International Convergence of Capital Measurement and Capital Standards PDF Download

Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294

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Author: Frédérik Arns
Publisher: GRIN Verlag
ISBN: 3638484041
Category : Business & Economics
Languages : en
Pages : 19

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Essay from the year 2006 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: A, University of Westminster (Westminster Business School), course: International Risk Management, language: English, abstract: The new Basel Accord will be introduced in 2007, this publication examines in how far the new package of regulations will benefit risk management globally. After evaluating contradictory points of view of several internationally active groups, the author comes to the conclusion that even though the final impact cannot yet be observed Basel II is likely to improve the current situation of risk management in the market.

Author: Vanessa Le Leslé
Publisher: International Monetary Fund
ISBN: 1475502656
Category : Business & Economics
Languages : en
Pages : 50

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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: Bubevski, Vojo
Publisher: IGI Global
ISBN: 1522572813
Category : Business & Economics
Languages : en
Pages : 273

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Ever-increasing attacks against individual and corporate finances over the past few decades prompt swift action from the realm of financial management. Advances in protection as well as techniques for controlling these disasters is instrumental for financial security and threat prevention. Six Sigma Improvements for Basel III and Solvency II in Financial Risk Management: Emerging Research and Opportunities explores the theoretical and practical aspects of Six Sigma DMAIC methods and tools to improve the financial risk management process and applications within finance, research and development, and software engineering. Featuring coverage on a broad range of topics such as controlling VAR, financial institution evaluations, and global limit systems, this book is ideally designed for financial managers, risk managers, researchers, and academics seeking current research on financial risk management to ensure that uncertainty does not affect, or at least has a minimal impact on, the achievement of goals within a financial institution.

Author: Caio Ferreira
Publisher: International Monetary Fund
ISBN: 1498320309
Category : Business & Economics
Languages : en
Pages : 42

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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: Strang, Kenneth David
Publisher: IGI Global
ISBN: 152254755X
Category : Business & Economics
Languages : en
Pages : 458

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Risk management is a vital concern in any organization. In order to succeed in the competitive modern business environment, the decision-making process must be effectively governed and managed. Research, Practices, and Innovations in Global Risk and Contingency Management is a critical scholarly resource that provides an all-encompassing holistic discussion of risk management and perception, while giving readers innovations on empirical risk-contingency management research and case studies. Featuring coverage on a broad range of topics, such as contingency planning, project management, and risk mitigation, this book is geared towards academicians, practitioners, and researchers seeking current research on risk and contingency management issues.

Author:
Publisher: DIANE Publishing
ISBN: 9781422324981
Category :
Languages : en
Pages : 110

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Author: Charles Goodhart
Publisher: Cambridge University Press
ISBN: 1139499386
Category : Business & Economics
Languages : en
Pages : 619

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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: Tobias Adrian
Publisher: International Monetary Fund
ISBN: 1484343913
Category : Business & Economics
Languages : en
Pages : 53

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The evolution of risk management has resulted from the interplay of financial crises, risk management practices, and regulatory actions. In the 1970s, research lay the intellectual foundations for the risk management practices that were systematically implemented in the 1980s as bond trading revolutionized Wall Street. Quants developed dynamic hedging, Value-at-Risk, and credit risk models based on the insights of financial economics. In parallel, the Basel I framework created a level playing field among banks across countries. Following the 1987 stock market crash, the near failure of Salomon Brothers, and the failure of Drexel Burnham Lambert, in 1996 the Basel Committee on Banking Supervision published the Market Risk Amendment to the Basel I Capital Accord; the amendment went into effect in 1998. It led to a migration of bank risk management practices toward market risk regulations. The framework was further developed in the Basel II Accord, which, however, from the very beginning, was labeled as being procyclical due to the reliance of capital requirements on contemporaneous volatility estimates. Indeed, the failure to measure and manage risk adequately can be viewed as a key contributor to the 2008 global financial crisis. Subsequent innovations in risk management practices have been dominated by regulatory innovations, including capital and liquidity stress testing, macroprudential surcharges, resolution regimes, and countercyclical capital requirements.

Author: N. Fathima Thabassum
Publisher: Archers & Elevators Publishing House
ISBN: 9385640070
Category : Antiques & Collectibles
Languages : en
Pages :

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