Regulating Market Risk in Banks : The Options
Regulators concerned about the costs of bank insolvency and of systemic risk arising from the volatility of bank trading portfolios have developed three different approaches to setting risk-based minimum capital adequacy standards for market risk....
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| Format: | Viewpoint |
| Language: | English |
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World Bank, Washington, DC
2012
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| Online Access: | http://documents.worldbank.org/curated/en/1996/12/693111/regulating-market-risk-banks-options http://hdl.handle.net/10986/11602 |
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okr-10986-116022021-04-23T14:02:56Z Regulating Market Risk in Banks : The Options Stephanou, Constantinos ACCOUNTING ACCOUNTING PRACTICES ACCOUNTS ARBITRAGE BANK CAPITAL BANK INSOLVENCY BANKING SUPERVISION BANKING SYSTEM BANKS BARRIERS TO ENTRY BASLE ACCORD BASLE STANDARDIZED MEASURE CAPITAL ADEQUACY CAPITAL ADEQUACY DIRECTIVE CAPITAL REGULATION CAPITAL REQUIREMENTS CAPITAL STANDARDS COMPLIANCE COSTS CREDIT RISK DEPOSIT INSURANCE DEREGULATION ECONOMISTS FINANCIAL INSTITUTIONS FOREIGN EXCHANGE ILLIQUIDITY INTERNAL MODELS APPROACH LIBERALIZATION MARKET FACTORS MARKET RISK MARKET RISKS OPERATING RISK PENALTIES PORTFOLIOS PRECOMMITMENT APPROACH PRICING POLICIES PROFITABILITY REGULATORY APPROACHES RISK MANAGEMENT RISK MANAGEMENT MODEL RISK MEASUREMENT SECURITIES SUBORDINATED DEBT SYSTEMIC RISK VAR MODELS BANKS BANKING SYSTEMS PRICING PROFITABILITY RISK MANAGEMENT CAPITAL REQUIREMENTS MARKET COMPETITION BANK CAPITAL BANK REGULATION TRADING RISK Regulators concerned about the costs of bank insolvency and of systemic risk arising from the volatility of bank trading portfolios have developed three different approaches to setting risk-based minimum capital adequacy standards for market risk. The author evaluates those three approaches--building blocs, internal models, and precommitment--and assesses their possible implications for bank capital, competition, and pricing decisions. 2012-08-13T15:30:35Z 2012-08-13T15:30:35Z 1996-12 http://documents.worldbank.org/curated/en/1996/12/693111/regulating-market-risk-banks-options http://hdl.handle.net/10986/11602 English Viewpoint: Public Policy for the Private Sector; Note No. 98 CC BY 3.0 IGO http://creativecommons.org/licenses/by/3.0/igo/ World Bank World Bank, Washington, DC Publications & Research :: Viewpoint Publications & Research |
| repository_type |
Digital Repository |
| institution_category |
Foreign Institution |
| institution |
Digital Repositories |
| building |
World Bank Open Knowledge Repository |
| collection |
World Bank |
| language |
English |
| topic |
ACCOUNTING ACCOUNTING PRACTICES ACCOUNTS ARBITRAGE BANK CAPITAL BANK INSOLVENCY BANKING SUPERVISION BANKING SYSTEM BANKS BARRIERS TO ENTRY BASLE ACCORD BASLE STANDARDIZED MEASURE CAPITAL ADEQUACY CAPITAL ADEQUACY DIRECTIVE CAPITAL REGULATION CAPITAL REQUIREMENTS CAPITAL STANDARDS COMPLIANCE COSTS CREDIT RISK DEPOSIT INSURANCE DEREGULATION ECONOMISTS FINANCIAL INSTITUTIONS FOREIGN EXCHANGE ILLIQUIDITY INTERNAL MODELS APPROACH LIBERALIZATION MARKET FACTORS MARKET RISK MARKET RISKS OPERATING RISK PENALTIES PORTFOLIOS PRECOMMITMENT APPROACH PRICING POLICIES PROFITABILITY REGULATORY APPROACHES RISK MANAGEMENT RISK MANAGEMENT MODEL RISK MEASUREMENT SECURITIES SUBORDINATED DEBT SYSTEMIC RISK VAR MODELS BANKS BANKING SYSTEMS PRICING PROFITABILITY RISK MANAGEMENT CAPITAL REQUIREMENTS MARKET COMPETITION BANK CAPITAL BANK REGULATION TRADING RISK |
| spellingShingle |
ACCOUNTING ACCOUNTING PRACTICES ACCOUNTS ARBITRAGE BANK CAPITAL BANK INSOLVENCY BANKING SUPERVISION BANKING SYSTEM BANKS BARRIERS TO ENTRY BASLE ACCORD BASLE STANDARDIZED MEASURE CAPITAL ADEQUACY CAPITAL ADEQUACY DIRECTIVE CAPITAL REGULATION CAPITAL REQUIREMENTS CAPITAL STANDARDS COMPLIANCE COSTS CREDIT RISK DEPOSIT INSURANCE DEREGULATION ECONOMISTS FINANCIAL INSTITUTIONS FOREIGN EXCHANGE ILLIQUIDITY INTERNAL MODELS APPROACH LIBERALIZATION MARKET FACTORS MARKET RISK MARKET RISKS OPERATING RISK PENALTIES PORTFOLIOS PRECOMMITMENT APPROACH PRICING POLICIES PROFITABILITY REGULATORY APPROACHES RISK MANAGEMENT RISK MANAGEMENT MODEL RISK MEASUREMENT SECURITIES SUBORDINATED DEBT SYSTEMIC RISK VAR MODELS BANKS BANKING SYSTEMS PRICING PROFITABILITY RISK MANAGEMENT CAPITAL REQUIREMENTS MARKET COMPETITION BANK CAPITAL BANK REGULATION TRADING RISK Stephanou, Constantinos Regulating Market Risk in Banks : The Options |
| relation |
Viewpoint: Public Policy for the Private Sector; Note No. 98 |
| description |
Regulators concerned about the costs of
bank insolvency and of systemic risk arising from the
volatility of bank trading portfolios have developed three
different approaches to setting risk-based minimum capital
adequacy standards for market risk. The author evaluates
those three approaches--building blocs, internal models, and
precommitment--and assesses their possible implications for
bank capital, competition, and pricing decisions. |
| format |
Publications & Research :: Viewpoint |
| author |
Stephanou, Constantinos |
| author_facet |
Stephanou, Constantinos |
| author_sort |
Stephanou, Constantinos |
| title |
Regulating Market Risk in Banks : The Options |
| title_short |
Regulating Market Risk in Banks : The Options |
| title_full |
Regulating Market Risk in Banks : The Options |
| title_fullStr |
Regulating Market Risk in Banks : The Options |
| title_full_unstemmed |
Regulating Market Risk in Banks : The Options |
| title_sort |
regulating market risk in banks : the options |
| publisher |
World Bank, Washington, DC |
| publishDate |
2012 |
| url |
http://documents.worldbank.org/curated/en/1996/12/693111/regulating-market-risk-banks-options http://hdl.handle.net/10986/11602 |
| _version_ |
1764417326847885312 |