Risk Management And Capital Adequacy
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Risk Management and Capital Adequacy
Author | : Reto Gallati |
Publsiher | : McGraw Hill Professional |
Total Pages | : 577 |
Release | : 2003-03-22 |
Genre | : Business & Economics |
ISBN | : 9780071425582 |
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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.
Risk Management and Capital Adequacy
Author | : Reto Gallati |
Publsiher | : McGraw-Hill Education |
Total Pages | : 550 |
Release | : 2003-03-21 |
Genre | : Business & Economics |
ISBN | : 0071407634 |
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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.
International Convergence of Capital Measurement and Capital Standards
Author | : Anonim |
Publsiher | : Lulu.com |
Total Pages | : 294 |
Release | : 2004 |
Genre | : Bank capital |
ISBN | : 9789291316694 |
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Analyzing Banking Risk
Author | : Sonja Brajovic Bratanovic |
Publsiher | : Unknown |
Total Pages | : 208 |
Release | : 2020-06-15 |
Genre | : Business & Economics |
ISBN | : 1464814465 |
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This publication aims to complement existing methodologies by establishing a comprehensive framework for the assessment of banks, not only by using financial data but also by considering corporate governance.
Revisiting Risk Weighted Assets
Author | : Vanessa Le Leslé,Ms.Sofiya Avramova |
Publsiher | : International Monetary Fund |
Total Pages | : 50 |
Release | : 2012-03-01 |
Genre | : Business & Economics |
ISBN | : 9781475502657 |
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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 IN BANKS
Author | : Dr. Mustari Hanmanth. N.,Dr. Waghamare Shivaji |
Publsiher | : Lulu.com |
Total Pages | : 621 |
Release | : 2014-03-09 |
Genre | : Business & Economics |
ISBN | : 9781304923622 |
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Banking is the life line of the economy. Prosperity and adversity of an economy hinges upon the performance of its banking sector. Banks are primarily engaged in mobilisation of funds and its subsequent channelization towards productive activities which are must for economic development. In trying to do so banks are exposed to wide variety of risks, an effective and efficient bank risk management is essential but not so easy. In fact risk management in banks is over sold conceptually yet under utilised in practice. In this backdrop, we felt the need for a book which through flood light on different dimensions of risk management in banks. This has resulted in to the emergence of this book. It is our immense pleasure to place this book with humbleness in to the hands of readers so as to add to pool of their knowledge.
Internal Capital Adequacy Assessment Process ICAAP Overview Core Concepts
Author | : Anonim |
Publsiher | : Alchemy Technologies |
Total Pages | : 40 |
Release | : 2024 |
Genre | : Electronic Book |
ISBN | : 9182736450XXX |
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Risk Management and Regulation
Author | : Tobias Adrian |
Publsiher | : International Monetary Fund |
Total Pages | : 53 |
Release | : 2018-08-01 |
Genre | : Business & Economics |
ISBN | : 9781484343913 |
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The evolution of risk management has resulted from the interplay of financial crises, risk management practices, and regulatory actions. In the 1970s, research lay the intellectual foundations for the risk management practices that were systematically implemented in the 1980s as bond trading revolutionized Wall Street. Quants developed dynamic hedging, Value-at-Risk, and credit risk models based on the insights of financial economics. In parallel, the Basel I framework created a level playing field among banks across countries. Following the 1987 stock market crash, the near failure of Salomon Brothers, and the failure of Drexel Burnham Lambert, in 1996 the Basel Committee on Banking Supervision published the Market Risk Amendment to the Basel I Capital Accord; the amendment went into effect in 1998. It led to a migration of bank risk management practices toward market risk regulations. The framework was further developed in the Basel II Accord, which, however, from the very beginning, was labeled as being procyclical due to the reliance of capital requirements on contemporaneous volatility estimates. Indeed, the failure to measure and manage risk adequately can be viewed as a key contributor to the 2008 global financial crisis. Subsequent innovations in risk management practices have been dominated by regulatory innovations, including capital and liquidity stress testing, macroprudential surcharges, resolution regimes, and countercyclical capital requirements.