Narrow search
Showing 1 - 10 of 162
Cover Image
A proposal for an open-source financial risk model
Hwang, Jong Ho - In: Journal of Financial Regulation and Compliance 22 (2014), pp. 219-234
Purpose – The purpose of this paper is to present a policy proposal for building a new framework for gathering, measuring and disclosing financial risk information in the global economy. Design/methodology/approach -The paper examines the current state of the financial risk framework, notes...
Persistent link: https://www.econbiz.de/10010885190
Cover Image
Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management
Michael Jacobs Jr. - In: Journal of Financial Regulation and Compliance 22 (2014), pp. 252-270
Purpose – This study aims to survey supervisory requirements and expectations for counterparty credit risk (CCR). Design/methodology/approach - In this paper, a survey of CCR including the following elements has been performed. First, various concepts in CCR measurement and management,...
Persistent link: https://www.econbiz.de/10010885194
Cover Image
The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability
Hollander, Hylton - Department of Economics, Fakulteit Ekonomiese en … - 2014
objectives of countercyclical capital requirements (i.e., Basel III). Under financial shocks, CoCos provide an effective …
Persistent link: https://www.econbiz.de/10010933638
Cover Image
Crise financière et normes comptables
Farber, André; Ginsburgh, Victor A. - Solvay Brussels School of Economics and Management, … - 2010
The recent financial problems are certainly partly due to the complexity of the standards used to value financial instruments, and to the difficulty met by regulatrs and accounting companies to verify the accounts of banks and other financial institutions. We sketch the main standards used and...
Persistent link: https://www.econbiz.de/10011011558
Cover Image
Can regulators allow banks to set their own capital ratios?
Cathcart, Lara; El-Jahel, Lina; Jabbour, Ravel - In: Journal of Banking & Finance 53 (2015) C, pp. 112-123
Basel regulators have received widespread criticism for failing to prevent two credit crises that hit the U.S. over the … subprime crisis, how could the Basel framework be blamed again for having accelerated if not caused another credit crunch? We … governed by risk-weights categories determined by the Basel regulation. We show that changes to risk-weight categories which …
Persistent link: https://www.econbiz.de/10011209835
Cover Image
Riesgo operativo en el sector salud en Colombia
Franco-Arbeláez, Luis Ceferino; Franco-Ceballos, Luis … - Volkswirtschaftliche Fakultät, … - 2015
In this research, based on the guidelines of the Basel agreements and its relationships with the health sector …
Persistent link: https://www.econbiz.de/10011210487
Cover Image
ЗАКОНОМЕРНОСТИ И ТЕНДЕНЦИИ РАЗВИТИЯ ПОТРЕБИТЕЛЬСКОГО КРЕДИТА В РФ
СКОДТАЕВ Д.К. - In: TERRA ECONOMICUS 10 (2012) 3, pp. 105-108
В статье рассматривается значение и роль потребительского кредитования в развитии экономики страны. Закономерности развития кредита как проявление действий...
Persistent link: https://www.econbiz.de/10011218819
Cover Image
Impact of Changes in the Global Financial Regulatory Landscape on Asian Emerging Markets
Watanagase, Tarisa - East Asian Bureau of Economic Research (EABER) - 2012
This paper discusses the relevance of Basel III to Asian emerging markets. It reviews some of the proposed regulations … of Basel III in order to evaluate their likely implications for, and their ability to enhance, the stability of the …
Persistent link: https://www.econbiz.de/10011278051
Cover Image
Impact of Changes in the Global Financial Regulatory Landscape on Asian Emerging Markets
Watanagase, Tarisa - East Asian Bureau of Economic Research (EABER) - 2012
This paper discusses the relevance of Basel III to Asian emerging markets. It reviews some of the proposed regulations … of Basel III in order to evaluate their likely implications for, and their ability to enhance, the stability of the …
Persistent link: https://www.econbiz.de/10011278205
Cover Image
Regulatory capital determination and Its implications for internal ratings-based credit risk model development and validation
Cao, Honggao - Volkswirtschaftliche Fakultät, … - 2012
Focusing on the interconnections between the Basel regulatory capital formula and several well-specified statistical … models, this working paper seeks to understand some of the important issues embedded in the Basel Accord. These include …: Where does this formula come from? What risks does it try to capture? Why does the Basel Accord stipulate that the formula …
Persistent link: https://www.econbiz.de/10011260179