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This paper summarizes the latest update of the World Bank Bank Regulation and Supervision Survey. The paper explores and summarizes the evolution in bank capital regulations, capitalization of banks, market discipline, and supervisory power since the global financial crisis. It shows that regulatory capital increased, but some elements of capital regulations became laxer. Market discipline may have deteriorated as the financial safety nets became more generous after the crisis. Bank supervision became stricter and more complex compared with the pre-global financial crisis period. However, supervisory capacity did not increase in proportion to the extent and complexity of new bank regulations. The paper documents the importance of defining bank regulatory capital narrowly, as the quality of capital matters in reducing bank risk. This is particularly true for large banks, because they have more discretion in the computation of risk weights and are better able to issue a variety of capital instruments.
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This paper distinguishes among various types of capital and examines their effect on system-wide fragility. The analysis finds that higher quality forms of capital reduce the systemic risk contribution of banks, whereas lower quality forms can have a destabilizing impact, particularly during crisis periods. The impact of capital on systemic risk is less pronounced for smaller banks, for banks located in countries with more generous safety nets, and in countries with institutions that allow for better public and private monitoring of financial institutions. The results show that regulatory capital is effective in reducing systemic risk and that regulatory risk weights are correlated with higher future asset volatility, but this relationship is significantly weaker for larger banks. The paper also finds that increased regulatory risk-weights not correlated with future asset volatility increase systemic fragility. Overall, the results are consistent with the theoretical literature that emphasizes capital as a potential buffer in absorbing liquidity, information, and economic shocks reducing contagious defaults.
Access to Finance --- Bank Capital --- Banking Law --- Banks and Banking Reform --- Basel Capital --- Debt Markets --- Default --- Distance to Default --- Finance and Financial Sector Development --- Financial Intermediation --- Law and Development --- Merton Model --- Systemic Risk
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This paper examines changes in bank capital and capital regulations since the global financial crisis, in the Europe and Central Asia region. It shows that banks in Europe and Central Asia are better capitalized, as measured by regulatory capital ratios, than they were prior to the crisis. However, the increase in simple equity ratios for the same banks has been smaller over the past 10 years. The increases in regulatory capital ratios have coincided with a reduction in the stringency of the definition of Tier 1 capital and reduction in risk-weights. Further analyses show that bank risk in Europe and Central Asia is more sensitive to changes in simple leverage ratios than in regulatory capital ratios, consistent with the notion that equity ratios only include high-quality capital and do not rely on internal risk models to compute risk-weights. Although there has been some effort to increase capital and liquidity requirements for institutions deemed systemically important, the region has been lagging in addressing the resolution of these institutions.
Banking Regulation --- Banking Supervision --- Basel Capital Requirements --- Basel Committee On Banking Supervision --- Finance and Financial Sector Development --- Financial Crisis Management and Restructuring --- Financial Regulation --- Financial Regulation and Supervision --- Financial Risk --- Financial Stability --- Financial Structures --- Global Financial Crisis --- Liquidity Requirements --- Risk Management
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International finance --- AA / International- internationaal --- 333.162 --- 333.139.2 --- 333.137 --- 333.139.0 --- 333.17 --- 333.139.1 --- Bank voor Internationale Betalingen. --- Bankcontrole en -reglementering. Reglementering van het bankberoep. --- Buitenlandse en koloniale banken.Bancaire internationalisering. --- Controle en nationalisatie van de banken: algemeen. --- Crises, saneringen en hervormingen van het bankwezen. --- Instellingen voor kredietcontrole. Commissie voor het Bank-en financiewezen. CBFA. --- Banks and banking, International --- International monetary system --- International money --- International banking --- Offshore banking (Finance) --- Transnational banking --- Buitenlandse en koloniale banken.Bancaire internationalisering --- Controle en nationalisatie van de banken: algemeen --- Instellingen voor kredietcontrole. Commissie voor het Bank-en financiewezen. CBFA --- Bankcontrole en -reglementering. Reglementering van het bankberoep --- Bank voor Internationale Betalingen --- Crises, saneringen en hervormingen van het bankwezen --- Basle Accord --- Basel Accord --- Basel Agreement --- Basel Capital Accord --- Basel I --- Basle Capital Accord --- Pa-sai-erh hsieh i (1988) --- Finance --- International economic relations --- Financial institutions, International
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Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio risk is analyzed for different portfolio types and it is determined, in which cases the influence of concentration risk has to be taken into account. Furthermore, some models for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared. Beyond that, this book integrates economical and regulatory aspects of concentration risk and seeks to provide a systematic way to get familiar with the topic of concentration risk from the basics of credit risk modeling to present research in the measurement and management of credit risk concentrations.
