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Opinion on bank rate, 1822 - 60
Cramp, A. B. - 1962
Persistent link: https://www.econbiz.de/10001464685
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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
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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
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Inferring conduct under the threat of entry : the case of the Brazilian cement industry
Salvo, Alberto (contributor) - 2004
Persistent link: https://www.econbiz.de/10002887003
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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
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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
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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
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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
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Competition and Innovation in 1950’s Britain
Broadberry, Stephen N.; Crafts, Nicholas F. R. - London School of Economics and Political Science - 2000
We find little support for the Schumpeterian hypothesis of a positiverelationship between market power and innovation in 1950’s Britain eventhough many economists and policymakers accepted it at the time. Pricefixingagreements were very widespread prior to the 1956 RestrictivePractices Act and...
Persistent link: https://www.econbiz.de/10005870753
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Two Critiques of Spontaneity
Martin, David - 1973
Persistent link: https://www.econbiz.de/10000587431