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Basel II

Tony Van Gestel and Bart Baesens

in Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Published in print:
2008
Published Online:
January 2009
ISBN:
9780199545117
eISBN:
9780191720147
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199545117.003.0006
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

This chapter presents a detailed overview on the Basel II Capital Accord. The capital accord consists of three mutually reinforcing pillars. Pillar 1 defines the minimum capital requirements for ... More


Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Tony Van Gestel and Bart Baesens

Published in print:
2008
Published Online:
January 2009
ISBN:
9780199545117
eISBN:
9780191720147
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199545117.001.0001
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

This book is the first book of a series of three that provides an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II ... More


Portfolio models for credit risk

Tony Van Gestel and Bart Baesens

in Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Published in print:
2008
Published Online:
January 2009
ISBN:
9780199545117
eISBN:
9780191720147
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199545117.003.0005
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

This chapter discusses portfolio models. The main components of the risk of a single loan, exposure at default, loss given default and probability of default, impact on an aggregated level the ... More


Harmonization of Financial Regulation

Junji Nakagawa

in International Harmonization of Economic Regulation

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199604661
eISBN:
9780191731679
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199604661.003.0008
Subject:
Law, Public International Law

This chapter analyzes international harmonization of financial regulation. This is a relatively new regulatory area, with international harmonization efforts starting only in the 1980s. ... More


Reforming the Basel Accord and the Use of Subordinated Debt: Making Markets Work for the Regulator

Kern Alexander, Rahul Dhumale, and John Eatwell

in Global Governance of Financial Systems: The International Regulation of Systemic Risk

Published in print:
2005
Published Online:
September 2007
ISBN:
9780195166989
eISBN:
9780199783861
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195166989.003.0011
Subject:
Economics and Finance, Financial Economics

This chapter argues that the implementation of subordinated debt and of Basel II could be significant moves toward the goal of enhancing the effectiveness of market discipline. Both proposals would ... More


Summing Up and Conclusion: The New International Financial Architecture—Promise or Threat?

Kern Alexander, Rahul Dhumale, and John Eatwell

in Global Governance of Financial Systems: The International Regulation of Systemic Risk

Published in print:
2005
Published Online:
September 2007
ISBN:
9780195166989
eISBN:
9780199783861
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195166989.003.0013
Subject:
Economics and Finance, Financial Economics

This chapter presents a summary of the main themes of the preceding chapters. It presents the following principles to guide in the design of the new international financial architecture: (i) full ... More


The Challenges International Banking Standards Pose for Peripheral Developing Countries

Emily Jones

in The Political Economy of Bank Regulation in Developing Countries: Risk and Reputation

Published in print:
2020
Published Online:
May 2020
ISBN:
9780198841999
eISBN:
9780191878046
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198841999.003.0002
Subject:
Political Science, Political Economy

The aim of this chapter is to provide readers with a solid grasp of the regulatory context in peripheral developing countries, and an understanding of the Basel framework, so that they can better ... More


The EU and Global Banking Regulation

Lucia Quaglia

in The European Union and Global Financial Regulation

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199688241
eISBN:
9780191767517
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199688241.003.0003
Subject:
Political Science, European Union

Banking was the first financial service to be subject to regulatory harmonization. However, banking regulation has mainly been designed to foster integration in the EU, rather than setting prudential ... More


The Puzzle: Peripheral Developing Countries Implementing International Banking Standards

Emily Jones

in The Political Economy of Bank Regulation in Developing Countries: Risk and Reputation

Published in print:
2020
Published Online:
May 2020
ISBN:
9780198841999
eISBN:
9780191878046
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198841999.003.0001
Subject:
Political Science, Political Economy

This chapter sets out the puzzle at the heart of this book: why do governments in many developing countries choose to regulate their banks on the basis of international standards they did not design, ... More


Capital Requirements: Basel III Framework

Hal S. Scott

in Connectedness and Contagion: Protecting the Financial System from Panics

Published in print:
2016
Published Online:
January 2017
ISBN:
9780262034371
eISBN:
9780262332156
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262034371.003.0014
Subject:
Economics and Finance, Economic History

This chapter discusses the Basel III capital requirements. Following the 2008 financial crisis, the Basel Committee on Banking Supervision issued reform proposals for capital regulation, entitled ... More


Using Basel II to Facilitate Access to Finance: The Disclosure of Internal Credit Ratings

Gérard Hertig

in Corporate Governance in Context: Corporations, States, and Markets in Europe, Japan, and the US

Published in print:
2005
Published Online:
March 2012
ISBN:
9780199290703
eISBN:
9780191700576
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199290703.003.0026
Subject:
Law, Company and Commercial Law

This chapter argues that it is possible to design a regulatory framework under which the benefits of mandatory rating disclosure clearly outweigh its costs, which in turn should minimize interest ... More


Operational Risk

Pavel V. Shevchenko

in Investment Risk Management

Published in print:
2015
Published Online:
January 2015
ISBN:
9780199331963
eISBN:
9780190214098
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199331963.003.0007
Subject:
Economics and Finance, Financial Economics

Operational risk is not a new concept in the banking industry. Risks such as fraud and processing errors have had to be managed since the beginning of banking. The traditional measure for managing ... More


The Political Economy of Bank Regulation in Developing Countries: Risk and Reputation

Emily Jones (ed.)

Published in print:
2020
Published Online:
May 2020
ISBN:
9780198841999
eISBN:
9780191878046
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198841999.001.0001
Subject:
Political Science, Political Economy

Why do governments in some developing countries implement international standards, while others do not? Focusing on the politics of bank regulation, this book develops a new framework to explain ... More


Risk Management and Financial Disasters

Gabriele Sabato

in Investment Risk Management

Published in print:
2015
Published Online:
January 2015
ISBN:
9780199331963
eISBN:
9780190214098
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199331963.003.0029
Subject:
Economics and Finance, Financial Economics

Financial markets have experienced many financial crises across time. Although each boom and crisis has some distinctive features, several recurring themes and common patterns emerge. While the ... More


Endogenous and Systemic Risk

Jon Danielsson, Hyun Song Shin, and Jean-Pierre Zigrand

in Quantifying Systemic Risk

Published in print:
2013
Published Online:
September 2013
ISBN:
9780226319285
eISBN:
9780226921969
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226921969.003.0004
Subject:
Economics and Finance, Econometrics

This chapter, which examines the feedback between market volatility and traders' perception of risk, spells out the precise mechanism through which endogenous risk manifests itself, and suggests ways ... More


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