Market-Based Bank Capital Regulation
نویسندگان
چکیده
منابع مشابه
Bank Capital Regulation and Secondary Markets for Bank Assets
How to design bank capital requirements when banks can misreport the value of their assets? We show that the answer depends critically on the existence of secondary markets for bank assets. Without secondary markets, capital requirements based on banks’reporting are more socially desirable than a fixed capital requirement if savings on costly bank capital are suffi ciently high. Yet with second...
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he increased prominence of trading activities at many large banking companies has highlighted bank exposure to market risk—the risk of loss from adverse movements in financial market rates and prices. Recognizing the importance of trading operations, banks have sought ways to measure and to manage the associated risks. At the same time, bank supervisors in the United States and abroad have take...
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n recent years, financial market supervisors and the financial services industry have placed increased emphasis on the role of public disclosure in ensuring the efficient and prudent operation of financial institutions. In particular, disclosures about financial institutions’ risk exposures have frequently been cited as an important way for debt and equity market participants to get the informa...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2013
ISSN: 1556-5068
DOI: 10.2139/ssrn.2317043