Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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.

Bank Capital --- Banking Regulation --- Banking Supervision --- Basel Capital Requirement --- Finance and Financial Sector Development --- Financial Policy --- Financial Regulation and Supervision --- Financial Risk

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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