Basel Accords, Bank Capital and Portfolio Risk Behavior
Title | Basel Accords, Bank Capital and Portfolio Risk Behavior PDF eBook |
Author | Venus Khim-Sen Liew |
Publisher | Cambridge Scholars Publishing |
Pages | 134 |
Release | 2019-08-22 |
Genre | Business & Economics |
ISBN | 1527538893 |
With the endorsement of the Basel III contracts on the supervision of the banking industry, management of capital buffers throughout the business cycle have attained crucial importance for the reinforcement of financial stability in the banking system. This book departs from previous studies through its focus on developing countries and their assessment of the behavior of capital and risk.
International Convergence of Capital Measurement and Capital Standards
Title | International Convergence of Capital Measurement and Capital Standards PDF eBook |
Author | |
Publisher | Lulu.com |
Pages | 294 |
Release | 2004 |
Genre | Bank capital |
ISBN | 9291316695 |
A Risk-factor Model Foundation for Ratings-based Bank Capital Rules
Title | A Risk-factor Model Foundation for Ratings-based Bank Capital Rules PDF eBook |
Author | Michael B. Gordy |
Publisher | |
Pages | 50 |
Release | 2002 |
Genre | Bank capital |
ISBN |
Capital Adequacy beyond Basel
Title | Capital Adequacy beyond Basel PDF eBook |
Author | Hal S. Scott |
Publisher | Oxford University Press |
Pages | 355 |
Release | 2005-02-17 |
Genre | Business & Economics |
ISBN | 0198037945 |
This book is timely since the Basel Committee on Banking Supervision at the Bank for International Settlements is in the process of making major changes in the capital rules for banks. It is important that capital adequacy regulation helps to achieve financial stability in the most efficient way. Capital adequacy rules have become a key tool to protect financial institutions. The research contained within the book covers some key issues at stake in the capital requirements for insurance and securities firms. The contributors are among the leading scholars in financial economics and law. Their contributions analyze the use of subordinated debt, internal models, and rating agencies in addition to examining the effect on capital of reinsurance, securitization, credit derivatives, and similar instruments.
The Basel Handbook
Title | The Basel Handbook PDF eBook |
Author | Michael K. Ong |
Publisher | |
Pages | 710 |
Release | 2007 |
Genre | Asset-liability management |
ISBN |
Comprehensively researched, this volume assists and advises the financial practitioner of every possible consequence of the latest Basel Accord - including advice on the implementation of systems affected by the Accord's various regulations.
Bank Capital and Risk-Taking
Title | Bank Capital and Risk-Taking PDF eBook |
Author | Stéphanie M. Stolz |
Publisher | Springer Science & Business Media |
Pages | 163 |
Release | 2007-06-21 |
Genre | Business & Economics |
ISBN | 3540485449 |
The year-long consultations on Basel II mirror the international popularity of capital requirements as a regulatory instrument. Yet, the impact of capital re quirements on banks' behavior is not fully understood. The aim of this study is to contribute to this understanding by answering the following questions: How do banks adjust capital and risk after an increase in capital requirements? How do banks adjust their regulatory capital buffer over the business cycle? And what is the impact of banks' charter value on the regulatory capital buffer? The research undertaken for this study has benefited from support in terms of ideas, research facilities, and, not least, financial funding. My thanks go first of all to Claudia M. Buch for her constant encouragement, her continuous guidance, and her confidence in my research ideas. My thanks go also to the Kiel Institute for World Economics and its staff for providing a very fertile academic ground for my research and for providing excellent research facilities. In fact, conduct ing this study would not have been possible without the support of my colleagues at the Kiel Institute and elsewhere. In particular, I am grateful to Horst Siebert for providing me the freedom to pursue this topic. My special thanks go to Jorg Breitung, Kai Carstensen, and Dieter Urban for providing input on econometric issues. I am also grateful to Andrea Schertler for the long and productive discus sions I had on various parts of this study.
Revisiting Risk-Weighted Assets
Title | Revisiting Risk-Weighted Assets PDF eBook |
Author | Vanessa Le Leslé |
Publisher | International Monetary Fund |
Pages | 50 |
Release | 2012-03-01 |
Genre | 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.