Basel II (2004). --- Credit -- Management. --- Credit control -- Methodology. --- Credit ratings -- Mathematical models. --- Portfolio management. --- Credit control --- Portfolio management --- Credit ratings --- Risk management --- Finance --- Business & Economics --- Finance - General --- Credit, Debt & Loans --- Investment & Speculation --- Banking --- Methodology --- Mathematical models --- Financial risk management. --- Credit control. --- Basel II --- Investment management --- Credit --- Credit allocation --- Credit policy --- Government policy --- Bâle II --- Basel Accord --- Basel Capital Accord --- Basel II Capital Accord --- Convergence internationale de la mesure et des normes de fonds propres --- Convergencia internacional de medidas y normas de capital --- Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali --- International Convergence of Capital Measurement and Capital Standards --- Internationale Konvergenz der Eigenkapitalmessung und der Eigenkapitalanforderungen --- Finance. --- Leadership. --- Economics, Mathematical. --- Macroeconomics. --- Finance, general. --- Business Strategy/Leadership. --- Macroeconomics/Monetary Economics//Financial Economics. --- Quantitative Finance. --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Ability --- Command of troops --- Followership --- Funding --- Funds --- Currency question --- Investment analysis --- Investments --- Securities --- Monetary policy --- Economics, Mathematical . --- Basler Eigenkapitalvereinbarung <2001> --- Credit control - Methodology --- Credit ratings - Mathematical models
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This book is timely since the Basel Committee on Banking Supervision at the Bank for International Settlements is in the process of making major changes in the capital rules for banks. It is important that capital adequacy regulation helps to achieve financial stability in the most efficient way. Capital adequacy rules have become a key tool to protect financial institutions. The research contained within the book covers some key issues at stake in the capital requirements for insurance and securities firms. The contributors are among the leading scholars in financial economics and law. Their contributions analyze the use of subordinated debt, internal models, and rating agencies in addition to examining the effect on capital of reinsurance, securitization, credit derivatives, and similar instruments.
Bank loans. --- Bank reserves --- Banks and banking --- Financial institutions --- Insurance --- Government policy. --- State supervision. --- Reserves --- -Insurance --- -Banks and banking --- -Financial institutions --- -Bank loans --- 332.10681 --- Hb2.f --- Bank credit --- Loans --- Financial intermediaries --- Lending institutions --- Associations, institutions, etc. --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Finance --- Money --- Assurance (Insurance) --- Coverage, Insurance --- Indemnity insurance --- Insurance coverage --- Insurance industry --- Insurance protection --- Mutual insurance --- Underwriting --- Reserves, Bank --- Security reserve requirements --- Reserves (Accounting) --- Government policy --- -Government policy --- State supervision --- Basel II --- Bâle II --- Basel Accord --- Basel Capital Accord --- Basel II Capital Accord --- Convergence internationale de la mesure et des normes de fonds propres --- Convergencia internacional de medidas y normas de capital --- Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali --- International Convergence of Capital Measurement and Capital Standards --- Internationale Konvergenz der Eigenkapitalmessung und der Eigenkapitalanforderungen
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Asset-liability management --- Bank capital. --- Banks and banking, International --- Law and legislation. --- Risk management. --- Basle Committee on Banking Supervision. --- Basel II --- Basel III --- Risk management --- 346.08215 --- Hb2 --- 333.109 --- 333.130.2 --- 333.130.3 --- 333.139.2 --- AA / International- internationaal --- International banking --- Offshore banking (Finance) --- Transnational banking --- Financial institutions, International --- International finance --- Banking law --- Law and legislation --- Management --- Veiligheid. Bankovervallen. Bankrisico's --- Bankliquiditeit. Verplichte reserves. Solvabiliteit --- Kapitaal van de banken. Eigen fondsen van de banken --- Bankcontrole en -reglementering. Reglementering van het bankberoep --- Bâle II --- Basel Accord --- Basel Capital Accord --- Basel II Capital Accord --- Convergence internationale de la mesure et des normes de fonds propres --- Convergencia internacional de medidas y normas de capital --- Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali --- International Convergence of Capital Measurement and Capital Standards --- Internationale Konvergenz der Eigenkapitalmessung und der Eigenkapitalanforderungen
