Author: Publisher:
ISBN:
Category : Savings and loan associations
Languages : en
Pages :
Book Description
An Option-theoretic Approach to Measuring Capital at Savings Assoc
Author: Publisher:
ISBN:
Category : Savings and loan associations
Languages : en
Pages :
Book Description
An Option-theoretic Approach to Measuring Capital at Savings Associations
Author: Lawrence R. CordellPublisher:
ISBN:
Category : Bank capital
Languages : en
Pages : 38
Book Description
Risk-Based Capital
Author: Lawrence D. CluffPublisher: DIANE Publishing
ISBN: 0788186701
Category :
Languages : en
Pages : 187
Book Description
Revisiting Risk-Weighted Assets
Author: Vanessa Le LesléPublisher: International Monetary Fund
ISBN: 1475502656
Category : Business & Economics
Languages : en
Pages : 50
Book Description
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.
Research Paper
Author: Proceedings of the Business and Economic Statistics Section
Author: American Statistical Association. Business and Economic Statistics SectionPublisher:
ISBN:
Category : Business
Languages : en
Pages : 424
Book Description
Quantifying Systemic Risk
Author: Joseph G. HaubrichPublisher: University of Chicago Press
ISBN: 0226921964
Category : Business & Economics
Languages : en
Pages : 286
Book Description
In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor systemic risk. However, there is much debate about how this might be accomplished quantitatively and objectively—or whether this is even possible. A key issue is determining the appropriate trade-offs between risk and reward from a policy and social welfare perspective given the potential negative impact of crises. One of the first books to address the challenges of measuring statistical risk from a system-wide persepective, Quantifying Systemic Risk looks at the means of measuring systemic risk and explores alternative approaches. Among the topics discussed are the challenges of tying regulations to specific quantitative measures, the effects of learning and adaptation on the evolution of the market, and the distinction between the shocks that start a crisis and the mechanisms that enable it to grow.
Measuring Human Capital
Author: Barbara FraumeniPublisher: Academic Press
ISBN: 0128190582
Category : Business & Economics
Languages : en
Pages : 224
Book Description
Measuring Human Capital addresses a country's most important resource: its own people. Bettering human capital benefits individuals and their country and leads to improved sustainability for the future. For many years economists only used Gross Domestic Product (GDP), now acknowledged to be inadequate without supplemental measures, to gauge a country's overall value. There is now a recognition that many variables contribute to a country's worth, which make accurate measurement difficult. Looking beyond GDP by focusing on human capital, researchers, policymakers, government officials, and students can understand what elements impact human capital and how they might improve it in order to increase economic growth and well-being. - Addresses six major measures of human capital, covering at least 130 countries - Describes both monetary and index estimates - Includes two monetary measures by the World Bank and the Inclusive Wealth Report by UNEP and the Urban Institute of Kyushu University - Includes four index measures by the Institute for Health Metrics and Evaluation of the University of Washington, United Nations Development Programme, World Economic Forum, and World Bank - Includes two country chapters, one on China and the other on the United States
Guide on Measuring Human Capital
Author: United Nations. Economic Commission for Europe. Task Force on Measuring Human CapitalPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 160
Book Description
This Guide on Measuring Human Capital discusses conceptual, methodological and implementation issues and challenges.
Social Capital
Author: Partha DasguptaPublisher: World Bank Publications
ISBN: 9780821350041
Category : Political Science
Languages : en
Pages : 438
Book Description
This book contains a number of papers presented at a workshop organised by the World Bank in 1997 on the theme of 'Social Capital: Integrating the Economist's and the Sociologist's Perspectives'. The concept of 'social capital' is considered through a number of theoretical and empirical studies which discuss its analytical foundations, as well as institutional and statistical analyses of the concept. It includes the classic 1987 article by the late James Coleman, 'Social Capital in the Creation of Human Capital', which formed the basis for the development of social capital as an organising concept in the social sciences.