Chapter 27 International Banking Capital Standards for Market Risk: Recent Developments and Possible New Directions
Author:
JAMES V. HOUPT
Search for other papers by JAMES V. HOUPT in
Current site
Google Scholar Close
Language:
English
Print Publication Date:
03 Apr 1997
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

  • Collapse
  • Expand
Cover Current Legal Issues Affecting Central Banks, Volume IV.
Current Legal Issues Affecting Central Banks, Volume IV.
Volume IV.
ISBN:
9781557755032
Publication Date:
03 Apr 1997
Publisher:
International Monetary Fund
DOI:
https://doi.org/10.5089/9781557755032.071
Pages:
1037
Front Matter
Show Items
Chapter 1 Developments at the International Monetary Fund
Show Items
Chapter 2 Developments at the International Bank for Reconstruction and Development: The Restructuring of the Global Environment Facility
Chapter 3 Developments at the International Finance Corporation
Chapter 4 The First Three Years of the European Bank for Reconstruction and Development: Legal Issues and Solutions
Chapter 5 European Monetary Union and the European System of Central Banks
Chapter 6 The European Community’s Second Banking Directive
Chapter 7 Banking Law Developments in the European Union: Deposit Insurance and Money-Laundering Initiatives
Chapter 8 GATT and Its Effect on Banking Services
Chapter 9 The Implications of NAFTA for Central Banks
Chapter 10 Banking Law Developments in Latin America
Chapter 11 U.S. Banking Regulation Roundtable
Show Items
Chapter 12 Banking Reform in the United States
Chapter 13 Banking Law Developments in the United Kingdom
Chapter 14 Banking Law Developments in Canada
Chapter 15 Banking Law Developments in the Former Soviet Union
Chapter 16 Banking Law Reform in China
Chapter 17 Banking Supervision Around the World
Show Items
Chapter 18 Who Should Be the Banking Supervisors?
Show Items
Chapter 19 BCCI: The Lessons for Banking Supervision
Chapter 20 The Role of Deposit Insurance: Financial System Stability and Moral Hazard
Chapter 21 Bankruptcy: Policy, Law, and Strategy
Show Items
Chapter 22 The New Foreign Exchange Master Agreements
Show Items
Chapter 23 Financial Derivatives
Show Items
Chapter 24 Securitization: Has It Matured?
Chapter 25 Payment Systems
Show Items
Chapter 26 Securities Transfers
Show Items
Back Matter
Show Items