Browse

You are looking at 1 - 4 of 4 items :

  • Real Estate - Mortgages x
  • Keywords: Basel II x
  • Keywords: banking x
Clear All
Bank Capital Adequacy in Australia

Bank Capital Adequacy in Australia »

Source: Bank Capital Adequacy in Australia

Volume/Issue: 2012/25

Series: IMF Working Papers

Author(s): Niamh Sheridan , and B. Jang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463932527

Keywords: Canada, Basel II, Basel III, loss given default, probability of default, stress tests, mortgages, residential mortgages, banking, mortgage

The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital qualit...

Bank Capital Adequacy in Australia

Bank Capital Adequacy in Australia »

Volume/Issue: 2012/25

Series: IMF Working Papers

Author(s): Niamh Sheridan , and B. Jang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463932527.001

ISBN: 9781463932527

Keywords: Canada, Basel II, Basel III, loss given default, probability of default, stress tests, mortgages, residential mortgages, banking, mortgage

The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital qualit...

New Zealand Banks' Vulnerabilities and  Capital Adequacy

New Zealand Banks' Vulnerabilities and Capital Adequacy »

Volume/Issue: 2013/7

Series: IMF Working Papers

Author(s): B. Jang , and Masahiko Kataoka

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 January 2013

DOI: http://dx.doi.org/10.5089/9781475561371.001

ISBN: 9781475561371

Keywords: Basel II, loss given default, probability of default, mortgages, banking, mortgage, residential mortgages, General, Government Policy and Regulation,

The paper finds that, given New Zealand's conservative approach in implementing the Basel II framework, New Zealand banks' headline capital ratios underestimate their capital strength. A comparison with Canadian, U...

New Zealand Banks’ Vulnerabilities and  Capital Adequacy

New Zealand Banks’ Vulnerabilities and Capital Adequacy »

Source: New Zealand Banks' Vulnerabilities and Capital Adequacy

Volume/Issue: 2013/7

Series: IMF Working Papers

Author(s): B. Jang , and Masahiko Kataoka

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 January 2013

ISBN: 9781475561371

Keywords: Basel II, loss given default, probability of default, mortgages, banking, mortgage, residential mortgages, General, Government Policy and Regulation,

The paper finds that, given New Zealand's conservative approach in implementing the Basel II framework, New Zealand banks' headline capital ratios underestimate their capital strength. A comparison with Canadian, U...