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-based deposit insurance premiums, put explicit limits on the application of a “too big to fail” principle for banks and required … that examiners implement “prompt corrective action” (PCA) standards for banks. Essentially these steps were to improve the … functioning of the FDIC, especially removing discretion of the examiners in the process of addressing the risk of failure of banks …
Persistent link: https://www.econbiz.de/10005835744
companies. According to the new rules, the bank’s capital charge is calculated to capture credit, market and operational risk …. Banks are able to choose between standardized measurement concepts and more refined internal procedures and models which …. Limits for credit exposure of banks remained unchanged. Small and medium-sized companies should benefit both from …
Persistent link: https://www.econbiz.de/10005836492
reference to buffer levels, and whether banks’ actual capital ratios can be expected to correspond with Basel capital …
Persistent link: https://www.econbiz.de/10005015582
This paper examines the relationship between the regulatory and supervision framework and the productivity of banks in … a positive impact on productivity. Restrictions on banks’ activities relating to their involvement in securities …
Persistent link: https://www.econbiz.de/10005789892
Excessive credit growth is often considered to be an indicator of future problems in the financial sector. This paper examines the issue of how best to determine whether the observed level of private sector credit is excessive in the context of the “countercyclical capital buffer”, a...
Persistent link: https://www.econbiz.de/10011259468
for individual banks but also for the entire system. In this context, this study analyzes the counterparty credit risk of … banks hold. Thus, the portfolio consists of vanilla swaps, which dominate banks’ transactions. By simulating market risk …
Persistent link: https://www.econbiz.de/10011259897
Given the importance of financial intermediation and financial infrastructures such as payment systems for the economy, countries have established entities to supervise or oversee the well functioning of instutions, systems and networks. This paper is based on a presentaion made at XI...
Persistent link: https://www.econbiz.de/10011259944
The article surveys the literature pertaining to the Basel II and concludes with the concerns germane to India in this regard
Persistent link: https://www.econbiz.de/10005015597
factors, including whether banks are constrained by the risk-based capital standards, the credit quality of bank assets and … the relative liquidity of banks’ balance sheets. The basic model is empirically explored using data on Indian commercial … banks for the period 1996-2004. The analysis indicates that the effect of a contractionary monetary policy will be …
Persistent link: https://www.econbiz.de/10005015608
In small samples and especially in the case of small true default probabilities, standard approaches to credit default probability estimation have certain drawbacks. Most importantly, standard estimators tend to underestimate the true default probability which is of course an undesirable...
Persistent link: https://www.econbiz.de/10009323214