OECD and has been published by OECD Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-27 with categories.

The OECD Sovereign Borrowing Outlook provides data and information on borrowing needs and funding policies for the OECD area and country groupings.

Financial Regulation In The European Union

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Author : Rainer Kattel
language : en
Publisher: Routledge
Release Date : 2015-10-08

Financial Regulation In The European Union written by Rainer Kattel and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-08 with Business & Economics categories.

This collection offers a comparative overview of how financial regulations have evolved in various European countries since the introduction of the single European market in 1986. It includes a number of country studies which provides a narrative of the domestic financial regulatory structure at the beginning of the period, as well the means by which the EU Directives have been introduced into domestic legislation and the impact on the financial structure of the economy. In particular, studies highlight how the discretion allowed by the Directives has been used to meet the then existing domestic conditions and financial structure as well as how they have modified that structure. Countries covered are France, Germany, Italy, Spain, Estonia, Hungary and Slovenia. The book also contains an overview of regulatory changes in the UK and Nordic countries, and in post-crisis USA. This comparative approach raises questions about whether past and more recent regulatory changes have in fact contributed to increase financial stability in the EU. The comparative analysis provided in this book raises questions on whether the past and more recent changes are contributing to increase the financial stability and efficiency of individual banks and national financial systems. The crisis has demonstrated the drawbacks of formulating the regulatory framework on standards borrowed from the best industry practices from the large developed countries, originally designed exclusively for large global banks, but now applied to all financial institutions.

Predictable And Avoidable

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Author : Ivo Pezzuto
language : en
Publisher: Routledge
Release Date : 2016-04-08

Predictable And Avoidable written by Ivo Pezzuto and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-08 with Business & Economics categories.

Much has been said and written about the 'financial tsunami' and subsequent economic dislocation that occurred in the opening decade of the 21st Century. Professor Ivo Pezzuto is described by business scholars as an expert on the global financial crisis. He has lectured about it at conferences and seminars; written some of the most read and quoted papers; contributed to what is considered the most authoritative book on the subject; and to one of the best known US-based blogs dealing with it. In Predictable and Avoidable, Dr Pezzuto offers business school students; academics; and industry experts in the fields of finance, risk management, audit, corporate governance, economics, and regulation, a truly independent and unbiased analysis of the financial crises starting in 2007 and one of the first fully considered expositions of the financial, governance and regulatory reforms needed for the future. Augmented with personal interviews involving selected global thought leaders and industry experts, the author's narrative focuses on the technical issues that led to the global crisis, but also addresses the human, cultural, and ethical aspects of the events from both sociological and managerial perspectives. The book exposes the root causes and contributes significantly to the debate about the change needed in the banking and finance industries and to supervisory frameworks and regulatory mechanisms. This analysis enables readers to understand that the crisis we have seen was predictable and should have been avoidable, and that a recurrence can be avoided, if lessons are learned and the right action taken.

Revisiting Risk Weighted Assets

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