Search Results

No results found.

(refine search)
SORT BY: PREVIOUS / NEXT
Keywords:available for sale 

Discussion Paper
What Happens When Regulatory Capital Is Marked to Market?

Minimum equity capital requirements are a key part of bank regulation. But there is little agreement about the right way to measure regulatory capital. One of the key debates is the extent to which capital ratios should be based on current market values rather than historical ?accrual? values of assets and liabilities. In a new research paper, we investigate the effects of a recent regulatory change that ties regulatory capital directly to the market value of the securities portfolio for some banks.
Liberty Street Economics , Paper 20181011

FILTER BY Bank

FILTER BY Series

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

G21 1 items

FILTER BY Keywords

available for sale 1 items

bank capital 1 items

fair value accounting 1 items

held to maturity 1 items

regulation 1 items

risk 1 items

show more (2)

PREVIOUS / NEXT