Basel II: A Contracting Perspective
نویسندگان
چکیده
منابع مشابه
Operational risk : A Basel II++ step before Basel III
Following the Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper we analyze these incidents in depth and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The objectives are as follows: • On the first hand, banks need to provide a univariate capital charge ...
متن کاملConnecting National Safety Nets: the Dialectics of the Basel Ii Contracting Process
CONNECTING NATIONAL SAFETY NETS: THE DIALECTICS OF THE BASEL II CONTRACTING PROCESS Edward J. Kane Boston College Dialectics is the art or practice of trying to reconcile contradictory ideas. Contracting is a sequential process that employs the dialectics of multiparty give and take to fashion a deal that -to a mutually acceptable degree -can accommodate the contradictory interests of the dealm...
متن کاملBasel II for Physicists: A Discussion Paper
On June 26th, 2004, Central bank governors and the heads of bank supervisory authorities in the Group of Ten (G10) countries issued a press release and endorsed the publication of International Convergence of Capital Measurement and Capital Standards: a Revised Framework, the new capital adequacy framework commonly known as Basel II. According to Jean Claude Trichet, Chairman of the G10 group o...
متن کاملBasel II - Achievements and Challenges
The views herein are my own and do not necessarily reflect those of the Deutsche Bundesbank.
متن کاملGranularity adjustment for Basel II
The credit value-at-risk model underpinning the Basel II Internal Ratings-Based approach assumes that idiosyncratic risk has been diversified away fully in the portfolio, so that economic capital depends only on systematic risk contributions. We develop a simple methodology for approximating the effect of undiversified idiosyncratic risk on VaR. The supervisory review process (Pillar 2) of the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Financial Services Research
سال: 2007
ISSN: 0920-8550,1573-0735
DOI: 10.1007/s10693-007-0020-5