Capital Adequacy beyond Basel
Banking, Securities, and Insurance
ISBN13: 9780195169713ISBN10: 0195169719
Hardback,
354 pages
Jan 2005,
In Stock
Price:
$140.00 (06)Table of Contents
Introduction
1.
Capital Regulation for Position Risk in Banks, Securities Firms, and Insurance Companies
,
2.
Capital Adequacy in Insurance and Reinsurance
,
3.
Consolidated Capital Regulation for Financial Conglomerates
,
4.
Using a Mandatory Subordinated Debt Issuance Requirement to Set Regulatory Capital Requirements for Bank Credit Risks
,
5.
No Pain, No Gain? Effecting Market Discipline via "Reverse Convertible Debentures"
,
6.
The Use of Internal Models: Comparison of the New Basel Credit Proposals with Available Internal Models for Credit Risk
,
7.
Sizing Operational Risk and the Effect of Insurance: Implications for the Basel II Capital Accord
,
8.
Enforcement of Risk-Based Capital Rules
,
Index
