Results 81 to 90 of about 886,549 (208)
The New Basel Accord and the Nature of Risk: A Game Theoretic Perspective [PDF]
Basel II changes risk management in banks strongly. Internal rating procedures would lead one to expect that banks are changing over to active risk control.
Bieta, Volker +3 more
core
A PRACTICAL APPROACH TO MODEL BANKING RISKS USING LOSS DISTRIBUTION APPROACH (LDA) IN BASEL II FRAMEWORK [PDF]
In Basel II Capital Accord, the Advanced Measurement Approaches (AMA) is stated as one of the pillar stone methods for calculating corporate risk reserves.
Qi TANG, Raquel BARREIRA, Tristan PRYER
core
The regulatory framework of trade finance: from BASEL I to BASEL III
Annals of Spiru Haret University Economic Series, 2011 The global crisis revealed several weaknesses in the international framework of banking regulation. Consequently, the Basel Committee on Banking Supervision (BCBS) proposed a package of measures to strengthen the resilience of the banking sector. Besides
Claudia BAICU
doaj
Credit risk measurement under Basel II : an overview and implementation issues for developing countries [PDF]
The objective of this paper is to provide an overview of the changes in the calculation of minimum regulatory capital requirements for credit risk that have been drafted by the Basel Committee on Banking Supervision (Basel II).
Mendoza, Juan Carlos +1 more
core
An Aggregated Information Technology Checklist for Operational Risk Management [PDF]
This study addresses the issue of the Information Technology (IT) Governance frameworks and standards that respond to different levels of operational risks, especially those caused by the information systems and technology infrastructure.
Mehmet Zeki Önal
core
Monitoring pro-cyclicality under the capital requirements directive : preliminary concepts for developing a framework [PDF]
This paper provides an overview of the questions that will need to be addressed in order to determine whether increased cyclicality in capital requirements will exacerbate the pro-cyclicality in the financial system.
Nancy Masschelein
core
Australian Bank Capital and the Regulatory Framework [PDF]
The amount and quality of the Australian banking sector’s capital has increased considerably over the past couple of years. As in a number of other countries, this is because the recent global financial crisis has prompted both markets and regulators to ...
Adam Gorajek, Grant Turner
core
Basel II, External Ratings and Adverse Selection [PDF]
This paper will describe and analyse the development of Basel II Capital Accord and will focus on the use of external ratings in the Standardized Approach in Basel II. Furthermore it will examine the problem of adverse selection which appears in Basel II
Akhtar, S. +5 more
core +1 more source
Implications of Basel II for Latin America [PDF]
Despite delays, Basel II remains set to be finalized this year with implementation in Basel Committee countries by the end of 2006. How will this agreement between a set of G10+ countries affect emerging economies?
Andrew Powell
core