Risk-Based Capital
Title | Risk-Based Capital PDF eBook |
Author | Lawrence D. Cluff |
Publisher | DIANE Publishing |
Pages | 187 |
Release | 2000 |
Genre | |
ISBN | 0788186701 |
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 |
Managing Portfolio Credit Risk in Banks: An Indian Perspective
Title | Managing Portfolio Credit Risk in Banks: An Indian Perspective PDF eBook |
Author | Arindam Bandyopadhyay |
Publisher | Cambridge University Press |
Pages | 390 |
Release | 2016-05-09 |
Genre | Business & Economics |
ISBN | 110714647X |
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
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.
Risk-based Capital, Portfolio Risk, and Bank Capital
Title | Risk-based Capital, Portfolio Risk, and Bank Capital PDF eBook |
Author | Kevin Jacques |
Publisher | |
Pages | 32 |
Release | 1994 |
Genre | Bank holding companies |
ISBN |
Value at Risk and Bank Capital Management
Title | Value at Risk and Bank Capital Management PDF eBook |
Author | Francesco Saita |
Publisher | Elsevier |
Pages | 276 |
Release | 2010-07-26 |
Genre | Business & Economics |
ISBN | 0080471064 |
Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation. The book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation. The author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes. This book is recommended for graduate students in master's or Ph.D. programs in finance/banking and bankers and risk managers involved in capital allocation and portfolio management. - Contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books - Discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation - Author is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe
State-chartered Credit Unions
Title | State-chartered Credit Unions PDF eBook |
Author | United States. Bureau of Federal Credit Unions |
Publisher | |
Pages | 156 |
Release | 1972 |
Genre | Banks and banking, Cooperative |
ISBN |