Browsing Faculty of Economic and Management Sciences by Subject "Basel"
Now showing items 1-4 of 4
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Applying lessons learnt from deficiencies in the Basel Accords to Solvency II
(Sabinet, 2013)Solvency II is the new European Union (EU) legislation that will review the capital adequacy regime for the insurance industry. Considerable progress has been made in the banking sector with the implementation of the Basel ... -
Asset correlations in single factor credit risk models: an empirical investigation
(Taylor & Francis, 2016)The internal ratings-based (IRB) approach (based on a single risk factor model) was designed by the Basel Committee on Banking Supervision (BCBS) to determine banks' regulatory credit risk capital. Key inputs of the model ... -
A case for economic capital as a pillar 1 regulatory tool
(Wiley, 2014)Regulatory capital – as a tool for financial regulation – has come under scrutiny following the financial crisis of 2007-2010 in terms of its ability to achieve the major objectives of financial regulations, namely ... -
The role of cost of capital in regulatory capital discrepancies among developing countries
(AOSIS, 2015)Capital as a regulatory instrument has been shown to contribute to competitiveness distortions between developed and developing countries. There is a dearth of literature that analyses the possibility of further competitiveness ...