The Prudential supervision of netting, market risks and interest rate risk : preface to consultative proposal / by the Basle Committee on Banking Supervision

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التفاصيل :

رقم التسجيلة 22833
نوع المادة Papers
الموقع الالكتروني http://www.bis.org/publ/bcbs11b.htm
رقم الطلب 332.15 B299p
اسم الهيئة Basel Committee on Banking Supervision

العنوان The Prudential supervision of netting, market risks and interest rate risk : preface to consultative proposal / by the Basle Committee on Banking Supervision
شكل اخر للعنوان Capital adequacy treatment of the credit risk associated with certain off-balance-sheet items
بيانات النشر Basle, [SWITZERLAND]: Bank for International Settlements, 1993.
الوصف المادي 5 p
المحتويات / النص

المستخلص This package contains proposals for certain modifications to the Basle Capital Accord of July 1988 which will affect institutions' capital requirements. The market risk proposals could result in a higher or lower aggregate capital requirement, depending on the risk profile of the individual institution. This is because some of the requirements will substitute for existing credit risk requirements. Moreover, banks may have reduced overall capital charges under the netting proposal to the extent that they have legally valid netting arrangements governing their trading in certain financial instruments. The proposals for interest rate risk do not involve capital charges because they adress only teh measurement of interst rate risk
المواضيع International banking

الواصفات INTERNATIONAL BANKING
MANAGEMENT
RISK MANAGEMENT

الأسماء المرتبطة Bank for International Settlements

النسخ :

الباركود رمز الوحدة النسخة نوع النسخة
0228330001 332.15 B299p
1 مسحوبة