Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk /

Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk /

Shortcomings make credit VaR estimates an unsuitable basis for setting bank regulatory capital requirements. If, alternatively, banks are required to issue subordinated debt that has a minimum market value and maximum acceptable probability of default, banks must set their equity capital in a manner...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Kupiec, Paul
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 2002.
Sraith:	IMF Working Papers; Working Paper ; No. 2002/157
Rochtain ar líne:	Full text available on IMF

Míreanna comhchosúla

Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives /
de réir: Kupiec, Paul
Foilsithe / Cruthaithe: (2002)

Subordinating Intelligence
de réir: Oakley

The Role of Subordinated Debt in Market Discipline : The Case of Emerging Markets /
de réir: Karacadag, Cem
Foilsithe / Cruthaithe: (2000)

Wholesale Bank Funding, Capital Requirements and Credit Rationing /
de réir: Agur, Itai
Foilsithe / Cruthaithe: (2013)

The Effects of Higher Bank Capital Requirements on Credit in Peru /
de réir: Fang, Xiang
Foilsithe / Cruthaithe: (2018)

Coping With Toxic Managers, Subordinatesà.
de réir: Lubit

Basel Capital Requirements and Credit Crunch in the MENA Region /
de réir: Ben Naceur, Sami
Foilsithe / Cruthaithe: (2013)

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking /
de réir: De Nicolo, Gianni
Foilsithe / Cruthaithe: (2012)

Regulatory Capture in Banking.
Foilsithe / Cruthaithe: (2006)

Reserve Requirements, the Maturity Structure of Debt, and Bank Runs /
de réir: Al-Zein, Eza Ghassan
Foilsithe / Cruthaithe: (2008)

Subordinated Levy Processes and Applications to Crude Oil Options /
de réir: Krichene, Noureddine
Foilsithe / Cruthaithe: (2005)

Systemic Risk and Optimal Regulatory Architecture /
de réir: Espinosa-Vega, Marco
Foilsithe / Cruthaithe: (2011)

Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements /
de réir: Roger, Scott
Foilsithe / Cruthaithe: (2011)

Basel II implementation in BRAC Bank Limited: risk based capital adequacy requirement of Bangladesh Bank
de réir: Mahmud, Ayaz
Foilsithe / Cruthaithe: (2012)

Calibrating Your Intuition : Capital Allocation for Market and Credit Risk /
de réir: Kupiec, Paul
Foilsithe / Cruthaithe: (2002)

The New Basel Capital Accord : The Devil Is in the (Calibration) Details /
de réir: Kupiec, Paul
Foilsithe / Cruthaithe: (2001)

Recent Advances in Credit Risk Modeling /
de réir: Gasha, Jose
Foilsithe / Cruthaithe: (2009)

Rating Based Modeling of Credit Risk
de réir: Stefan Trueck, Zari Rachev
Foilsithe / Cruthaithe: (2009)

Rating Based Modeling of Credit Risk
de réir: Stefan Trueck, Zari Rachev
Foilsithe / Cruthaithe: (2009)

The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements /
de réir: Vitek, Francis
Foilsithe / Cruthaithe: (2012)

Credit risk management of Jamuna Bank
de réir: Ahsan, Md. Nafees
Foilsithe / Cruthaithe: (2018)

Credit risk management of Southeast Bank
de réir: Tasnim, Shamma
Foilsithe / Cruthaithe: (2018)

Value at Risk and Bank Capital Management
de réir: Francesco Saita
Foilsithe / Cruthaithe: (2007)

Value at Risk and Bank Capital Management
de réir: Francesco Saita
Foilsithe / Cruthaithe: (2007)

Implementation of Basel III accords in Mutual Trust Bank: risk based capital adequacy ratios requirement of Bangladesh Bank
de réir: Mustary, Tahrima
Foilsithe / Cruthaithe: (2022)

Pratt's Bank Law & Regulatory Report

Credit risk in bank and how to mitigate the risks of Bank Asia Limited
de réir: Islam, Rushdi Md. Raihanul
Foilsithe / Cruthaithe: (2014)

Credit Risk
de réir: Andrew Kimber
Foilsithe / Cruthaithe: (2004)

Credit Risk
de réir: Andrew Kimber
Foilsithe / Cruthaithe: (2004)

Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework /
de réir: Ganapolsky, Eduardo
Foilsithe / Cruthaithe: (2005)

Banks' Precautionary Capital and Persistent Credit Crunches /
de réir: Valencia, Fabian
Foilsithe / Cruthaithe: (2008)

Competition and Bank Risk the Role of Securitization and Bank Capital /
de réir: Altunbas, Yener
Foilsithe / Cruthaithe: (2019)

Regulatory Breakdown
de réir: Coglianese

Regulatory toxicology /
Foilsithe / Cruthaithe: (2019)

Credit risk management of Prime Bank Limited
de réir: Ghose, Shantanu
Foilsithe / Cruthaithe: (2014)

Credit risk management of BRAC Bank Limited
de réir: Hossain, Sakid
Foilsithe / Cruthaithe: (2016)

Credit risk management of IFIC Bank Limited
de réir: Chakraborty, Urmi
Foilsithe / Cruthaithe: (2016)

Credit risk management of The City Bank Limited
de réir: Ahmed, Md. Samir
Foilsithe / Cruthaithe: (2018)

Credit risk management of Bank Asia Limited
de réir: Kabir, Kazi Thasmia
Foilsithe / Cruthaithe: (2023)

Credit risk management in Sonali Bank Ltd.
de réir: Chowdhury, Anamica
Foilsithe / Cruthaithe: (2014)