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Bank Capital and Loan Loss Reserves Under Basel Ii
Giovanni Majnoni
其他書名
Implications for Emerging Countries
出版
SSRN
, 2016
URL
http://books.google.com.hk/books?id=DB3nzgEACAAJ&hl=&source=gbs_api
註釋
Majnoni, Miller, and Powell propose an integrated approach to minimum bank capital and loan loss reserves regulation. They break new ground in two main areas. First, the authors provide an explicit measurement of the credit loss distribution for a sample of emerging countries providing a benchmark for discussing the appropriate calibration of new regulatory capital and loan loss provision requirements for non-G10 countries. Second, on normative grounds, they propose a simplified version of the quot;internal rating basedquot; (IRB) approach as a transition tool that, while retaining a risk-based definition of solvency ratios, implies reduced supervisory monitoring costs and could therefore be of interest to emerging countries where supervisory resources are particularly scarce.This paper - a product of the Finance Cluster Sector Unit, Latin America and the Caribbean Region - is part of a larger effort in the region to analyze the effects of bank capital regulation.