Capital Adequacy beyond Basel -

Capital Adequacy beyond Basel

Banking, Securities, and Insurance

Hal S. Scott (Herausgeber)

Buch | Hardcover
354 Seiten
2005
Oxford University Press Inc (Verlag)
978-0-19-516971-3 (ISBN)
129,95 inkl. MwSt
Capital adequacy rules have become a key tool to protect financial institutions. This book covers some key issues at stake in the capital requirements for insurance and securities firms. It analyzes the use of subordinated debt, internal models, and rating agencies, and also examines the effect of capital on reinsurance and securitization.
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.

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

Erscheint lt. Verlag 3.3.2005
Zusatzinfo numerous line figures
Verlagsort New York
Sprache englisch
Maße 236 x 163 mm
Gewicht 638 g
Themenwelt Recht / Steuern EU / Internationales Recht
Recht / Steuern Wirtschaftsrecht Bank- und Kapitalmarktrecht
Wirtschaft Betriebswirtschaft / Management Finanzierung
ISBN-10 0-19-516971-9 / 0195169719
ISBN-13 978-0-19-516971-3 / 9780195169713
Zustand Neuware
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