Verfügbarkeit: Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives

Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives:

Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital est...

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1. Verfasser:	Kupiec, Paul H. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2002
Schriftenreihe:	IMF Working Papers Working Paper No. 02/125
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital estimates are biased by safety-net-generated funding subsidies that convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model estimates. These subsidies are not uniform across the risk spectrum, and, as a consequence, internal model regulatory capital requirements will cause distortions in bank lending behavior
Beschreibung:	1 Online-Ressource (32 p)
ISBN:	1451854838 9781451854831

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spelling	Kupiec, Paul H. Verfasser aut Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives Kupiec, Paul H Washington, D.C International Monetary Fund 2002 1 Online-Ressource (32 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 02/125 Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital estimates are biased by safety-net-generated funding subsidies that convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model estimates. These subsidies are not uniform across the risk spectrum, and, as a consequence, internal model regulatory capital requirements will cause distortions in bank lending behavior Online-Ausg http://elibrary.imf.org/view/IMF001/03657-9781451854831/03657-9781451854831/03657-9781451854831.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Kupiec, Paul H. Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
title	Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
title_auth	Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
title_exact_search	Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
title_exact_search_txtP	Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
title_full	Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives Kupiec, Paul H
title_fullStr	Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives Kupiec, Paul H
title_full_unstemmed	Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives Kupiec, Paul H
title_short	Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
title_sort	internal models based capital regulation and bank risk taking incentives
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