Author: Lawrence R. CordellPublisher:
ISBN:
Category : Bank capital
Languages : en
Pages : 38
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
An Option-theoretic Approach to Measuring Capital at Savings Assoc
Author: Publisher:
ISBN:
Category : Savings and loan associations
Languages : en
Pages :
Book Description
International Convergence of Capital Measurement and Capital Standards
Author: Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
Book Description
Research Paper
Author: 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.
Risk-Based Capital
Author: Lawrence D. CluffPublisher: DIANE Publishing
ISBN: 0788186701
Category :
Languages : en
Pages : 187
Book Description
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.
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.
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.
Government Reports Annual Index
Author: Publisher:
ISBN:
Category : Government reports announcements & index
Languages : en
Pages : 1120
Book Description