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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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Bibliographic Details
Main Author: Stephanou, Constantinos
Language:English
Published: World Bank, Washington, DC 2012
Subjects:
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
MARKET COMPETITION
BANK REGULATION
TRADING RISK
Online Access:http://documents.worldbank.org/curated/en/1996/12/693111/regulating-market-risk-banks-options
http://hdl.handle.net/10986/11602

Internet

http://documents.worldbank.org/curated/en/1996/12/693111/regulating-market-risk-banks-options
http://hdl.handle.net/10986/11602

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