Bank capital and loan loss reserves under Basel II: implications for emerging countries
"Majnoni, Miller, and Powell propose an integrated approach to minimum bank capital and loan loss reserves regulation. They break new ground in two main areas. First, the authors provide an explicit measurement of the credit loss distribution for a sample of emerging countries providing a bench...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
[Washington, D.C]
World Bank
2004
|
| Schriftenreihe: | Policy research working paper
3437 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | "Majnoni, Miller, and Powell propose an integrated approach to minimum bank capital and loan loss reserves regulation. They break new ground in two main areas. First, the authors provide an explicit measurement of the credit loss distribution for a sample of emerging countries providing a benchmark for discussing the appropriate calibration of new regulatory capital and loan loss provision requirements for non-G10 countries. Second, on normative grounds, they propose a simplified version of the "internal rating based" (IRB) approach as a transition tool that, while retaining a risk-based definition of solvency ratios, implies reduced supervisory monitoring costs and could therefore be of interest to emerging countries where supervisory resources are particularly scarce. This paper--a product of the Finance Cluster Sector Unit, Latin America and the Caribbean Region--is part of a larger effort in the region to analyze the effects of bank capital regulation"--World Bank web site |
| Beschreibung: | Includes bibliographical references. - Title from PDF file as viewed on 10/22/2004 Erscheinungsjahr in Vorlageform:[2004] Weitere Ausgabe: Majnoni, Giovanni: Bank capital and loan loss reserves under Basel II |
| Beschreibung: | 1 Online-Ressource (30 seiten) |
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| 520 | 1 | |a "Majnoni, Miller, and Powell propose an integrated approach to minimum bank capital and loan loss reserves regulation. They break new ground in two main areas. First, the authors provide an explicit measurement of the credit loss distribution for a sample of emerging countries providing a benchmark for discussing the appropriate calibration of new regulatory capital and loan loss provision requirements for non-G10 countries. Second, on normative grounds, they propose a simplified version of the "internal rating based" (IRB) approach as a transition tool that, while retaining a risk-based definition of solvency ratios, implies reduced supervisory monitoring costs and could therefore be of interest to emerging countries where supervisory resources are particularly scarce. This paper--a product of the Finance Cluster Sector Unit, Latin America and the Caribbean Region--is part of a larger effort in the region to analyze the effects of bank capital regulation"--World Bank web site | |
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| 653 | |a Loan loss reserves |a Developing countries | ||
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| spellingShingle | Majnoni, Giovanni 1954- Bank capital and loan loss reserves under Basel II implications for emerging countries Entwicklungsländer |
| title | Bank capital and loan loss reserves under Basel II implications for emerging countries |
| title_auth | Bank capital and loan loss reserves under Basel II implications for emerging countries |
| title_exact_search | Bank capital and loan loss reserves under Basel II implications for emerging countries |
| title_full | Bank capital and loan loss reserves under Basel II implications for emerging countries Giovanni Majnoni, Margaret Miller, and Andrew Powell |
| title_fullStr | Bank capital and loan loss reserves under Basel II implications for emerging countries Giovanni Majnoni, Margaret Miller, and Andrew Powell |
| title_full_unstemmed | Bank capital and loan loss reserves under Basel II implications for emerging countries Giovanni Majnoni, Margaret Miller, and Andrew Powell |
| title_short | Bank capital and loan loss reserves under Basel II |
| title_sort | bank capital and loan loss reserves under basel ii implications for emerging countries |
| title_sub | implications for emerging countries |
| topic | Entwicklungsländer |
| topic_facet | Entwicklungsländer |
| url | http://elibrary.worldbank.org/content/workingpaper/10.1596/1813-9450-3437 |
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