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bankingindustry. This goal is served by taking a broad view of thepayments business and analyzing information provided bylarge bank …
Persistent link: https://www.econbiz.de/10005870063
length of time between bank examinations affects thequality of information available to supervisors. For thesepurposes, we … condition of a bank. Our analysisassumes that examination information incorporates twotypes of data: information available from … information that can be obtained onlythrough on-site examinations, such as confidential informationabout a bank’s troubled assets …
Persistent link: https://www.econbiz.de/10005870064
[...]We address several questions in this paper. First,how could macro markets be useful to the average person?Second, how large are the potential benefits from diversificationif these markets were to be introduced andused optimally? Third, can existing financial marketsachieve a similar degree...
Persistent link: https://www.econbiz.de/10005870065
[...]The most obvious possible, and undesirable,impact on bank behaviour of risk-weighted capital requirementsis that …
Persistent link: https://www.econbiz.de/10005870067
[...]This paper examines the impact that the PCAstandards had on bank portfolios following the passage ofFDICIA in 1991 … (1997) to study the impactof risk-based capital, is used to examine how PCA simultaneouslyinfluenced bank capital ratios and … capitaland portfolio risk is explicitly recognized, and as such, theimpact of possible changes in bank capital ratios on risk ina …
Persistent link: https://www.econbiz.de/10005870068
Advocates of fair value accounting believe that fair valuesprovide more relevant measures of assets, liabilities, andearnings than do historical costs. These advocates assertthat fair value accounting better reflects underlying economicvalues. The advantages of this method—and thecorresponding...
Persistent link: https://www.econbiz.de/10005870069
Bank supervisors have long recognized two types of shortcomingsin the Basle Accord’s risk-based capital (RBC …)framework. First, the regulatory measures of “capital” maynot represent a bank’s true capacity to absorb unexpectedlosses. Deficiencies …
Persistent link: https://www.econbiz.de/10005870071
Liberalization and deregulation have recently accelerated.It is therefore useful to keep risk within a certain level inrelation to capital, considering that financial institutionsmust control their risk appropriately to maintain thesafety and soundness of their operation. In 1988, the...
Persistent link: https://www.econbiz.de/10005870074