Chapter 27 International Banking Capital Standards for Market Risk: Recent Developments and Possible New Directions
Author: JAMES V. HOUPT
Language:
English
Keywords:
BOOK; chapter; banking regulation roundtable; banking supervisor; master agreement; agreement; chapter 22; chapter 18; Bank supervision; Commercial banks; Credit; Securities; Global; Europe; Eastern Europe; Africa; Central and Eastern Europe; bank management; capital requirement; net equity trading position; trading activity; market condition; Credit risk; Market risk; Capital adequacy requirements

Abstract

This chapter addresses the emerging international capital standards, particularly the standards for market risks arising from the trading activities of banks. The basic framework under consideration for structuring new capital requirements is examined. The April 1993 proposals of the Basle Committee on Banking Supervision and some of the thoughts of the Committee regarding new standards are reviewed. The Committee was considering two risk-measurement techniques: one based on a so-called standard approach that applies risk weights to various trading positions, and another based on the results of a bank’s own internal models.

Within Same Series

Other IMF Content

Other Publishers Content

Cover Current Legal Issues Affecting Central Banks, Volume IV.
Current Legal Issues Affecting Central Banks, Volume IV.
Volume IV.
Author: Mr. Robert C. Effros
ISBN:
9781557755032
Publication Date:
03 Apr 1997
Publisher:
International Monetary Fund
DOI:
https://doi.org/10.5089/9781557755032.071
Pages:
1037