Global Risk Based Capital Regulations: Management and funding strategies

Global Risk Based Capital Regulations: Management and funding strategies PDF Author: Charles Austin Stone
Publisher:
ISBN:
Category : Asset-liability management
Languages : en
Pages : 488

Get Book Here

Book Description

Global Risk Based Capital Regulations: Management and funding strategies

Global Risk Based Capital Regulations: Management and funding strategies PDF Author: Charles Austin Stone
Publisher:
ISBN:
Category : Asset-liability management
Languages : en
Pages : 488

Get Book Here

Book Description


Global Risk Based Capital Regulations: Capital adequacy

Global Risk Based Capital Regulations: Capital adequacy PDF Author: Charles Austin Stone
Publisher:
ISBN:
Category : Asset-liability management
Languages : en
Pages : 668

Get Book Here

Book Description


Risk-Based Capital

Risk-Based Capital PDF Author: Lawrence D. Cluff
Publisher: DIANE Publishing
ISBN: 0788186701
Category :
Languages : en
Pages : 187

Get Book Here

Book Description


Global Risk Based Based Capital Regulations

Global Risk Based Based Capital Regulations PDF Author: Charles A. Stone
Publisher: Irwin Professional Publishing
ISBN: 9780786303106
Category :
Languages : en
Pages :

Get Book Here

Book Description


International Convergence of Capital Measurement and Capital Standards

International Convergence of Capital Measurement and Capital Standards PDF Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294

Get Book Here

Book Description


Revisiting Risk-Weighted Assets

Revisiting Risk-Weighted Assets PDF Author: Vanessa Le Leslé
Publisher: International Monetary Fund
ISBN: 1475502656
Category : Business & Economics
Languages : en
Pages : 50

Get Book Here

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 Management and Capital Adequacy

Risk Management and Capital Adequacy PDF Author: Reto Gallati
Publisher: McGraw Hill Professional
ISBN: 0071425586
Category : Business & Economics
Languages : en
Pages : 577

Get Book Here

Book Description
Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if and how they can be integrated. From conceptual frameworks to analyses of models and approaches, it provides a solid reference source for the information that everyone in risk management will soon need to know.

Global Risk Based Capital Regulations: Management and funding strategies

Global Risk Based Capital Regulations: Management and funding strategies PDF Author: Charles Austin Stone
Publisher:
ISBN:
Category : Asset-liability management
Languages : en
Pages : 488

Get Book Here

Book Description


Creating a Safer Financial System

Creating a Safer Financial System PDF Author: José Vinãls
Publisher: International Monetary Fund
ISBN: 1484340949
Category : Business & Economics
Languages : en
Pages : 27

Get Book Here

Book Description
The U.S., the U.K., and more recently, the E.U., have proposed policy measures directly targeting complexity and business structures of banks. Unlike other, price-based reforms (e.g., Basel 3 and G-SIFI surcharges), these proposals have been developed unilaterally with material differences in scope, design and implementation schedules. This may exacerbate cross-border regulatory arbitrage and put a further burden on consolidated supervision and cross-border resolution. This paper provides an analysis of the potential implications of implementing different structural policy measures. It proposes a pragmatic and coordinated approach to development of these policies to reduce risk of regulatory arbitrage and minimize unintended consequences. In doing so, it also aims to identify a set of common policy measures that countries could adopt to re-scope bank business models and corporate structures.

Risk-based Supervision of Pension Funds

Risk-based Supervision of Pension Funds PDF Author: Roberto Rezende Rocha
Publisher: World Bank Publications
ISBN:
Category : Business & Economics
Languages : en
Pages : 240

Get Book Here

Book Description
'Risk-Based Supervision of Pension Funds' provides a review of the design and experience of risk-based pension fund supervision in countries that have been leaders in the development of these methods. The utilization of risk-based methods originates primarily in the supervision of banks. In recent years it has increasingly been extended to other types of financial intermediaries, including pension funds and insurers. The trend toward risk-based supervision of pensions reflects an increasing focus on risk management in both banking and insurance based on three key elements: capital requirements, supervisory review, and market discipline. Although similar in concept to the techniques developed in banking, its application to pension funds has required modifications, particularly for defined contribution funds that transfer investment risk to fund members. The countries examined-Australia, Denmark, Mexico, and the Netherlands-provide a range of experience that illustrates both the diversity of pension systems and the approaches to risk-based supervision, and also presents a commonality of focus on sound risk management and effective supervisory outcomes.