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Cramp, A. B. - 1962

Persistent link: https://www.econbiz.de/10001464685

Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard

Jones, David; Mingo, John - United States / Reserve Board; London School of … - 1998

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

Capital Allocation and Bank Management Based on the Quantification of Credit Risk

Nishiguchi, Kenji; Kawai, Hiroshi; Sazaki, Takanori - Sakura-Ginko <Tōkyō>; London School of Economics and … - 1998

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

Portfolio Credit Risk

Wilson, Thomas C. - McKinsey and Company <New York, NY>; London School of … - 1998

This paper describes a new and intuitive methodfor answering these technical questions by tabulating theexact loss distribution arising from correlated credit eventsfor any arbitrary portfolio of counterparty exposures, downto the individual contract level, with the losses measuredon a...

Persistent link: https://www.econbiz.de/10005870073

The Timing and Funding of CHAPS Sterling Payments

Christopher Becher; Marco Galbiati; Merxe Tudela - London School of Economics and Political Science - 2008

This article investigates the factors influencing the timingand funding of payments in the CHAPS Sterling system,drawing where appropriate on comparisons with paymentactivity in Fedwire...

Persistent link: https://www.econbiz.de/10005869406

An Economic Perspective on the Enforcement of Credit Arrangements:The Case of Daylight Overdrafts in Fedwire

Martin, Antoine; Mills, David - London School of Economics and Political Science - 2008

[...]This article discusses how the Federal Reserve manages itscredit risk exposure from daylight overdrafts. We first presenta simple economic framework for thinking about the causes ofcredit risk and the possible tools that lenders have to help them manage it...

Persistent link: https://www.econbiz.de/10005869408

How Big (Small?) are Fiscal Multipliers?

Ilzetzki, Ethan; Mendoza, Enrique G. - London School of Economics and Political Science; … - 2010

We contribute to the intense debate on the real effects of fiscal stimuli by showingthat the impact of government expenditure shocks depends crucially on key countrycharacteristics, such as the level of development, exchange rate regime, openness totrade, and public indebtedness. Based on a...

Persistent link: https://www.econbiz.de/10008939833

CAN OPENNESS MITIGATE THE EFFECTS OF WEATHER SHOCKS?EVIDENCE FROM INDIA'S FAMINE ERA

Burgess, Robin; Brown, Dave - London School of Economics and Political Science - 2009

A weakening dependence on rain-fed agriculture has been a hallmark of the economictransformation of countries throughout history. Rural citizens in developing countries to-day, however, remain highly exposed to fluctuations in the weather. This exposure affectsthe incomes these citizens earn and...

Persistent link: https://www.econbiz.de/10009248834

Banks’ Payments-Driven Revenues

Radecki, Lawrence J. - Federal Reserve Bank <New York, NY>; London School of … - 1999

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

Supervisory Information and the Frequency of Bank Examinations

Hirtle, Beverly J.; López, José A. - Federal Reserve Bank <New York, NY>; London School of … - 1999

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