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  • Search: subject:"Internal models approach"
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Year of publication
Subject
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internal models approach 8 banking 5 banking industry 5 banking supervision 5 capital adequacy 5 Bank supervision 4 Credit risk 4 bank capital 4 bankers 4 banking assets 4 banking system 4 capital requirement 4 deposit insurance 4 Banking sector 3 Basel Accord 3 Basel III 3 Basler Akkord 3 Risikomaß 3 Risk measure 3 accounting standards 3 bank assets 3 bank lending 3 bank management 3 bank regulation 3 bank risk 3 bank supervisors 3 banking institutions 3 banking regulation 3 banking systems 3 basel accord 3 capital adequacy ratio 3 capital regulation 3 consolidated supervision 3 financial strength 3 foreign exchange 3 internal control 3 loan classification 3 off balance sheet 3 risk profile 3 supervisory agencies 3
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Online availability
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Free 5 Undetermined 4
Type of publication
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Article 6 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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Undetermined 6 English 5
Author
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Rossignolo, Adrián F. 2 Shaban, Mohamed 2 Conners, Jennifer 1 Farag, Hany M. 1 Fethi, Meryem Duygun 1 Fethı, Meryem Duygun 1 Fitterman, Mark 1 Karacadag, Cem 1 Kupiec, Paul H. 1 Leon, Rebecca 1 Pancholy, Puneet 1 Pandey, Santosh Kumar 1 Petrovich, Kristal 1 Rossignolo, Adrian F. 1 Swami, Onkar Shivraj 1 Taylor, Michael 1
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Institution
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International Monetary Fund (IMF) 5 International Monetary Fund 3
Published in...
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IMF Staff Country Reports 3 IMF Working Papers 2 Asia-Pacific journal of management research and innovation : APJMRI 1 International journal of banking, accounting and finance : IJBAAF 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of risk 1 Journal of securities operations & custody 1
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Source
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RePEc 6 ECONIS (ZBW) 5
Showing 1 - 10 of 11
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Fundamental review of the trading book : legal perspectives
Conners, Jennifer; Leon, Rebecca; Fitterman, Mark; … - In: Journal of securities operations & custody 13 (2021) 4, pp. 374-380
Persistent link: https://www.econbiz.de/10012886149
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Basel 3.5 vs. Basel III : a radical overhaul of the capital requirements pillar : the case of commodity exposures
Rossignolo, Adrian F. - In: International journal of banking, accounting and … 11 (2020) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012167910
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A review of the fundamentals of the Fundamental Review of the Trading Book II : asymmetries, anomalies, and simple remedies
Farag, Hany M. - In: Journal of risk 20 (2017/2018) 6, pp. 99-128
Persistent link: https://www.econbiz.de/10011962426
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People’s Republic of China; Detailed Assessment Report: Basel Core Principles for Effective Banking Supervision
International Monetary Fund (IMF); International … - 2012
A detailed assessment report on the observance of China’s compliance of Basel Core Principles for effective banking supervision is presented. Regulation and supervision of China’s banking system has made impressive progress in the past few years, led by an activist, forward-looking...
Persistent link: https://www.econbiz.de/10011245556
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Rwanda; Financial System Stability Assessment
International Monetary Fund (IMF); International … - 2011
In this study, the processes involved in the financial stability of Rwanda after the global crisis are imparted. High growth and major risks included in macroeconomic stability are analyzed. In the case of the banking sector, the structure, performance, and competition of Rwandan banks are...
Persistent link: https://www.econbiz.de/10011244767
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Value-at-risk estimation of foreign exchange rate risk in India
Swami, Onkar Shivraj; Pandey, Santosh Kumar; Pancholy, … - In: Asia-Pacific journal of management research and … 12 (2016) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10011559372
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South Africa; Detailed Assessment of Compliance on Basel Core Principles for Effective Banking Supervision
International Monetary Fund (IMF); International … - 2010
Banking supervision in South Africa has been effective in reducing the impact of the global financial crisis. The banks have remained profitable, and capital adequacy ratios have been maintained well above the regulatory minimum. The supervisory and regulatory framework has been strengthened...
Persistent link: https://www.econbiz.de/10011243773
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Market crises and Basel capital requirements: Could Basel III have been different? Evidence from Portugal, Ireland, Greece and Spain (PIGS)
Rossignolo, Adrián F.; Fethi, Meryem Duygun; Shaban, … - In: Journal of Banking & Finance 37 (2013) 5, pp. 1323-1339
Banking Supervision imposed severe pressure on the Value-at-Risk based Internal Models Approach in order to increase. This is …
Persistent link: https://www.econbiz.de/10011065610
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Market crises and Basel capital requirements : could Basel III have been different? ; evidence from Portugal, Ireland, Greece and Spain (PIGS)
Rossignolo, Adrián F.; Fethı, Meryem Duygun; Shaban, … - In: Journal of banking & finance 37 (2013) 5, pp. 1323-1339
Persistent link: https://www.econbiz.de/10009729116
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Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
Kupiec, Paul H. - International Monetary Fund (IMF) - 2002
Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital...
Persistent link: https://www.econbiz.de/10005769175
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