Author: Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
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
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.
Basel III Common Equity and Indian Banks
Author: Dr. Harish HandaPublisher: Bharti Publications
ISBN: 9381212449
Category : Business & Economics
Languages : en
Pages : 98
Book Description
The case of Vijay Mallya and build in Asian nation Campaign of our Prime Minister Narender Modi are the attention opener of our banking industry. The B3 ( Basel 3) which is considered the basic book for the elevation of standards of banking emphasizes the requirement to boost the standard and amount of capital parts, leverage quantitative relation, liquidity standards, and increased disclosures. The book is an effort to debate the assorted problems concerned within the restrictive pointers issued by the banking concern of Asian nation from time to time .It initial lays the context of B3 and so incorporates the vital pointers and their implications for the Indian Banks. The last a part of the book discusses the challenges of implementing the B3 III framework, particularly in areas like augmentation of capital resources, growth versus monetary stability, challenges for increased profit, deposit evaluation, value of credit, maintenance of liquidity standards, and strengthening of risk design. I have a tendency to do hope the book are going to be helpful for the bankers and academicians.
Banks and Capital Requirements
Author: Benjamin H. CohenPublisher:
ISBN: 9789291311446
Category : Bank capital
Languages : en
Pages : 27
Book Description
How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
Author: Mr.Sonali DasPublisher: International Monetary Fund
ISBN: 1463933797
Category : Business & Economics
Languages : en
Pages : 38
Book Description
We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and European crises. This relationship is weaker in Europe where banks can use Basel II internal risk models. For large banks, investors paid less attention to RWA and rewarded instead lower wholesale funding and better asset quality. RWA do not, in general, predict market measures of risk although there is evidence of a positive relationship before the US crisis which becomes negative afterwards.
Bank Capital and the Cost of Equity
Author: Mohamed BelkhirPublisher: International Monetary Fund
ISBN: 1513519808
Category : Business & Economics
Languages : en
Pages : 44
Book Description
Using a sample of publicly listed banks from 62 countries over the 1991-2017 period, we investigate the impact of capital on banks’ cost of equity. Consistent with the theoretical prediction that more equity in the capital mix leads to a fall in firms’ costs of equity, we find that better capitalized banks enjoy lower equity costs. Our baseline estimations indicate that a 1 percentage point increase in a bank’s equity-to-assets ratio lowers its cost of equity by about 18 basis points. Our results also suggest that the form of capital that investors value the most is sheer equity capital; other forms of capital, such as Tier 2 regulatory capital, are less (or not at all) valued by investors. Additionally, our main finding that capital has a negative effect on banks’ cost of equity holds in both developed and developing countries. The results of this paper provide the missing evidence in the debate on the effects of higher capital requirements on banks’ funding costs.
Estimating the Costs of Financial Regulation
Author: Mr.Andre SantosPublisher: International Monetary Fund
ISBN: 147551008X
Category : Business & Economics
Languages : en
Pages : 43
Book Description
Staff Discussion Notes showcase the latest policy-related analysis and research being developed by individual IMF staff and are published to elicit comment and to further debate. These papers are generally brief and written in nontechnical language, and so are aimed at a broad audience interested in economic policy issues. This Web-only series replaced Staff Position Notes in January 2011.
From Basel I to Basel III: Sequencing Implementation in Developing Economies
Author: Caio FerreiraPublisher: International Monetary Fund
ISBN: 1498320309
Category : Business & Economics
Languages : en
Pages : 42
Book Description
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.
The Basel Committee on Banking Supervision
Author: Charles GoodhartPublisher: Cambridge University Press
ISBN: 1139499386
Category : Business & Economics
Languages : en
Pages : 619
Book Description
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.
India and the Global Financial Crisis
Author: Y. Venugopal ReddyPublisher: Anthem Press
ISBN: 1843318016
Category : Business & Economics
Languages : en
Pages : 414
Book Description
'India and the Global Financial Crisis' offers a collection of key speeches delivered by Reddy during his tenure as Governor of the Reserve Bank of India, and provides insights into the challenges facing the management of India's calibrated integration within the global economy.