Author: Lawrence D. Cluff
Publisher: DIANE Publishing
ISBN: 0788186701
Category :
Languages : en
Pages : 187

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

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Author: Reto Gallati
Publisher: McGraw Hill Professional
ISBN: 0071425586
Category : Business & Economics
Languages : en
Pages : 577

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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.

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

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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.

Author: Arindam Bandyopadhyay
Publisher: Cambridge University Press
ISBN: 110714647X
Category : Business & Economics
Languages : en
Pages : 390

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Book Description
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.

Author: Francesco Saita
Publisher: Elsevier
ISBN: 9780080471068
Category : Business & Economics
Languages : en
Pages : 280

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Book Description
Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation. The book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation. The author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes. This book is recommended for graduate students in master's or Ph.D. programs in finance/banking and bankers and risk managers involved in capital allocation and portfolio management. Contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books Discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation Author is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe

Author: Casualty Actuarial Society
Publisher:
ISBN:
Category : Casualty insurance
Languages : en
Pages : 712

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Book Description
List of members for the years 1914-20 are included in v. 1-7, after which they are continued in the Year book of the society, begun in 1922.

Author: Charles Austin Stone
Publisher:
ISBN:
Category : Asset-liability management
Languages : en
Pages : 668

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Author: Kevin Jacques
Publisher:
ISBN:
Category : Bank holding companies
Languages : en
Pages : 32

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Author: José Abad
Publisher: International Monetary Fund
ISBN: 1616358939
Category : Business & Economics
Languages : en
Pages : 61

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Book Description
Following the COVID shock, supervisors encouraged banks to use capital buffers to support the recovery. However, banks have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a capital shortfall that will weigh on its share price. Therefore, a bank will only decide to use its buffers if the value creation from a larger loan book offsets the costs associated with a capital shortfall. Using market expectations, we calibrate a framework for assessing the usability of buffers. Our results suggest that the cases in which the use of buffers make economic sense are rare in practice.