Bank capital and loan loss reserves under Basel II : implications for emerging countries / Giovanni Majnoni, Margaret Miller, and Andrew Powell

By: Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Policy research working paper ; 3437Publisher: [Washington, D.C] : World Bank, [2004]Description: Online-RessourceSubject(s): Additional physical formats: Majnoni, Giovanni: Bank capital and loan loss reserves under Basel II LOC classification:
  • HG3881.5.W57
Online resources: Additional physical formats: Also available in print.Summary: "Majnoni, Miller, and Powell propose an integrated approach to minimum bank capital and loan loss reserves regulation. They break new ground in two main areas. First, the authors provide an explicit measurement of the credit loss distribution for a sample of emerging countries providing a benchmark for discussing the appropriate calibration of new regulatory capital and loan loss provision requirements for non-G10 countries. Second, on normative grounds, they propose a simplified version of the "internal rating based" (IRB) approach as a transition tool that, while retaining a risk-based definition of solvency ratios, implies reduced supervisory monitoring costs and could therefore be of interest to emerging countries where supervisory resources are particularly scarce. This paper--a product of the Finance Cluster Sector Unit, Latin America and the Caribbean Region--is part of a larger effort in the region to analyze the effects of bank capital regulation"--World Bank web sitePPN: PPN: 724213546Package identifier: Produktsigel: GBV-wba | ZDB-1-WBA | ZDB-110-WBL
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