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Bank Capital and Loan Loss Reserves Under Basel II: Implications for Emerging Countries

The authors 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 emerg...

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Bibliographic Details
Main Authors: Majnoni, Giovanni, Miller, Margaret, Powell, Andrew
Language:English
en_US
Published: World Bank, Washington, D.C. 2013
Subjects:
APPLICATIONS
AUTONOMY
BANK CAPITAL
BANK CREDIT
BANK DEPOSITS
BANK LOANS
BANK RATINGS
BANK REGULATION
BANK SOLVENCY
BANK SUPERVISION
BANKING SECTOR
BANKING SUPERVISION
BANKING SYSTEM
BANKS
CAPITAL REQUIREMENT
CAPITAL REQUIREMENTS
COVERAGE
CREDIT RATINGS
CREDIT RISK
CURRENCY
DEBT
DEPOSITS
EMERGING MARKETS
EXPOSURE
FACE VALUE
FINANCIAL INTERMEDIATION
FINANCIAL PRODUCTS
FINANCIAL SUPPORT
FINANCIAL SYSTEM
HONG KONG MONETARY AUTHORITY
INTERNATIONAL BANKS
LOAN CLASSIFICATION
LOAN SIZE
MATURITY
MONETARY AUTHORITIES
PORTFOLIOS
PRIVATE DEBT
PROBABILITY OF DEFAULT
QUANTITATIVE ANALYSIS
RATES
RATING AGENCIES
RATING SYSTEMS
REGIONAL BANKS
RESERVES
RESERVES REQUIREMENTS
RISK FACTORS
RISK MANAGEMENT
RISK MEASUREMENT
RISK PROFILES
SAM
SMALL LOANS
SOLVENCY RATIOS
SOVEREIGN RISK
Online Access:http://documents.worldbank.org/curated/en/2004/10/5304264/bank-capital-loan-loss-reserves-under-basel-ii-implications-emerging-countries
http://hdl.handle.net/10986/14221

Internet

http://documents.worldbank.org/curated/en/2004/10/5304264/bank-capital-loan-loss-reserves-under-basel-ii-implications-emerging-countries
http://hdl.handle.net/10986/14221

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