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Author :
Publisher : Lulu.com
ISBN 13 : 9291316695
Total Pages : 294 pages
Book Rating : 4.2/5 (913 download)
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles Goodhart
Publisher : Cambridge University Press
ISBN 13 : 1139499386
Total Pages : 619 pages
Book Rating : 4.1/5 (394 download)
Download or read book The Basel Committee on Banking Supervision written by Charles Goodhart and published by Cambridge University Press. This book was released on 2011-08-25 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Basel Committee on Banking Supervision (BCBS) sets the guidelines for world-wide regulation of banks. It is the forum for agreeing international regulation on the conduct of banking. Based on special access to the archives of the BCBS and interviews with many of its key players, this book tells the story of the early years of the Committee from its foundation in 1974/5 right through until 1997 - the year that marks the watershed between the Basel I Accord on Capital Adequacy and the start of work on Basel II. In addition, the book covers the Concordat, the Market Risk Amendment, the Core Principles of Banking and all other facets of the work of the BCBS. While the book is primarily a record of the history of the BCBS, it also provides an assessment of its actions and efficacy. It is a major contribution to the historical record on banking supervision.
Author : L. Balthazar
Publisher : Springer
ISBN 13 : 0230501176
Total Pages : 307 pages
Book Rating : 4.2/5 (35 download)
Download or read book From Basel 1 to Basel 3 written by L. Balthazar and published by Springer. This book was released on 2006-08-31 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: The proposed rules are presented and key issues regarding implementation of the accord identified. The model used to calibrate the capital requirements under Basel 2 is analyzed and projected forward to present what could be key new elements in the future Basel 3 regulation. A CD-ROM is included to illustrate regulator models.
Author : Bernd Engelmann
Publisher : Springer Science & Business Media
ISBN 13 : 3642161146
Total Pages : 432 pages
Book Rating : 4.6/5 (421 download)
Download or read book The Basel II Risk Parameters written by Bernd Engelmann and published by Springer Science & Business Media. This book was released on 2011-03-31 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.
Author : Daniel Tarullo
Publisher : Columbia University Press
ISBN 13 : 0881324914
Total Pages : 327 pages
Book Rating : 4.8/5 (813 download)
Download or read book Banking On Basel written by Daniel Tarullo and published by Columbia University Press. This book was released on 2008-11-30 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Juan Ramirez
Publisher : John Wiley & Sons
ISBN 13 : 1119330890
Total Pages : 560 pages
Book Rating : 4.1/5 (193 download)
Download or read book Handbook of Basel III Capital written by Juan Ramirez and published by John Wiley & Sons. This book was released on 2016-12-06 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: A deeper examination of Basel III for more effective capital enhancement The Handbook of Basel III Capital – Enhancing Bank Capital in Practice delves deep into the principles underpinning the capital dimension of Basel III to provide a more advanced understanding of real-world implementation. Going beyond the simple overview or model, this book merges theory with practice to help practitioners work more effectively within the regulatory framework, and utilise the complex rules to more effectively allocate and enhance capital. A European perspective covers the CRD IV directive and associated guidance, but practitioners across all jurisdictions will find value in the strategic approach to decisions surrounding business lines and assets; an emphasis on analysis urges banks to shed unattractive positions and channel capital toward opportunities that actually fit their risk and return profile. Real-world cases demonstrate successful capital initiatives as models for implementation, and in-depth guidance on Basel III rules equips practitioners to more effectively utilise this complex regulatory treatment. The specifics of Basel III implementation vary, but the underlying principles are effective around the world. This book expands upon existing guidance to provide a deeper working knowledge of Basel III utility, and the insight to use it effectively. Improve asset quality and risk and return profiles Adopt a strategic approach to capital allocation Compare Basel III implementation varies across jurisdictions Examine successful capital enhancement initiatives from around the world There is a popular misconception about Basel III being extremely conservative and a deterrent to investors seeking attractive returns. In reality, Basel III presents both the opportunity and a framework for banks to improve their assets and enhance overall capital – the key factor is a true, comprehensive understanding of the regulatory mechanisms. The Handbook of Basel III Capital – Enhancing Bank Capital in Practice provides advanced guidance for advanced practitioners, and real-world implementation insight.
