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- Risk-Based Capital Standards and the Riskiness of Bank Portfolios
- Bank risk-based capital RBC standards require banks to hold differing amounts of capital for different classes of assets, based almost entirely on a credit risk criterion. The paper provides both a theoretical and empirical framework for evaluating such standards. A model outlining a pricing methodology for loans subject to default...
- White papers 1997-03-25
- Risk-Based Capital Guidelines
- This advance notice of proposed rulemaking ANPR describes significant elements of the Advanced Internal Ratings-Based approach for credit risk and the Advanced Measurement Approaches for operational risk (together, the advanced approaches). The ANPR specifies criteria that would be used to determine banking organizations that would be required to use the...
- White papers 2003-08-04
- Capital Maintenance: Capital Treatment of Recourse, Direct Credit Substitutes and Residual Interests in Asset Securitizations
- OCC, Governors of the Federal Reserve System Board, FDIC, and OTS are changing their regulatory capital standards to address the treatment of recourse obligations, residual interests and direct credit substitutes that expose banks, bank holding companies, and thrifts (collectively, banking organizations) primarily to credit risk. The final rule treats recourse...
- White papers 2001-11-29
- 2000 - FDIC Rules And Regulations: Statement of Policy on Risk-Based Capital
- Capital adequacy is one of the critical factors that the FDIC is required to analyze when taking action on various types of applications and when conducting supervisory activities related to the safety and soundness of individual banks and the banking system. In view of this, the FDIC's Board of Directors...
- White papers 2003-01-01
- Risk-Based Capital Requirements for Mortgage Loans
- Article gives a description of estimates of risk-based capital requirements for single-family mortgage loans held in portfolio by financial intermediaries. The method relies on simulation of default and loss probability distributions via simulation of changes in economic variables with conditional default probabilities calibrated to recent actual mortgage loan performance data...
- White papers 2001-11-01
- Title Insurers' Risk Adjusted Capital Adequacy at Year-end 2000
- As part of the evaluation of a title insurer's financial strength, the report makes a qualitative assessment of the insurer's capital adequacy on a risk-adjusted basis. To assist in this assessment, and to support the broader ratings process, the report develops a quantitative model in 1995 that provides the initial...
- White papers 2001-07-17
- Risk-Based Capital Framework for Insurance Business
- The paper reveals a proposed framework, based on emerging international standards and good practices in developed countries, which is risk-focused. It reflects the relevant risks that the insurance companies face. The minimum capital prescribed under the framework, which includes a consistent approach to the valuation of assets and liabilities, will...
- White papers 2003-11-14
- Risk-Based Capital Standards, Deposit Insurance, and Procyclicality
- This article shows that risk-based deposit insurance premiums generate smaller procyclical effects than do risk-based capital requirements. Thus, Basel II's procyclical impact can be reduced by integrating risk-based deposit insurance. If deposit insurance is structured as a moving average of contracts, its procyclical effects can be decreased further. The results...
- White papers 2004-08-13
- Ameriprise Financial, Inc. Q3 2008 Earnings Call Transcript
- Question-and-Answer Session Operator Operator instructions Our first question comes from Suneet Kamath. Please go ahead. Suneet Kamath – Sanford C. Bernstein Thank you very much. Just a couple questions on capital. Walter, you had said that your risk-based capital ratio I guess at the end of '08 will be...
- Earnings calls 2008-10-29
Additional Resources
- Risk Management In Small Business - Part 2: Reducing Your Operational Risks
- The article asserts that through risk management one can limit the possible financial losses caused by unsuccessful normal business operations. It is essential to contemplate the things which could go wrong within the business and to evaluate the financial cost to one if these events happen. Then one can seek...
- White papers 2003-01-01
- Creative Destruction and the Financial Crisis: An Interview with Richard Foster
- A coauthor of Creative Destruction explains how the business world—and the capitalist system—will change in the aftermath of the financial crisis. Richard Foster, a McKinsey director from 1982 to 2004, is a coauthor of Creative Destruction: Why Companies That Are Built to Last Underperform the...
- Articles 2009-01-12
- Assessing Exchange Rate Risk
- When companies undertake international business, they take a risk because their investments and business operations may be affected by changes in the exchange rates for different currencies. This risk is known as exchange rate risk.Increasingly, companies are fighting for a slice of global markets, particularly in developing nations, and putting...
- Articles 2007-12-06
- The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity
- This paper analyzes the impact of financial consolidation on market liquidity by studying the effects of consolidation on the risk-bearing capacity of market makers or dealers in dealership markets. To carry out our analysis, two previously separate areas of research are bridged. The first, market microstructure theory, focuses on how...
- White papers
- ERM: From Compliance to Value
- Growing demands from shareholders for senior management to take enterprise risk management ERM more seriously has at last formalized the essential connection between a company's business operations and its overall risk management program. A unifying framework can help companies identify and articulate risks consistently across the enterprise and evaluate alternative...
- White papers 2005-08-01
- ERM for Insurers - From Compliance to Value
- Now there is a growing demand from shareholders and others for senior management to take enterprise risk management ERM more seriously. This means formalizing the essential connection between a company's business operations and its overall risk management program. Strategic ERM requires a unifying framework that articulates risks consistently across an...
- White papers 2005-06-17
- Assessing Your Entrepreneurial Profile
- Now that you are thinking about starting a business, you will need to think about your own role in it. Are you the type of person who can make a success of a new venture? Being an entrepreneur may sound very exciting, but not everyone has the aptitude. And it...
- Articles 2007-02-28
- Max Capital Group Ltd. Q4 2008 Earnings Call Transcript
- Question-and-Answer SessionOperator Operator instructions The first question comes from Joshua Shanker – Citigroup. Joshua Shanker – Citigroup In the reinsurance renewal season for you, compared to what you would have done a year ago and where are you placing in various syndicates that you’re in? In...
- Earnings calls 2009-02-11
- Controlling Business Costs
- Wise control of business costs will help you improve profitability, grow during good times, and better survive the bad times. If you look carefully at your business operations, you'll probably find many opportunities to control and even reduce costs.What You Need to KnowHow can I get a handle on what...
- Articles 2007-05-01
- Business Utilities: Converging on the Future
- A new business model is emerging. It offers a unique environment in which competitors join together to identify business operations that require collaboration in order to accelerate transformational changes within their industries. The outcome is a business utility in which organizations outsource similar, core operations to an independent service provider....
- White papers 2005-01-07
- Records Management and Basel II
- This white paper examines the impact of Basel II on the records managements and recordkeeping requirements of financial institutions that conduct business on an international basis. Banks and other financial institutions that conduct business globally will need to be able to demonstrate to banking authorities that they have complied with...
- White papers 2005-05-01
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