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Opinion on bank rate, 1822 - 60

Cramp, A. B. - 1962

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

Methods for Evaluating Value-at-Risk Estimates

López, José A. - Federal Reserve Bank <New York, NY>; London School of … - 1998

In August 1996, the U.S. bank regulatory agenciesadopted the market risk amendment (MRA) to the 1988Basle Capital …

Persistent link: https://www.econbiz.de/10005870077

Risk Management: One Institution’s Experience

Labrecque, Thomas G. - Chase Manhattan Corporation; London School of Economics … - 1998

I am very pleased to be part of this forward-looking conferenceon developments in capital regulation. Because thepurpose of capital is to support risk, I decided to approachthis session from the viewpoint of someone leading aninstitution that depends, for its success or failure, on howwell it...

Persistent link: https://www.econbiz.de/10005870096

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 … asdifferences across banks in hedging, portfolio diversification,and the quality of risk management systems.[...] …

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

Risk Management by Structured Derivative Product Companies

Remolona, Eli M.; Bassett, William; Geoum, In Sun - Federal Reserve Bank <New York, NY>; London School of … - 1996

[...]In this article, we explore the DPCs’ approachesto risk management and the extent to which theseapproaches provide competitive advantage. We begin bycharacterizing the major intermediaries in the derivativesmarkets and describing how they manage risk. We thendiscuss the emergence of...

Persistent link: https://www.econbiz.de/10005870340

Contract Structure, Risk Sharing, and Investment Choice

Fischer, Greg - London School of Economics and Political Science - 2010

Few micronance-funded businesses grow beyond subsistence entrepreneur-ship. This paper considers one possible explanation: that the structure ofexisting micronance contracts may discourage risky but high-expected returninvestments. To explore this possibility, I develop a theory that unies...

Persistent link: https://www.econbiz.de/10008845708

Investment Choice and Inflation Uncertainty

Fischer, Greg - London School of Economics and Political Science - 2009

uncertainty and investment;ultimately this relationship is theoretically ambiguous. Using loan-level panel data from microfinance …

Persistent link: https://www.econbiz.de/10008860680

Spanning the Chasm: Uniting Theory and Empirics in Microfinance Research

Fischer, Greg; Ghatak, Maitreesh - London School of Economics and Political Science - 2010

Microfinance continues to play an ever increasing role in approaches topoverty alleviation around the world. Yet … mystery. From its inception, microfinance generated agreat deal of interest from economic theorists. Influential papers from …

Persistent link: https://www.econbiz.de/10008860681

Repayment Frequency in Micro nance Contracts with Present-Biased Borrowers

Fischer, Greg; Ghatak, Maitreesh - London School of Economics and Political Science - 2010

This paper analyzes the theoretical underpinnings of high-frequency repayment, a featurein nearly all microfinance …

Persistent link: https://www.econbiz.de/10008860716