Basel accord

Ebook "Banking regulation and world trade law: GATS, EU and ‘Prudential’ institution building" concerns the legal aspects of the interaction between banking regulation and international trade in financial services. The author studies the internal banking market of the European Union, the liberalisation of financial services trade in the World Trade Organization, the accords of the Basel Committee on Banking Supervision and the European Central Bank.

310p tuongnhuoclan 28-11-2023 4 4   Download

Ebook "From basel 1 to basel 3: The integration of state of the art risk modeling in banking regulation" proposed rules are presented and key issues regarding implementation of the accord identified. The model used to calibrate the capital requirements under Basel 2 is analyzed and projected forward to present what could be key new elements in the future Basel 3 regulation.

314p tuongnhuoclan 28-11-2023 8 5   Download

This paper is conducted for examining the framework for risk management in the Basel II accord, the Basel II risk management model at the Military Commercial Joint Stock Bank. Data were collected from annual reports for the period from 2015 to 2017 of the Military Commercial Joint Stock Bank. The results show that the implementation of risk management under Basel II at Military Bank still faces many difficulties in the pressure of capital increase, database system, human resource quality, and cost of implementation.

13p huyetthienthan 23-11-2021 13 0   Download

Proposing solutions to enhance the management of operational riskin accordance with VietinBank's operations in the conditions of implementing Basel II standards in the coming time.

24p mmlemmlem_124 22-12-2020 22 1   Download

This paper examines the new elements of Basel III accord and its implementation stages with special reference to India. By focusing on strict capital regulation Basel III has introduced higher capital ratios, new buffers and leverage ratio framework which enhances risk management practices and make banking sector robust and shock absorbent.

7p murielnguyen 01-07-2020 15 2   Download

The following will be discussed in this chapter: Background, main framework, background, objective, the accord in operation, the three pillars, basel and regulators, basel ii and the global financial crisis.

42p nanhankhuoctai9 23-07-2020 25 3   Download

The following will be discussed in this chapter: Basel II, the accord in operation, policy goals of regulation, the four approaches to financial supervision, the institutional approach, the functional approach, the integrated approach, and the twin peaks approach.

68p nanhankhuoctai9 23-07-2020 16 3   Download

Chapter 7 - International banking and the basel accords. The objectives of this chapter are: To find out why banks are assigned special importance and why banking is more regulated than other business, to consider the types of risk a bank is exposed to, to consider the pros and cons of banking regulation…

60p nanhankhuoctai1 29-05-2020 20 0   Download

The author presented the results of research based on the extreme values theory, the conditional loss distribution function and the profitability analysis of the loan portfolio. The achieved outcomes has been shown in the context of the provisions of the New Basel Capital Accord and the subsequent consultation documents published by the Basel Committee on Banking Supervision. It was shown that losses caused by the rare but still plausible events could significantly exceed the minimum capital requirements estimated in accordance with IRB method.

15p nguyenminhlong19 21-04-2020 13 2   Download

The study derives the closed-form solution of the valuation of deposit insurance under forbearance for banks whose capital requirements are either solely based on the 1988 Basel Accord (BA) approach or the VaR-based approach. The study also demonstrates that the deposit insurance liability under BA rises monotonically with portfolio risk, but it is much less risk-sensitive under VaR. It implies that the VaR-based capital regulation is more stable in containing deposit insurance losses and failure probability than the BA capital regulation.

10p covid19 19-04-2020 18 4   Download

The Basel III Capital Adequacy Accord (BCAA) will cap government capital injections as qualifying capital at 90% of the nominal amount of such capital outstanding, beginning in 2013, and the cap will decline by 10% during each subsequent year (Eubanks, 2010); this cap is called a capped ratio schedule of government capital instruments. We add to the literature on government capital injections by providing an option-based illustration of how the capped ratio schedule can influence bank interest margins and failure probability.

15p covid19 19-04-2020 13 2   Download

In this article, using a combination of risk-related factors, we address the governance of financial institutions, mainly Vietnam’s commercial banks, in light of such international standards as of Basel II and III.

27p danhnguyentuongvi27 18-12-2018 29 1   Download

In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems.

256p tieungot 24-01-2013 133 33   Download

The Basel Committee on Banking Supervision, after an extensive consultation process, redrafted its recommendations for credit institutions’ regulatory capital requirements (Basel I) issued in 1988. The revision was motivated by the wish to adequately refl ect current developments in banking and to strengthen the stability of the international fi nancial system.

42p taisaovanchuavo 23-01-2013 52 6   Download

Under Article 22n paragraph 1 of the Austrian Banking Act, all positions in fi nancial instruments and commodities held for trading purposes are to be assigned to the trading book. Likewise, fi nancial instruments and commodi- ties used to hedge or refi nance specifi c risks in the trading book are also to be assigned to the trading book.

46p taisaovanchuavo 23-01-2013 45 9   Download

The abolition of the Clearing and Settlement System had a social impact as well, leaving a number of people unemployed. Most of them were highly specialized personnel, well-experienced in domestic payment operations but at the same time relatively inflexible to systemic changes that were to come. This created an additional pressure on the government to find a solution that would make the transfer to the new payment system less distressing.

30p bi_ve_sau 17-01-2013 47 3   Download

According to legislation introduced in 2001, Switzerland is already paying to install low-noise systems in its national railway vehicles. Vehicles fi tted with noise-reducing technologies are refunded 0.01 CHF per axle kilometre travelled in Switzerland. This translates into a €7.50 bonus for a typical four-axle wagon on the 300 km Basel-Chiasso line, an important link in the Germany- Italy transit route. A complete freight train with composite brake blocks gets a €93 refund, which is 5% of the total track access charge.

56p yeutinh98 26-09-2012 54 2   Download

In January 2001 the Basel Committee on Banking Supervision has issued a consultative paper on the New Basel Capital Accord, that, once finalized, will replace the current Basel Accord from 1988 (Basel Committee 2001a). After an intensive consultation period with the banking industry and several modifications, the Basel Committee has outlined the future regulation of credit risks in the socalled third consultative paper that will be the basis for the final Basel II Accord. The proposed regulatory framework is based on three – mutually reinforcing – pillars...

841p taurus23 25-09-2012 180 107   Download