Bank Capital and Loan Loss Reserves Under Basel II: Implications for Emerging Countries
The authors 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.
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dig-okr-10986142212024-08-08T17:29:23Z Bank Capital and Loan Loss Reserves Under Basel II: Implications for Emerging Countries Majnoni, Giovanni Miller, Margaret Powell, Andrew APPLICATIONS AUTONOMY BANK CAPITAL BANK CREDIT BANK DEPOSITS BANK LOANS BANK RATINGS BANK REGULATION BANK SOLVENCY BANK SUPERVISION BANKING SECTOR BANKING SUPERVISION BANKING SYSTEM BANKS CAPITAL REQUIREMENT CAPITAL REQUIREMENTS COVERAGE CREDIT RATINGS CREDIT RISK CURRENCY DEBT DEPOSITS EMERGING MARKETS EXPOSURE FACE VALUE FINANCIAL INTERMEDIATION FINANCIAL PRODUCTS FINANCIAL SUPPORT FINANCIAL SYSTEM HONG KONG MONETARY AUTHORITY INTERNATIONAL BANKS LOAN CLASSIFICATION LOAN SIZE MATURITY MONETARY AUTHORITIES PORTFOLIOS PRIVATE DEBT PROBABILITY OF DEFAULT QUANTITATIVE ANALYSIS RATES RATING AGENCIES RATING SYSTEMS REGIONAL BANKS RESERVES RESERVES REQUIREMENTS RISK FACTORS RISK MANAGEMENT RISK MEASUREMENT RISK PROFILES SAM SMALL LOANS SOLVENCY RATIOS SOVEREIGN RISK The authors 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. 2013-06-26T19:23:35Z 2013-06-26T19:23:35Z 2004-10 http://documents.worldbank.org/curated/en/2004/10/5304264/bank-capital-loan-loss-reserves-under-basel-ii-implications-emerging-countries https://hdl.handle.net/10986/14221 English en_US Policy Research Working Paper;No.3437 CC BY 3.0 IGO http://creativecommons.org/licenses/by/3.0/igo/ World Bank application/pdf text/plain World Bank, Washington, D.C. |
| institution |
Banco Mundial |
| collection |
DSpace |
| country |
Estados Unidos |
| countrycode |
US |
| component |
Bibliográfico |
| access |
En linea |
| databasecode |
dig-okr |
| tag |
biblioteca |
| region |
America del Norte |
| libraryname |
Biblioteca del Banco Mundial |
| language |
English en_US |
| topic |
APPLICATIONS AUTONOMY BANK CAPITAL BANK CREDIT BANK DEPOSITS BANK LOANS BANK RATINGS BANK REGULATION BANK SOLVENCY BANK SUPERVISION BANKING SECTOR BANKING SUPERVISION BANKING SYSTEM BANKS CAPITAL REQUIREMENT CAPITAL REQUIREMENTS COVERAGE CREDIT RATINGS CREDIT RISK CURRENCY DEBT DEPOSITS EMERGING MARKETS EXPOSURE FACE VALUE FINANCIAL INTERMEDIATION FINANCIAL PRODUCTS FINANCIAL SUPPORT FINANCIAL SYSTEM HONG KONG MONETARY AUTHORITY INTERNATIONAL BANKS LOAN CLASSIFICATION LOAN SIZE MATURITY MONETARY AUTHORITIES PORTFOLIOS PRIVATE DEBT PROBABILITY OF DEFAULT QUANTITATIVE ANALYSIS RATES RATING AGENCIES RATING SYSTEMS REGIONAL BANKS RESERVES RESERVES REQUIREMENTS RISK FACTORS RISK MANAGEMENT RISK MEASUREMENT RISK PROFILES SAM SMALL LOANS SOLVENCY RATIOS SOVEREIGN RISK APPLICATIONS AUTONOMY BANK CAPITAL BANK CREDIT BANK DEPOSITS BANK LOANS BANK RATINGS BANK REGULATION BANK SOLVENCY BANK SUPERVISION BANKING SECTOR BANKING SUPERVISION BANKING SYSTEM BANKS CAPITAL REQUIREMENT CAPITAL REQUIREMENTS COVERAGE CREDIT RATINGS CREDIT RISK CURRENCY DEBT DEPOSITS EMERGING MARKETS EXPOSURE FACE VALUE FINANCIAL INTERMEDIATION FINANCIAL PRODUCTS FINANCIAL SUPPORT FINANCIAL SYSTEM HONG KONG MONETARY AUTHORITY INTERNATIONAL BANKS LOAN CLASSIFICATION LOAN SIZE MATURITY MONETARY AUTHORITIES PORTFOLIOS PRIVATE DEBT PROBABILITY OF DEFAULT QUANTITATIVE ANALYSIS RATES RATING AGENCIES RATING SYSTEMS REGIONAL BANKS RESERVES RESERVES REQUIREMENTS RISK FACTORS RISK MANAGEMENT RISK MEASUREMENT RISK PROFILES SAM SMALL LOANS SOLVENCY RATIOS SOVEREIGN RISK |
| spellingShingle |
