Search Results

Showing results 1 to 10 of approximately 57.

(refine search)
SORT BY: PREVIOUS / NEXT
Keywords:Basel capital accord 

Conference Paper
An IMF perspective on the challenges and opportunities of the Basel II

Proceedings , Paper 1059

Journal Article
Variable capital rules in a risky world

The recent financial crisis showed that a financial institution's equity may be sufficient to absorb losses during normal times, but insufficient during periods of systemic distress. In recognition of this risk, the Basel III agreement last year introduced a new element of macroprudential regulation called countercyclical buffers, variable capital requirements that shift based on credit growth. These buffers raise the classic regulatory dilemma of safety versus economic growth, but may provide protection against financial calamity at an acceptable cost.
FRBSF Economic Letter

Conference Paper
Basel II: its promises and its challenges

Proceedings , Paper 1005

Journal Article
Supervising interest rate risk management

This Economic Letter reviews the Basel Capital Accord's stated principles on interest rate risk. In brief, the principles strongly support the idea that banks' internal risk assessments should, whenever possible, form the basis for supervisory oversight of their interest rate risk profiles. The principles suggest supervisory guidelines for assessing the adequacy of interest rate risk management systems, such as focusing on banks' internal control functions and stress-testing results.
FRBSF Economic Letter

Conference Paper
Basel 1A and Basel II: potential benefits and pitfalls

Proceedings , Paper 1061

Working Paper
Can banks circumvent minimum capital requirements? The case of mortgage portfolios under Basel II

The recent mortgage crisis has resulted in several bank failures as the number of mortgage defaults increased. The current Basel I capital framework does not require banks to hold sufficient amounts of capital to support their mortgage lending activities. The new Basel II capital rules are intended to correct this problem. However, Basel II models could become too complex and too costly to implement, often resulting in a trade-off between complexity and model accuracy. In addition, the variation of the model, particularly how mortgage portfolios are segmented, could have a significant impact ...
Working Papers , Paper 10-17

FILTER BY year

FILTER BY Content Type

Speech 30 items

Journal Article 9 items

Working Paper 9 items

Conference Paper 7 items

Discussion Paper 1 items

Report 1 items

show more (1)

FILTER BY Author

FILTER BY Keywords

Basel capital accord 57 items

Risk management 25 items

Bank capital 11 items

Bank supervision 7 items

Banking law 6 items

Capital 3 items

show more (51)

PREVIOUS / NEXT