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Author : Andrea Resti
Publisher :
ISBN 13 : 9781906348151
Total Pages : 481 pages
Book Rating : 4.3/5 (481 download)
Download or read book Pillar II in the New Basel Accord written by Andrea Resti and published by . This book was released on 2008 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: Raises awareness of the scope of Pillar 2 and takes the reader through every main strand.
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 : I. Moosa
Publisher : Springer
ISBN 13 : 0230591485
Total Pages : 255 pages
Book Rating : 4.2/5 (35 download)
Download or read book Operational Risk Management written by I. Moosa and published by Springer. This book was released on 2007-07-03 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by an experienced academic and practitioner, Operational Risk Management fills a gap in the information available on the Basel 2 Accord and offers valuable insights into the nature of operational risk.
Author : Andrea Resti
Publisher :
ISBN 13 : 9781906348373
Total Pages : 481 pages
Book Rating : 4.3/5 (483 download)
Download or read book Pillar II in the New Basel Accord written by Andrea Resti and published by . This book was released on 2008 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mark Carey
Publisher : University of Chicago Press
ISBN 13 : 0226092984
Total Pages : 670 pages
Book Rating : 4.2/5 (26 download)
Download or read book The Risks of Financial Institutions written by Mark Carey and published by University of Chicago Press. This book was released on 2007-11-01 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: Until about twenty years ago, the consensus view on the cause of financial-system distress was fairly simple: a run on one bank could easily turn to a panic involving runs on all banks, destroying some and disrupting the financial system. Since then, however, a series of events—such as emerging-market debt crises, bond-market meltdowns, and the Long-Term Capital Management episode—has forced a rethinking of the risks facing financial institutions and the tools available to measure and manage these risks. The Risks of Financial Institutions examines the various risks affecting financial institutions and explores a variety of methods to help institutions and regulators more accurately measure and forecast risk. The contributors--from academic institutions, regulatory organizations, and banking--bring a wide range of perspectives and experience to the issue. The result is a volume that points a way forward to greater financial stability and better risk management of financial institutions.
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 : Andrew Powell
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (931 download)
Download or read book Basel II and Developing Countries written by Andrew Powell and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite recently announced delays, Basel II - the new standard for bank capital - is due to be completed this year for implementation in the 13 Basel Committee member countries by the end of 2006. Should the other 170 plus member countries of the World Bank also adopt Basel II? Basel II was not written with developing countries in mind, but that does not necessarily mean that there is nothing in it for developing countries or that it can be ignored. Basels I and II represent a wide Sea of Standards. This paper suggests five alternative island-standards and five navigational tools to help countries choose their preferred island within the sea. It is suggested that for some developing countries the standardized approach will yield little in terms of linking regulatory capital to risk, but that countries may need many years of work to adopt the more advanced internal rating-based approach. The paper then proposes a centralized rating-based approach as a transition measure. The paper also makes proposals regarding a set of largely unresolved cross-border issues.
Author : Benton E. Gup
Publisher : Cengage Learning
ISBN 13 :
Total Pages : 484 pages
Book Rating : 4.:/5 (318 download)
Download or read book The New Basel Capital Accord written by Benton E. Gup and published by Cengage Learning. This book was released on 2004 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: Jonathan Edwards was a preacher, pastor, revivalist, and theologian. This volume unpacks his magnificent theological vision, which starts with God’s glory and ends with all creation returning to that glory. Sean Michael Lucas has converted his years of teaching on Edwards into this valuable work, which places Edwards’s vision in an accessible, two-part framework. Part one focuses on Edwards’s understanding of redemption history-God’s cosmic, grand work from eternity past to eternity future, where all things are united in Christ. Part two examines Edwards’s perspective on “redemption applied”-how that gracious, divine work unfolds in space and time to personally transform individuals, stirring their affections, illuminating their minds, and moving their wills to form new habits and practices. This overview of Edwards’s theology will prove to be a thought-provoking, encouraging guide to contemporary believers at every stage of their spiritual journey.