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Private finance --- Europe --- EEC / European Union - EU -Europese Unie - Union Européenne - UE --- 339.312.3 --- 338.046.2 --- 338.8 --- 338.043 --- Small business --- -Risk assessment --- 330.05 --- 332.1 --- Analysis, Risk --- Assessment, Risk --- Risk analysis --- Risk evaluation --- Evaluation --- Businesses, Small --- Medium-sized business --- Micro-businesses --- Microbusinesses --- Microenterprises --- Small and medium-sized business --- Small and medium-sized enterprises --- Small businesses --- SMEs (Small business) --- Business --- Business enterprises --- Industries --- Financiering van de bedrijven --- Kleine en middelgrote bedrijven --- Economische groei --- Technologische vooruitgang. Automatisering. Computers. Werkgelegenheid en informatica --- Finance --- -Size --- Size --- Basel II --- Bâle II --- Basel Accord --- Basel Capital Accord --- Basel II Capital Accord --- Convergence internationale de la mesure et des normes de fonds propres --- Convergencia internacional de medidas y normas de capital --- Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali --- International Convergence of Capital Measurement and Capital Standards --- Internationale Konvergenz der Eigenkapitalmessung und der Eigenkapitalanforderungen --- -Basel II
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Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio risk is analyzed for different portfolio types and it is determined, in which cases the influence of concentration risk has to be taken into account. Furthermore, some models for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared. Beyond that, this book integrates economical and regulatory aspects of concentration risk and seeks to provide a systematic way to get familiar with the topic of concentration risk from the basics of credit risk modeling to present research in the measurement and management of credit risk concentrations.
Social psychology --- Macroeconomics --- Finance --- Economics --- Mathematics --- Business policy --- Personnel management --- kennis --- financieel management --- B2B (business-to-business) --- leidinggeven --- macro-economie --- sociale interventies --- financiën --- strategisch beleid --- wiskunde --- Credit control --- Credit ratings --- Portfolio management --- Risk management --- 332.7015195 --- 333.109 --- 333.130.2 --- AA / International- internationaal --- Insurance --- Management --- Investment management --- Investment analysis --- Investments --- Securities --- Commercial ratings --- Credit checks --- Credit guides --- Credit investigations --- Credit reports --- Ratings, Credit --- Credit --- Credit allocation --- Credit policy --- Monetary policy --- Methodology --- Mathematical models --- Veiligheid. Bankovervallen. Bankrisico's --- Bankliquiditeit. Verplichte reserves. Solvabiliteit --- Government policy --- Basel II --- Bâle II --- Basel Accord --- Basel Capital Accord --- Basel II Capital Accord --- Convergence internationale de la mesure et des normes de fonds propres --- Convergencia internacional de medidas y normas de capital --- Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali --- International Convergence of Capital Measurement and Capital Standards --- Internationale Konvergenz der Eigenkapitalmessung und der Eigenkapitalanforderungen --- Gestion de portefeuille --- Gestion du risque
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This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords.The book provides:* comprehensive coverage of the evolution of the banking industry with Basel II in mind* extensive information on the capital requirements for bank liquidity and solvency * coverage of the new rules as laid down by the supervisory authorities of the Group of Ten industrialized nations* key information on the
Business policy --- Banks and banking --- Risk management. --- Capital. --- Credit. --- Borrowing --- Finance --- Money --- Loans --- Capital assets --- Fixed assets --- Economics --- Capitalism --- Infrastructure (Economics) --- Wealth --- Insurance --- Management --- State supervision. --- Basel II --- Bâle II --- Basel Accord --- Basel Capital Accord --- Basel II Capital Accord --- Convergence internationale de la mesure et des normes de fonds propres --- Convergencia internacional de medidas y normas de capital --- Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali --- International Convergence of Capital Measurement and Capital Standards --- Internationale Konvergenz der Eigenkapitalmessung und der Eigenkapitalanforderungen --- Risk management --- Capital --- Credit --- State supervision --- Basle Committee on Banking Supervision. --- Basel Committee on Banking Supervision --- Baseler Ausschuss für Bankenaufsicht --- Comité de Bâle sur le contrôle bancaire --- Basler Ausschuss für Bankenaufsicht --- Comitato di Basilea per la vigilanza bancaria --- Comité de Supervisión Bancaria de Basilea --- Committee on Banking Regulations and Supervisory Practices (Basel, Switzerland) --- E-books --- AA / International- internationaal --- 333.130.1 --- 333.130.2 --- 333.70 --- 333.109 --- -Risk management --- 332.041 --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Financial institutions --- Bankbedrijf. Buiten-balans verrichtingen --- Bankliquiditeit. Verplichte reserves. Solvabiliteit --- Theorie en organisatie van het bankkrediet --- Veiligheid. Bankovervallen. Bankrisico's
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