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. The author evaluates those three approaches--building blocs, internal models, and precommitment--and assesses their possible implications for bank capital, competition, and pricing decisions.
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INFORMATION
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1996/12/31
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Point de vue
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16887
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1
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1
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2010/07/01
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Regulating market risk in banks - the options
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Finance & Private Sector Development
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