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Heterogeneity of Bank Risk Weights in the EU

Heterogeneity of Bank Risk Weights in the EU »

Source: Heterogeneity of Bank Risk Weights in the EU : Evidence by Asset Class and Country of Counterparty Exposure

Volume/Issue: 2017/137

Series: IMF Working Papers

Author(s): Rima Turk-Ariss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 June 2017

ISBN: 9781484302958

Keywords: Bank Capital; Regulation; Risk Weights; Basel III, Bank Capital, Regulation, Risk Weights, Basel III

Concerns about excessive variability in bank risk weights have prompted their review by regulators. This paper provides prima facie evidence on the extent of risk weight heterogeneity across broad asset classes and...

Non-G-10 Countries and the Basle Capital Rules

Non-G-10 Countries and the Basle Capital Rules »

Source: Non-G-10 Countries and the Basle Capital Rules : How Tough a Challenge is it to Join the Basle Club?

Volume/Issue: 1995/5

Series: IMF Policy Discussion Papers

Author(s): Claudia Dziobek , María Nieto , and Olivier Frecaut

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1995

ISBN: 9781451972467

Keywords: Bank regulations, capital accord, balance sheet, capital ratio, risk weights, capital adequacy

The 1988 Basle Capital Accord has introduced the norm of a risk-based capital ratio of 8 percent. It was negotiated among the G-10 countries to strengthen their international banks’ capital base while simult...

Heterogeneity of Bank Risk Weights in the EU
			: Evidence by Asset Class and Country of Counterparty Exposure

Heterogeneity of Bank Risk Weights in the EU : Evidence by Asset Class and Country of Counterparty Exposure »

Volume/Issue: 2017/137

Series: IMF Working Papers

Author(s): Rima Turk-Ariss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 June 2017

DOI: http://dx.doi.org/10.5089/9781484302958.001

ISBN: 9781484302958

Keywords: Bank Capital; Regulation; Risk Weights; Basel III, Bank Capital, Regulation, Risk Weights, Basel III

Concerns about excessive variability in bank risk weights have prompted their review by regulators. This paper provides prima facie evidence on the extent of risk weight heterogeneity across broad asset classes and...

Non-G-10 Countries and the Basle Capital Rules
			: How Tough a Challenge is it to Join the Basle Club?

Non-G-10 Countries and the Basle Capital Rules : How Tough a Challenge is it to Join the Basle Club? »

Volume/Issue: 1995/5

Series: IMF Policy Discussion Papers

Author(s): Claudia Dziobek , María Nieto , and Olivier Frecaut

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1995

DOI: http://dx.doi.org/10.5089/9781451972467.003

ISBN: 9781451972467

Keywords: Bank regulations, capital accord, balance sheet, capital ratio, risk weights, capital adequacy

The 1988 Basle Capital Accord has introduced the norm of a risk-based capital ratio of 8 percent. It was negotiated among the G-10 countries to strengthen their international banks’ capital base while simult...