New Capital Adequacy Framework
ثبت نشده
چکیده
منابع مشابه
Modeling Basel Regulatory in DSGE with Emphasis on Adequacy Regulatory
In this paper Basel regulation is modeled in Dynamic Stochastic General Equilibrium (DSGE) framework. For this purpose, using data from 1981-2017 for Iran, capital adequacy as an importance regulation is modeled. Results show Basel regulation has procyclical effect. According to the results of the model and according to the realities of economy and banking system of Iran, in recession, lending ...
متن کاملDear Ms
The Association for Financial Professionals (AFP) welcomes this opportunity to forward to you our comments on “The New Basel Capital Accord,” the consultative paper issued by the Basel Committee on Bank Supervision of the Bank for International Settlements in January 2001. This paper was a follow up to the Committee’s document “A New Capital Adequacy Framework” issued in June of 1999. We unders...
متن کاملCredit Risk and the Role of Capital Adequacy Regulation
Using the industrial organization approach to the microeconomics of banking we model a large (Monti-Klein) bank which is risk neutral and faces credit uncertainty in its loan business. The impact of capital adequacy regulation and the effect of changes in risk on deposit and loan rates are analyzed. We then show that capital adequacy regulation induces the bank to behave as if it were risk aver...
متن کاملCredit Risk in the Leasing Business -
The process of review of both the Basel Capital Adequacy Accord and the EU New Capital Adequacy Framework is now entering its final phase. Although leasing falls within the scope of the Basel Committee’s proposals for measuring appropriate capital requirements, little is known empirically about the credit risk associated with leasing. Many studies have recently been conducted in order to measur...
متن کاملDeveloping A New Operation-Economic Framework for Irrigation Networks without Water Market
This study focused on proposing a new operational perspective within main and lateral irrigation canals based on the economic value of water. To achieve this objective, the operation-economic framework offered in this study consisted of two main components of the PMP model and Operation model. The estimated economic values of water in different regions of the network were employed as the starti...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2001