Internal models, subordinated debt, and regulatory capital requirements for bank credit risk / prepared by Paul Kupiec. [recurso electrónico]
Tipo de material: TextoSeries IMF working paper ; no. 02/157Detalles de publicación: Washington, D.C. : International Monetary Fund, 2002Descripción: 30 pTema(s): Clasificación CDD:- 21 332.1
Contenidos:
1. Introduction -- 2. The appeal of an internal models approach for capital regulation -- 3. Internal models and regulatory objectives -- 4. Credir risk and the value of safety-net guarantees -- 5. Credit VaR and Buffer stock capital allocation -- 6. Safety net externalities and internal models capital estimates -- 7. Using subordinated debt to implement an internal models capital regulation -- 8. Conclusions -- Text tables -- Figures - References.
Tipo de ítem | Biblioteca actual | Signatura | Estado | Fecha de vencimiento | Código de barras |
---|---|---|---|---|---|
Libro electrónico | Biblioteca Manuel Belgrano | Disponible | Recurso en línea |
Bibliografía: p. 26-29.
1. Introduction -- 2. The appeal of an internal models approach for capital regulation -- 3. Internal models and regulatory objectives -- 4. Credir risk and the value of safety-net guarantees -- 5. Credit VaR and Buffer stock capital allocation -- 6. Safety net externalities and internal models capital estimates -- 7. Using subordinated debt to implement an internal models capital regulation -- 8. Conclusions -- Text tables -- Figures - References.
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