FREE [DOWNLOAD] INTERNAL MODELS-BASED CAPITAL REGULATION AND BANK RISKTAKING INCENTIVES EBOOKS PDF Author :Mr Paul H Kupiec / Category :Business & Economics / Total Pages : 32 pages
Download Internal Models-Based Capital Regulation And Bank Risk-Taking Incentives PDF Summary : Free internal models-based capital regulation and bank risk-taking incentives pdf download - advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations these claims are examined using a merton-style model of deposit insurance analysis shows that internal model-based capital estimates are biased by safety-net-generated funding subsidies that convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model estimates these subsidies are not uniform across the risk spectrum and as a consequence internal model regulatory capital requirements will cause distortions in bank lending behavior Pusblisher : International Monetary Fund on 2002-07-01 / ISBN : 9781451900088
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