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- Executive Compensation: Why the Fed Should Steer Clear of Banker Pay
- The Fed is proposing to get involved in overseeing pay at the nation's banks in order to reduce risk in the financial system. But executive pay isn't really the right issue to focus on. Feinberg’s proposals to shift a portion of executive salaries into stock options that would...
- Articles 2009-10-06
Additional Resources
- Basel Committee Working Papers: Capital Requirements and Bank Behavior: The Impact of the Basel Accord
- The paper reviews the empirical evidence on the impact of the 1988 Basle Accord. It focuses on whether the adoption of fixed minimum capital requirements led some banks to maintain higher capital ratios than would otherwise have been the case and whether any increase in ratios was achieved by increasing...
- White papers 1999-04-01
- Part 2: The First Pillar - Minimum Capital Requirements
- This section discusses the calculation of the total minimum capital requirements for credit, market and operational risk. The minimum capital requirements are composed of three fundamental elements: a definition of regulatory capital, risk weighted assets and the minimum ratio of capital to risk weighted assets. In calculating the capital ratio,...
- White papers 2003-04-28
- Evidence on the Response of US Banks to Changes in Capital Requirements
- This paper develops a structural, dynamic model of a banking firm to analyze how banks adjust their loan portfolios over time. In the model, banks experience capital shocks, face uncertain future loan demand, and incur costs based on their proximity to regulatory minimum capital requirements. Using the estimated model, the...
- White papers 2000-06-01
- Evidence on the Response of U.S Banks to Changes in Capital Requirements
- This paper develops a structural, dynamic model of a banking firm to analyze how banks adjust their loan portfolios over time. In the model, banks experience capital shocks, face uncertain future loan demand, and incur costs based on their proximity to regulatory minimum capital requirements. Using the estimated model, the...
- White papers 2000-06-01
- Evidence on the Response of Banks to Changes in Capital Requirements
- This paper develops a structural, dynamic model of a banking firm to analyze how banks adjust their loan portfolios over time. In the model, banks experience capital shocks, face uncertain future loan demand, and incur costs based on their proximity to regulatory minimum capital requirements. The simulations predict that increases...
- White papers 2000-06-01
- Western Europe: Capital Requirements Directive - Spreading The Word - Fifteen Months After The Basel II Framework Was Published, The European Commission Has Turned It Into A New Law - The Capital Requirements Directive. Michael Imeson Reports On The Trans
- The long-awaited Capital Requirements Directive CRD, which transposes the Basel II capital accord into EU law for all credit institutions and investment firms, has finally been ratified. The European Parliament voted to approve it on September 28, The long-awaited Capital Requirements Directive CRD, which ...
- Research articles 2005-11-01
- Fitch Develops Capital Requirements Model for Variable Annuities
- CHICAGO -- Fitch Ratings has developed a stochastic model to analyze capital requirements for U.S. variable annuities VAs. The model will be used in the process of evaluating the capital adequacy of life insurance companies that sell VA products. As such, a Criteria Report on this topic has been...
- Research articles 2005-08-03
- Using Credit Ratings For Capital Requirements On Lending To Emerging Market Economies
- The Basel committee on banking supervision has proposed linking capital requirements for bank loans to rating by commercial credit rating agencies. Estimate for 20 emerging market economies show that sovereign rating react pro-cyclically to crisis indicator. Rating deteriorate if the real effective exchange rate depreciates, in contrast with the positive...
- White papers 2000-03-01
- Liberalization, Prudential Supervision, and Capital Requirements: The Policy Trade-Offs
- This paper focuses on the roles of minimum capital requirements and prudential supervision in promoting financial stability during financial liberalization. The paper extends the Hellmann, Murdock, and Stiglitz model to analyze the effects of prudential supervision and demonstrates the trade-off between the quality of supervision and the level of minimum...
- White papers 2005-07-01
- Internal Models, Subordinated Debt, And Regulatory Capital Requirements For Bank Credit Risk
- This paper explores the possibility of using internal credit risk model as a basis for setting bank regulatory capital requirements for credit risk. Using the black-scholes Merton equilibrium framework to model credit risk and estimate capital requirements, significant biases are shown to arise when capital allocations are based on credit-VAR...
- White papers 2002-09-01
- Risk-Based Capital Requirements For Commercial Lending: The Impact Of Basel II
- From the executive summary: ‘Of all the changes in capital regulation being considered on banking supervision, the most fundamental shift from current practice is that the risk-based capital requirements for the largest banks would no longer be based on a few pre-set ratios dictated by regulators. Instead, the banks would...
- White papers 2003-04-21
- Internal Ratings, the Business Cycle and Capital Requirements: Some Evidence From an Emerging Market Economy
- The concept of risk-based capital requirements enjoys widespread support. Effective implementation, however, requires that risk be measured accurately both across borrowers and across time. This paper uses the ratings assigned to examine how measured credit risk for these banks has changed since the financial crisis in the mid-1990s. It then...
- White papers 2002-09-01
- Fitch Teleconf: Capital Requirements Model for Variable Annuities; Thursday, 8/4, 1 p.m. EDT
- CHICAGO -- Fitch Ratings on Thursday, Aug. 4 at 1 p.m. EDT will host a teleconference to discuss increasing capital requirements for variable annuities. Fitch has developed a stochastic model to analyze capital requirements for U.S. variable annuities VAs. The model will be used in the process of evaluating...
- Research articles 2005-08-03
- Franchise Value, Capital Requirements and Closure Rules in a Dynamic Model of Bank Portfolio Management
- In a dynamic framework where franchise value is determined endogenously, this paper shows how different sources of rents (underpriced deposit insurance, super-normal returns on loans, and imperfect competition for deposits) affect banks' risk taking behaviour, the probability of default and the value of deposit insurance liability. The model predicts that...
- White papers 2001-07-01
- Financing Choices of Banks: The Role of Non-Binding Capital Requirements
- This paper presents a model of the financing choices (debt v. equity) of banking institutions. It emphasizes the interplay of two well-known factors in corporate financing, namely risk-shifting incentives and growth opportunities. The model provides a new interpretation of the role of capital requirements, recognizing that banks may not operate...
- White papers 2004-05-11
- Capital Requirements and Competition in the Banking Industry
- This paper focuses on the interaction between regulation and competition in an industrial organization model. The paper analyzes how capital requirements affect the profitability of two banks that compete as Cournot duopolists on a market for loans. Bank management of both banks chooses optimal levels of loans provided, equity ratio...
- White papers 2000-10-01
- Capital requirements worry small firms; SIFMA calls for SEC to delay implementing the proposal.(News)
- Byline: Dan Jamieson IRVINE, Calif. - Small brokerage firms are concerned about possible increases in net capital requirements that the Securities and Exchange Commission has proposed. "Despite all of the promises and assurances to ...
- Research articles 2007-05-14
- Fitch Teleconf & Report: Re-examining Catastrophe Risk & Capital Requirements, Nov. 10, 10:30 a.m. EST
- NEW YORK -- Fitch Ratings today will issue a special report presenting the agency's updated views on catastrophe risk in the property and casualty and reinsurance sectors. Fitch believes a fresh look at capital requirements is needed following the insurance industry's unparalleled 2004-2005 losses. Fitch will hold a teleconference...
- Research articles 2005-11-09
- Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements
- Now in prospect is a major revision of international bank capital regulations that would embody recent advances in credit risk measurement and management. Previous regulations have been simpler in structure, with a primary goal of getting capital requirements right on average, and thus have largely ignored the difference between average...
- White papers 2000-03-01
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