APPLICATIONS AUTONOMY BANK CAPITAL BANK CREDIT BANK DEPOSITS BANK LOANS BANK RATINGS BANK REGULATION BANK SOLVENCY BANK SUPERVISION BANKING SECTOR BANKING SUPERVISION BANKING SYSTEM BANKS CAPITAL REQUIREMENT CAPITAL REQUIREMENTS COVERAGE CREDIT RATINGS CREDIT RISK CURRENCY DEBT DEPOSITS EMERGING MARKETS EXPOSURE FACE VALUE FINANCIAL INTERMEDIATION FINANCIAL PRODUCTS FINANCIAL SUPPORT FINANCIAL SYSTEM HONG KONG MONETARY AUTHORITY INTERNATIONAL BANKS LOAN CLASSIFICATION LOAN SIZE MATURITY MONETARY AUTHORITIES PORTFOLIOS PRIVATE DEBT PROBABILITY OF DEFAULT QUANTITATIVE ANALYSIS RATES RATING AGENCIES RATING SYSTEMS REGIONAL BANKS RESERVES RESERVES REQUIREMENTS RISK FACTORS RISK MANAGEMENT RISK MEASUREMENT RISK PROFILES SAM SMALL LOANS SOLVENCY RATIOS SOVEREIGN RISK APPLICATIONS AUTONOMY BANK CAPITAL BANK CREDIT BANK DEPOSITS BANK LOANS BANK RATINGS BANK REGULATION BANK SOLVENCY BANK SUPERVISION BANKING SECTOR BANKING SUPERVISION BANKING SYSTEM BANKS CAPITAL REQUIREMENT CAPITAL REQUIREMENTS COVERAGE CREDIT RATINGS CREDIT RISK CURRENCY DEBT DEPOSITS EMERGING MARKETS EXPOSURE FACE VALUE FINANCIAL INTERMEDIATION FINANCIAL PRODUCTS FINANCIAL SUPPORT FINANCIAL SYSTEM HONG KONG MONETARY AUTHORITY INTERNATIONAL BANKS LOAN CLASSIFICATION LOAN SIZE MATURITY MONETARY AUTHORITIES PORTFOLIOS PRIVATE DEBT PROBABILITY OF DEFAULT QUANTITATIVE ANALYSIS RATES RATING AGENCIES RATING SYSTEMS REGIONAL BANKS RESERVES RESERVES REQUIREMENTS RISK FACTORS RISK MANAGEMENT RISK MEASUREMENT RISK PROFILES SAM SMALL LOANS SOLVENCY RATIOS SOVEREIGN RISK Majnoni, Giovanni Miller, Margaret Powell, Andrew Bank Capital and Loan Loss Reserves Under Basel II: Implications for Emerging Countries |
| description |
The authors 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. |
| topic_facet |
APPLICATIONS AUTONOMY BANK CAPITAL BANK CREDIT BANK DEPOSITS BANK LOANS BANK RATINGS BANK REGULATION BANK SOLVENCY BANK SUPERVISION BANKING SECTOR BANKING SUPERVISION BANKING SYSTEM BANKS CAPITAL REQUIREMENT CAPITAL REQUIREMENTS COVERAGE CREDIT RATINGS CREDIT RISK CURRENCY DEBT DEPOSITS EMERGING MARKETS EXPOSURE FACE VALUE FINANCIAL INTERMEDIATION FINANCIAL PRODUCTS FINANCIAL SUPPORT FINANCIAL SYSTEM HONG KONG MONETARY AUTHORITY INTERNATIONAL BANKS LOAN CLASSIFICATION LOAN SIZE MATURITY MONETARY AUTHORITIES PORTFOLIOS PRIVATE DEBT PROBABILITY OF DEFAULT QUANTITATIVE ANALYSIS RATES RATING AGENCIES RATING SYSTEMS REGIONAL BANKS RESERVES RESERVES REQUIREMENTS RISK FACTORS RISK MANAGEMENT RISK MEASUREMENT RISK PROFILES SAM SMALL LOANS SOLVENCY RATIOS SOVEREIGN RISK |
| author |
Majnoni, Giovanni Miller, Margaret Powell, Andrew |
| author_facet |
Majnoni, Giovanni Miller, Margaret Powell, Andrew |
| author_sort |
Majnoni, Giovanni |
| title |
Bank Capital and Loan Loss Reserves Under Basel II: Implications for Emerging Countries |
| title_short |
Bank Capital and Loan Loss Reserves Under Basel II: Implications for Emerging Countries |
| title_full |
Bank Capital and Loan Loss Reserves Under Basel II: Implications for Emerging Countries |
| title_fullStr |
Bank Capital and Loan Loss Reserves Under Basel II: Implications for Emerging Countries |
| title_full_unstemmed |
Bank Capital and Loan Loss Reserves Under Basel II: Implications for Emerging Countries |
| title_sort |
bank capital and loan loss reserves under basel ii: implications for emerging countries |
| publisher |
World Bank, Washington, D.C. |
| publishDate |
2004-10 |
| url |
http://documents.worldbank.org/curated/en/2004/10/5304264/bank-capital-loan-loss-reserves-under-basel-ii-implications-emerging-countries https://hdl.handle.net/10986/14221 |
| work_keys_str_mv |
AT majnonigiovanni bankcapitalandloanlossreservesunderbaseliiimplicationsforemergingcountries AT millermargaret bankcapitalandloanlossreservesunderbaseliiimplicationsforemergingcountries AT powellandrew bankcapitalandloanlossreservesunderbaseliiimplicationsforemergingcountries |
| _version_ |
1807157109455847424 |