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Generally accepted rating principles : a primer
Krahnen, Jan Pieter; Weber, Martin - 2000 - This version: February 14, 2000
Bank internal ratings of corporate clients are intended to quantify the expected likelihood of future borrower defaults. This paper develops a comprehensive framework for evaluating the quality of standard rating systems. We suggest a number of principles that ought to be met by 'good rating...
Persistent link: https://www.econbiz.de/10009767692
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A risky bet: Should the EU choose a microprudential or a credit guidance approach to climate risk?
Smoleńska, Agnieszka; Klooster, Jens van 't - 2021
Banking regulation and supervision have a key role to play in realising the EU’s climate change objectives. In this article we analyse the EU-level initiatives currently underway to green the banking system, in particular with regard to the microprudential rulebook. We document how regulators...
Persistent link: https://www.econbiz.de/10012795122
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Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?
Rünger, Petra; Walther, Ursula - Fakultät Wirtschaftswissenschaften, Technische … - 2004
Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der … bankaufsichtsrechtlichen Vorgaben gemäß Basel II werden sowohl eine Eigenkapitalunterlegung als auch qualitative Vorgaben zum Risikomanagement … dieser Risikoklasse neu eingeführt. Erklärtes Ziel ist es, Anreize für ein verbessertes Risikomanagement zu setzen. Die …
Persistent link: https://www.econbiz.de/10009207050
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Climate stress tests, bank lending, and the transition to the carbon-neutral economy
Fuchs, Larissa; Ngyuen, Huyen; Nguyen, Trang; Schaeck, Klaus - Leibniz-Institut für Wirtschaftsforschung Halle - 2024 - This version: 10.06.2024
We ask if bank supervisors’ efforts to combat climate change affect banks' lending and their borrowers’ transition to the carbon-neutral economy. Combining information from the French supervisory agency’s climate pilot exercise with borrowers' emission data, we first show that banks that...
Persistent link: https://www.econbiz.de/10014546249
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Approaching European supervisory risk assessment with SupTech : a proposal of an early warning system
Guerra, Pedro; Castelli, Mauro; Côrte-Real, Nadine - In: Risks : open access journal 10 (2022) 4, pp. 1-23
Risk analysis and scenario testing are two of the core activities carried out by economists at central banks. With the increasing adoption of machine learning to enhance decision-support systems, and the amount of collected data spiking, institutions provide countless use-cases for the...
Persistent link: https://www.econbiz.de/10013357249
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
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Good Practices to Manage Operational Risk in Financial Institutions
Delfiner, Miguel; Mangialavori, Ana; Pailhé, Cristina - In: Ensayos Económicos 1 (2007) 47, pp. 93-125
The Basel Committee on Banking Supervision (BCBS) defined operational risk (OR) as the risk of losses resulting from the inadequacy or failures in the internal processes, people and systems, or from external events. This definition includes the legal risk but excludes strategic and reputational...
Persistent link: https://www.econbiz.de/10010849654
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South Africa; Report on the Observance of Standards and Codes on Banking Supervision, Insurance Supervision, and Securities' Regulation
International Monetary Fund (IMF); International … - 2010
In South Africa, long-term insurers experienced some strains during the financial crisis, but there were no crisis-related failures. The capital markets suffered sharp declines but no systemic failures. The three standards assessments have found the regulatory system fundamentally sound. The...
Persistent link: https://www.econbiz.de/10011244153
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Republic of Madagascar; Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Banking Supervision, and Anti-Mon...
International Monetary Fund (IMF); International … - 2006
The insurance sector is underdeveloped and has been inadequately supervised to date, as the regulator lacks the requisite independence, skills, and resources. The three public pension systems, which cover less than 10 percent of the active population, appear to be fiscally unsustainable. The...
Persistent link: https://www.econbiz.de/10011244181
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Germany; Detailed Assessment Report on Anti-Money Laundering and Combating the Financing of Terrorism
International Monetary Fund (IMF); International … - 2010
This Detailed Assessment Report reviews antimoney laundering and combating the financing of terrorism (AML/CFT) measures for Germany. The report reveals that Germany has introduced a number of measures in recent years to strengthen its AML/CFT regime. Germany has generated a relatively large...
Persistent link: https://www.econbiz.de/10011244266