Capital Adequacy beyond Basel : Banking, Securities, and Insurance

Capital Adequacy beyond Basel : Banking, Securities, and Insurance

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This book is timely since the Basel Committee on Banking Supervision at the Bank for International Settlements is in the process of making major changes in the capital rules for banks. It is important that capital adequacy regulation helps to achieve financial stability in the most efficient way. Capital adequacy rules have become a key tool to protect financial institutions. The research contained within the book covers some key issues at stake in the capital requirements for insurance and securities firms. The contributors are among the leading scholars in financial economics and law. Their contributions analyze the use of subordinated debt, internal models, and rating agencies in addition to examining the effect on capital of reinsurance, securitization, credit derivatives, and similar instruments.Evaluation of Value-at-Risk Models Using Historical Data. ... Bank Capital Requirements for Market Risk: The Internal Models Approach. ... Risk Management Practices and Regulatory Capital, CrossSectoral Comparison. ... RiskMetrics Technical Manual. Available at: http://www pdf. Koyluoglu, Ugur, and Jim Stoker. 2002. Honour Your Contribution. Risk 15 (4 ): 90a€“94. KPMG.

Title:Capital Adequacy beyond Basel : Banking, Securities, and Insurance
Author:Hal S. Scott Professor and Director of the Program on International Financial Systems Harvard Law School
Publisher:Oxford University Press, USA - 2005-01-25


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