Search Results

SORT BY: PREVIOUS / NEXT
Keywords:Basel capital accord 

Journal Article
Fed governor discusses Basel II accords

Financial Update , Volume 18 , Issue Q 3

Report
BASEL III: long-term impact on economic performance and fluctuations

We assess the long-term economic impact of the new regulatory standards (the Basel III reform), answering the following questions: 1) What is the impact of the reform on long-term economic performance? 2) What is the impact of the reform on economic fluctuations? 3) What is the impact of the adoption of countercyclical capital buffers on economic fluctuations? The main results are the following: 1) Each percentage point increase in the capital ratio causes a median 0.09 percent decline in the level of steady-state output, relative to the baseline. The impact of the new liquidity regulation is ...
Staff Reports , Paper 485

Speech
Remarks on early intervention and resolution

Transatlantic Corporate Governance Dialogue, Brussels, Belgium.
Speech , Paper 34

Conference Paper
Basel II competitive implications

Proceedings , Paper 974

Working Paper
Loss characteristics of commercial real estate loan portfolios

Basel II White Paper , Paper 1

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