科技报告详细信息
Regulating Market Risk in Banks : The Options | |
Stephanou, Constantinos | |
World Bank, Washington, DC | |
关键词: ACCOUNTING; ACCOUNTING PRACTICES; ACCOUNTS; ARBITRAGE; BANK CAPITAL; | |
RP-ID : 16887 | |
学科分类:社会科学、人文和艺术(综合) | |
来源: World Bank Open Knowledge Repository | |
【 摘 要 】
Regulators concerned about the costs ofbank insolvency and of systemic risk arising from thevolatility of bank trading portfolios have developed threedifferent approaches to setting risk-based minimum capitaladequacy standards for market risk. The author evaluatesthose three approaches--building blocs, internal models, andprecommitment--and assesses their possible implications forbank capital, competition, and pricing decisions.
【 预 览 】
Files | Size | Format | View |
---|---|---|---|
multi_page.pdf | 1744KB | download |