Author : Dimitris N. Chorafas
Publisher : Elsevier
ISBN 13 : 0080467059
Total Pages : 355 pages
Book Rating : 4.0/5 (84 download)
Download or read book Stress Testing for Risk Control Under Basel II written by Dimitris N. Chorafas and published by Elsevier. This book was released on 2011-04-08 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Consultative paper issued by the Basel Committee on Banking Supervision (Basel II) cites the failure of bankers to adequately stress test exposures as a major reason for bad loans. Sample quotes from this crucial document: * "Banks should take into consideration potential future changes in economic conditions when assessing individual credits and their credit portfolios, and should assess their credit risk exposures under stressful conditions." * "The recent disturbances in Asia and Russia illustrate how close linkages among emerging markets under stress conditions and previously undetected correlations between market and credit risks, as well as between those risks and liquidity risk, can produce widespread losses."* "Effective stress testing which takes account of business or product cycle effects is one approach to incorporating into credit decisions a fuller understanding of a borrower's credit risk."Written for professionals in financial services with responsibility for IT and risk measurement, management, and modeling, Dimitris Chorafas explains in clear language the testing methodology necessary for risk control to meet Basel II requirements. Stress testing is the core focus of the book, covering stress analysis and the use of scenarios, models, drills, benchmarking, backtesting, and post-mortems, creditworthiness, wrong way risk and statistical inference, probability of default, loss given default and exposure at default, stress testing expected losses, correlation coefficients, and unexpected losses, stress testing related to market discipline and control action, and pillars 2 and 3 of Basel II.* Written in clear, straightforward style with numerous practical examples* Based on five years of development and research* Focuses on stress probability of default, stress loss given default, stsress exposure at default
Author : Dimitris N. Chorafas
Publisher : Elsevier
ISBN 13 : 0080473636
Total Pages : 389 pages
Book Rating : 4.0/5 (84 download)
Download or read book Operational Risk Control with Basel II written by Dimitris N. Chorafas and published by Elsevier. This book was released on 2003-10-06 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: Operational Risk Control with Basel II, provides a sound methodology for operational risk control and focuses on management risk and ways to avoid it. The book explains why and how information technology is a major operational risk and shows how to integrate cost control in the operational risk perspective. It aslo details analytical approaches to operational risk control, to help with scorecard developments, explains the distinction between High Frequency Low Risk and Low Frequency High Risk events and provides many case studeies from banking and insurance to demonstrate the attention operational risks deserve. - Assists risk professionals in preparing their institution to comply with the New Capital Adequacy Framework issued by the Basel Committee on Banking Supervision, which becomes mandatory from January 1, 2006 - Readers benefit from a significantly broader viewpoint on types of operational risks, operational risks controls, and results to be expected from operational risk management - compared to what the reader may gain from books previously published on this same topic
Author : Vanessa Le Leslé
Publisher : International Monetary Fund
ISBN 13 : 1475502656
Total Pages : 50 pages
Book Rating : 4.4/5 (755 download)
Download or read book Revisiting Risk-Weighted Assets written by Vanessa Le Leslé and published by International Monetary Fund. This book was released on 2012-03-01 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Caio Ferreira
Publisher : International Monetary Fund
ISBN 13 : 1498320309
Total Pages : 42 pages
Book Rating : 4.4/5 (983 download)
Download or read book From Basel I to Basel III: Sequencing Implementation in Developing Economies written by Caio Ferreira and published by International Monetary Fund. This book was released on 2019-06-14 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developing economies can strengthen their financial systems by implementing the main elements of global regulatory reform. But to build an effective prudential framework, they may need to adapt international standards taking into account the sophistication and size of their financial institutions, the relevance of different financial operations in their market, the granularity of information available and the capacity of their supervisors. Under a proportionate application of the Basel standards, smaller institutions with less complex business models would be subject to a simpler regulatory framework that enhances the resilience of the financial sector without generating disproportionate compliance costs. This paper provides guidance on how non-Basel Committee member countries could incorporate banks’ capital and liquidity standards into their framework. It builds on the experience gained by the authors in the course of their work in providing technical assistance on—and assessing compliance with—international standards in banking supervision.
Author : Gianni Toniolo
Publisher : Cambridge University Press
ISBN 13 : 9780521845519
Total Pages : 780 pages
Book Rating : 4.8/5 (455 download)
Download or read book Central Bank Cooperation at the Bank for International Settlements, 1930-1973 written by Gianni Toniolo and published by Cambridge University Press. This book was released on 2005-05-16 with total page 780 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers the history of the Bank for International Settlements (BIS), from its founding in Basel in 1930 to the end of the Bretton Woods system in 1973, with a focus on cooperation among the main central banks for the stability and efficiency of the international monetary system.