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 : 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 : Daniel Tarullo
Publisher : Columbia University Press
ISBN 13 : 0881324914
Total Pages : 256 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 256 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 : Rym Ayadi
Publisher : CEPS
ISBN 13 : 9789290794905
Total Pages : 108 pages
Book Rating : 4.7/5 (949 download)
Download or read book The New Basel Capital Accord and the Future of the European Financial System written by Rym Ayadi and published by CEPS. This book was released on 2004 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this report is to provide a detailed, up-to-date and critical analysis of the New Basel Capital Accord framework. It focuses on the limitations and pitfalls that may deserve further investigation, particularly at the European level. Moreover, it provides a provisional assessment of its effects on small- and medium-sized European banks, as well as small- and medium-sized European enterprises. It examines the procyclicality of the new Accord and offers mechanisms to counter it. Finally, it addresses the challenges of implementing the new rules at the EU level.
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 : A K M Kamrul Hasan
Publisher : Springer Nature
ISBN 13 : 9811634726
Total Pages : 223 pages
Book Rating : 4.8/5 (116 download)
Download or read book Implementation of Basel Accords in Bangladesh written by A K M Kamrul Hasan and published by Springer Nature. This book was released on 2021-07-29 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book analyzes the impact of Basel Accord in Bangladesh. More specifically, it focuses on the credit risk homogenization under standardized approach of Basel Accord where External Credit Rating Agencies (ECAIs) are allowed to rate the exposures, the potential risk of allowing sub-ordinated debt (Sub-debt) as Tier 2 capital, and multiple bank distress cases as a real-world scenarios. In doing so, the book explores why the ECAIs rating fail to capture the real credit risk of exposure and to what extent sub-debt is reliable as regulatory capital. With that, the book's scope is categorized into three tracts (i) analyzes the ECAIs incentive and sanction issues from institutional economics perspective (ii) discusses the ill-impact of Naïve adoption of sub-ordinated debt as regulatory capital and its associated risk on financial system, and (iii) providing readers an empirical illustrations of bank distress when an economy tapped into institutional failures in the above-mentioned tracts (i) and (ii).
Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 0470107804
Total Pages : 400 pages
Book Rating : 4.4/5 (71 download)
Download or read book Introduction to Structured Finance written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2007-01-09 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Created by the experienced author team of Frank Fabozzi, Henry Davis, and Moorad Choudhry, Introduction to Structured Finance examines the essential elements of this discipline. It is a convenient reference guide—which covers all the important transaction types in one place—and an excellent opportunity to enhance your understanding of finance.
Author : Bart Baesens
Publisher : John Wiley & Sons
ISBN 13 : 1119143985
Total Pages : 517 pages
Book Rating : 4.1/5 (191 download)
Download or read book Credit Risk Analytics written by Bart Baesens and published by John Wiley & Sons. This book was released on 2016-10-03 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS credit risk management program, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring; PD and LGD estimation and forecasting, low default portfolios, correlation modeling and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides practical insight on this real-world intersection of finance, statistics, and analytics. SAS is the preferred software for credit risk modeling due to its functionality and ability to process large amounts of data. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate credit risk management models. Understand the general concepts of credit risk management Validate and stress-test existing models Access working examples based on both real and simulated data Learn useful code for implementing and validating models in SAS Despite the high demand for in-house models, there is little comprehensive training available; practitioners are left to comb through piece-meal resources, executive training courses, and consultancies to cobble together the information they need. This book ends the search by providing a comprehensive, focused resource backed by expert guidance. Credit Risk Analytics is the reference every risk manager needs to streamline the modeling process.
Author : Michael K. Ong
Publisher : Risk Books
ISBN 13 : 9781904339151
Total Pages : 498 pages
Book Rating : 4.3/5 (391 download)
Download or read book The Basel Handbook written by Michael K. Ong and published by Risk Books. This book was released on 2004 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
