Capital adequacy beyond Basel :banking, securities, and insurance
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York, N.Y. :
Name of Publisher, Distributor, etc.
Oxford University Press,
Date of Publication, Distribution, etc.
2005.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiii, 340 p. ;25 cm.
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 328-329) and index.
CONTENTS NOTE
Text of Note
Capital regulation for position risk in banks, securities firms, and insurance companies -- Capital adequacy in insurance and reinsurance -- Consolidated capital regulation for financial conglomerates -- Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks -- No pain, no gain? effecting market discipline via "reverse convertible debentures" -- The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk -- Sizing operational risk and the effect of insurance -- Enforcement of risk-based capital rules.