Author : Hugo Bachmann
Publisher : Birkhäuser
ISBN 13 : 3034892314
Total Pages : 248 pages
Book Rating : 4.0/5 (348 download)
Download or read book Vibration Problems in Structures written by Hugo Bachmann and published by Birkhäuser. This book was released on 2012-12-06 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Authors: Hugo Bachmann, Walter J. Ammann, Florian Deischl, Josef Eisenmann, Ingomar Floegl, Gerhard H. Hirsch, Günter K. Klein, Göran J. Lande, Oskar Mahrenholtz, Hans G. Natke, Hans Nussbaumer, Anthony J. Pretlove, Johann H. Rainer, Ernst-Ulrich Saemann, Lorenz Steinbeisser. Large structures such as factories, gymnasia, concert halls, bridges, towers, masts and chimneys can be detrimentally affected by vibrations. These vibrations can cause either serviceability problems, severely hampering the user's comfort, or safety problems. The aim of this book is to provide structural and civil engineers working in construction and environmental engineering with practical guidelines for counteracting vibration problems. Dynamic actions are considered from the following sources of vibration: - human body motions, - rotating, oscillating and impacting machines, - wind flow, - road traffic, railway traffic and construction work. The main section of the book presents tools that aid in decision-making and in deriving simple solutions to cases of frequently occurring "normal" vibration problems. Complexer problems and more advanced solutions are also considered. In all cases these guidelines should enable the engineer to decide on appropriate solutions expeditiously. The appendices of the book contain fundamentals essential to the main chapters.
Author : Maurice A. de Gosson
Publisher : Springer Science & Business Media
ISBN 13 : 3764375752
Total Pages : 375 pages
Book Rating : 4.7/5 (643 download)
Download or read book Symplectic Geometry and Quantum Mechanics written by Maurice A. de Gosson and published by Springer Science & Business Media. This book was released on 2006-08-06 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a complete discussion of techniques and topics intervening in the mathematical treatment of quantum and semi-classical mechanics. It starts with a very readable introduction to symplectic geometry. Many topics are also of genuine interest for pure mathematicians working in geometry and topology.
Author : Darryl E. Getter
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (15 download)
Download or read book U.S. Implementation of the Basel Capital Regulatory Framework written by Darryl E. Getter and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This report summarizes the higher capital requirements for U.S. banks regulated for safety and soundness.
Author : Christian Körner
Publisher : Springer Science & Business Media
ISBN 13 : 3034803966
Total Pages : 229 pages
Book Rating : 4.0/5 (348 download)
Download or read book Alpine Treelines written by Christian Körner and published by Springer Science & Business Media. This book was released on 2012-05-26 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alpine treelines mark the low-temperature limit of tree growth and occur in mountains world-wide. Presenting a companion to his book Alpine Plant Life, Christian Körner provides a global synthesis of the treeline phenomenon from sub-arctic to equatorial latitudes and a functional explanation based on the biology of trees. The comprehensive text approaches the subject in a multi-disciplinary way by exploring forest patterns at the edge of tree life, tree morphology, anatomy, climatology and, based on this, modelling treeline position, describing reproduction and population processes, development, phenology, evolutionary aspects, as well as summarizing evidence on the physiology of carbon, water and nutrient relations, and stress physiology. It closes with an account on treelines in the past (palaeo-ecology) and a section on global change effects on treelines, now and in the future. With more than 100 illustrations, many of them in colour, the book shows alpine treelines from around the globe and offers a wealth of scientific information in the form of diagrams and tables.
Author : José Abad
Publisher : International Monetary Fund
ISBN 13 : 1616358939
Total Pages : 61 pages
Book Rating : 4.6/5 (163 download)
Download or read book Usability of Bank Capital Buffers: The Role of Market Expectations written by José Abad and published by International Monetary Fund. This book was released on 2022-01-28 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following the COVID shock, supervisors encouraged banks to use capital buffers to support the recovery. However, banks have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a capital shortfall that will weigh on its share price. Therefore, a bank will only decide to use its buffers if the value creation from a larger loan book offsets the costs associated with a capital shortfall. Using market expectations, we calibrate a framework for assessing the usability of buffers. Our results suggest that the cases in which the use of buffers make economic sense are rare in practice.
Author : Tanja Hammel
Publisher : Springer Nature
ISBN 13 : 3030226395
Total Pages : 375 pages
Book Rating : 4.0/5 (32 download)
Download or read book Shaping Natural History and Settler Society written by Tanja Hammel and published by Springer Nature. This book was released on 2019-08-23 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the life and work of Mary Elizabeth Barber, a British-born settler scientist who lived in the Cape during the nineteenth century. It provides a lens into a range of subjects within the history of knowledge and science, gender and social history, postcolonial, critical heritage and archival studies. The book examines the international importance of the life and works of a marginalized scientist, the instrumentalisation of science to settlers' political concerns and reveals the pivotal but largely silenced contribution of indigenous African experts. Including a variety of material, visual and textual sources, this study explores how these artefacts are archived and displayed in museums and critically analyses their content and silences. The book traces Barber’s legacy across three continents in collections and archives, offering insights into the politics of memory and history-making. At the same time, it forges a nuanced argument, incorporating study of the North and South, the history of science and social history, and the past and the present.
