Author: Bank for International Settlements. BIS. Basel Committee on Banking Supervision
Publisher:
Published: 2006
Total Pages: 333
ISBN-13: 9789291317202
DOWNLOAD EBOOK →Author: Basle Committee on Banking Supervision
Publisher:
Published: 1995
Total Pages: 30
ISBN-13:
DOWNLOAD EBOOK →Author: Daniel Tarullo
Publisher: Columbia University Press
Published: 2008-11-30
Total Pages: 256
ISBN-13: 0881324914
DOWNLOAD EBOOK →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: Vanessa Le Leslé
Publisher: International Monetary Fund
Published: 2012-03-01
Total Pages: 50
ISBN-13: 1475502656
DOWNLOAD EBOOK →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: United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs
Publisher: Internal Revenue Service
Published: 2007
Total Pages: 152
ISBN-13:
DOWNLOAD EBOOK →Author: Georg Bol
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 334
ISBN-13: 3642593658
DOWNLOAD EBOOK →New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk.