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The European path towards a sound Pillar 2 framework for banks [PDF]
Risk Management Magazine, 2019 Pillar 2 is a cornerstone of prudential regulation for banks. It was introduced in 2004 in the Basel 2 Accord with rather ambitious objectives, i.e.
Francesco Cannata +3 more
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VaR models to calculate the minumun regulatory capital at market risk
Papeles de Europa, 2015 The undergoing overhaul of the Basel III market risk regulatory framework addresses the possibility of replacing VaR models with an alternative method for calculating minimum capital requirements.
Patricia Stupariu +2 more
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Risk exposure mitigation: Approaches and recognised instruments (7) [PDF]
Bankarstvo, 2015 The risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in international standards, not only in the recommended approaches for calculating economic ...
Matić Vesna
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Risk exposure mitigation: Approaches and recognised instruments (2) [PDF]
Bankarstvo, 2014 The risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in international standards, not only in the recommended approaches for calculating economic ...
Matić Vesna
doaj +1 more source
Development of Rating Models under IFRS 9
CECCAR Business Review, 2021 Before the release of the IFRS 9 standard Financial Instruments in 2014, the development of a rank ordering mechanism was mostly known through the Basel capital accords requirements for the computation of regulatory capital, as well as the economic ...
Ioan-Codruț ȚURLEA
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Risk exposure mitigation: Approaches and recognised instruments (3) [PDF]
Bankarstvo, 2014 The risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in international standards, not only in the recommended approaches for calculating economic ...
Matić Vesna
doaj +1 more source
Basel II Capital Requirements, Firms' Heterogeneity, and the Business Cycle [PDF]
SSRN Electronic Journal, 2009 his paper assesses the potential procyclical effects of Basel II capital requirements by evaluating to what extent those effects depend on the composition of banks' asset portfolios and on how borrowers' credit risk evolves over the business cycle.By developing a heterogeneous-agent general equilibrium model, in which firms' access to credit depends on
Ines Drumond, José Jorge
openaire +2 more sources
Advanced Science, EarlyView.Fiber energy harvesters offer unprecedented flexibility and a unique capacity for integration into commercial textiles, overcoming the limitations of bulky and rigid conventional devices. This review summarizes recent advances in fiber‐based energy harvesting and provides strategic outlooks to accelerate technological progress in the field. ABSTRACT As
Hanhwi Jang +8 more
wiley +1 more source
TROUBLESHOOTING BASEL II: THE ISSUE OF PROCYCLICALITY [PDF]
Annals of the University of Oradea: Economic Science, 2011 A widespread concern about Basel II capital requirements is that it might amplify business cycle fluctuations, forcing banks to restrict their lending when the economy goes into recession.
Kurti Laszlo - Adam +3 more
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Implementing the countercyclical capital buffer in South Africa: Practical considerations
South African Journal of Economic and Management Sciences, 2015 The Basel II regulatory framework significantly increased the resilience of the banking system, but proved ineffective in preventing the 2008/9 financial crisis. The subsequent introduction of Basel III aimed, inter alia, to supplement bank capital using
Pravin Burra +4 more
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