Capital adequacy beyond Basel : banking, securities, and insurance

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Bibliographic Information

Capital adequacy beyond Basel : banking, securities, and insurance

edited by Hal S. Scott

Oxford University Press, 2005

Available at  / 19 libraries

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Note

Includes bibliographical references and index

Contents of Works

  • Capital regulation for position risk in banks, securities firms, and insurance companies / Richard Herring and Til Schuermann
  • Capital adequacy in insurance and reinsurance / Scott E. Harrington
  • Consolidated capital regulation for financial conglomerates / Howell E. Jackson
  • Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks / Paul Kupiec
  • No pain, no gain? effecting market discipline via "reverse convertible debentures" / Mark J. Flannery
  • The use of internal models : comparison of the new Basel credit proposals with available internal models for credit risk / Michel Crouhy, Dan Galai, and Robert Mark
  • Sizing operational risk and the effect of insurance : implications for the Basel II Capital Accord / Andrew P. Kuritzkes and Hal S. Scott
  • Enforcement of risk-based capital rules / Philip A. Wellons

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