Capital Adequacy: Law, Regulation, and Implemenation

Capital Adequacy: Law, Regulation, and Implemenation

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by Hal S. Scott
     
 

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ISBN-10: 0195169719

ISBN-13: 9780195169713

Pub. Date: 02/17/2005

Publisher: Oxford University Press

This book is timely since the Basel Committee on Banking Supervision at the Bank for International Settlements is in the process of making major changes in the capital rules for banks. It is important that capital adequacy regulation helps to achieve financial stability in the most efficient way. Capital adequacy rules have become a key tool to protect financial

Overview

This book is timely since the Basel Committee on Banking Supervision at the Bank for International Settlements is in the process of making major changes in the capital rules for banks. It is important that capital adequacy regulation helps to achieve financial stability in the most efficient way. Capital adequacy rules have become a key tool to protect financial institutions. The research contained within the book covers some key issues at stake in the capital requirements for insurance and securities firms. The contributors are among the leading scholars in financial economics and law. Their contributions analyze the use of subordinated debt, internal models, and rating agencies in addition to examining the effect on capital of reinsurance, securitization, credit derivatives, and similar instruments.

Product Details

ISBN-13:
9780195169713
Publisher:
Oxford University Press
Publication date:
02/17/2005
Edition description:
New Edition
Pages:
354
Product dimensions:
9.30(w) x 6.40(h) x 1.20(d)

Table of Contents

Introduction
1. Capital Regulation for Position Risk in Banks, Securities Firms, and Insurance Companies, Richard Herring and Til Schuermann
2. Capital Adequacy in Insurance and Reinsurance, Schott E. Harrington
3. Consolidated Capital Regulation for Financial Conglomerates, Howell E. Jackson
4. Using a Mandatory Subordinated Debt Issuance Requirement to Set Regulatory Capital Requirements for Bank Credit Risks, Paul Kupiec
5. No Pain, No Gain? Effecting Market Discipline via "Reverse Convertible Debentures", Mark J. Flannerty
6. The Use of Internal Models: Comparison of the New Basel Credit Proposals with Available Internal Models for Credit Risk, Michel Crouhy, Dan Galai, and Robert Mark
7. Sizing Operational Risk and the Effect of Insurance: Implications for the Basel II Capital Accord, Andrew P. Kuritzkes and Hal S. Scott
8. Enforcement of Risk-Based Capital Rules, Philip A. Wellons
Index

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Capital Adequacy: Law, Regulation, and Implemenation 5 out of 5 based on 0 ratings. 2 reviews.
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Anonymous More than 1 year ago
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