1.

Record Nr.

UNINA9910465486603321

Titolo

Capital adequacy beyond Basel [[electronic resource] ] : banking, securities, and insurance / / edited by Hal S. Scott

Pubbl/distr/stampa

New York, N.Y., : Oxford University Press, 2005

ISBN

0-19-988352-1

1-4237-2217-5

0-19-803794-5

9786610560394

1-280-56039-8

Descrizione fisica

1 online resource (355 p.)

Altri autori (Persone)

ScottHal S

Disciplina

332.1/068/1

Soggetti

Bank reserves - Government policy

Insurance - Reserves - Government policy

Banks and banking - State supervision

Financial institutions - State supervision

Bank loans

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. 328-329) and index.

Nota di contenuto

Capital regulation for position risk in banks, securities firms, and insurance companies -- Capital adequacy in insurance and reinsurance -- Consolidated capital regulation for financial conglomerates -- Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks -- No pain, no gain? effecting market discipline via "reverse convertible debentures" -- The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk -- Sizing operational risk and the effect of insurance -- Enforcement of risk-based capital rules.

Sommario/riassunto

The research contained in this book covers some key issues at stake in the capital requirements for insurance and securities firms. Contributors analyse the use of subordinated debt internal models, and rating agencies in addition to examining the effect on capital of



reinsurance and similar instruments.