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Keywords:Bank capital 

Journal Article
Increase in limit on amount of noncumulative perpetual preferred stock to be included in tier 1 capital

Federal Reserve Bulletin , Issue Mar

Working Paper
Capital and risk: new evidence on implications of large operational losses

Operational risk is currently receiving significant media attention, as financial scandals have appeared regularly and multiple events have exceeded one billion dollars in total impact. Regulators have also been devoting attention to this risk, and are finalizing proposals that would require banks to hold capital for potential operational losses. This paper uses newly available loss data to model operational risk at internationally active banks. Our results suggest that the amount of capital held for operational risk will often exceed capital held for market risk, and that the largest banks ...
Working Papers , Paper 03-5

Journal Article
Formulas or supervision? Remarks on the future of regulatory capital

This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 6, "The role of capital regulation in bank supervision." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.
Economic Policy Review , Volume 4 , Issue Oct , Pages 191-200

Report
Judging the risk of banks: what makes banks opaque?

We argue that the risk of banks is hard for outsiders to judge because the risk of their mostly financial assets is either hard to measure (opaque) or easy to change. We report evidence that bond rating agencies seem to disagree more over banks than over other types of firms. Among banks, bond raters disagree more over opaque assets, like loans, and easily substitutable assets, like cash and trading assets. Fixed assets, like premises, reduce disagreement. Capital also reduces disagreement, but only at trading banks, where the risk of asset shifting may be most severe.
Research Paper , Paper 9805

Journal Article
A prolegomenon to future capital requirements

Bank supervisors have made significant strides since 1980 in the area of capital requirements, and they are currently pursuing further refinements. This article looks beyond such developments at longer term supervisory goals. Abstracting to some extent from the current regulatory framework, the author attempts to delineate a set of fundamental principles for future work on capital requirements. He distinguishes minimum capital--an objective standard imposed by regulators across firms--from optimum capital--a subjective standard adopted by individual firms to cover their own risks-- and shows ...
Economic Policy Review , Issue Jul , Pages 1-12

Journal Article
Commentary on \\"Rebalancing the three pillars of Basel II.\\"

This paper was part of the conference "Beyond Pillar 3 in International Banking Regulation: Disclosure and Market Discipline of Financial Firms," cosponsored by the Federal Reserve Bank of New York and the Jerome A. Chazen Institute of International Business at Columbia Business School, October 2-3, 2003.
Economic Policy Review , Issue Sep , Pages 23-26

Journal Article
Loss provisions and bank charge-offs in the financial crisis: lesson learned

The enormity of the recent financial shock was not fully apparent until well into the crisis. One result was that banks did unusually low levels of pre-reserving against eventual loan losses. Much of that underreserving was related to the extraordinary decline in real estate values that led to outsized losses on mortgage loans. This experience highlights the limitations of the bank provisioning process and the need to guard against worse-than-expected economic conditions through higher capital levels.
FRBSF Economic Letter

Journal Article
Bank capital standards for foreign exchange and other market risks

The Basle Committee on Banking Supervision has proposed methods for incorporating consideration of market risks--exchange rate, interest rate, and equity price risks--into risk-based capital standards for banks. This paper shows that the separate and seemingly different proposed approaches to the three sources of risk are consistent with one another, reflecting a single unifying theme. That theme is the measurement of risk through a weighting of two different measures of portfolio size, the gross position and the net position. A simple theoretical model demonstrates that such an approach ...
Economic Review

Conference Paper
A market evaluation of the importance of considering non-credit risk in setting risk-based capital standards

Proceedings , Paper 353

Journal Article
Capital treatment of trust preferred securities changes

Financial Update , Volume 18 , Issue Q 3

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