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资料
| 文件格式: |
pdf |
| 文件页数: |
327 |
| 文件语言: |
英文 |
| 文件原作者: |
不详 |
| 成文时间: |
不详 |
| 摘要或目录: |
1 Introduction 1
Summary of Argument 5
Outline of the Book 7
A Note on Timing 13
2 Role of Capital Regulation 15
Rationale for Capital Regulation 16
Evolving Role of Capital Regulation 29
Conclusion 42
3 Basel I 45
Origins of the Accord 45
Elements of the Accord 54
Assessment of Basel I 64
Conclusion 84
4 Negotiating Basel II 87
Launching the Review Process 87
Curious Release of the First Consultative Paper 93
Shift to an Internal Ratings–Based Approach 104
Process of Continuous Revision 113
Revised Framework 122
Responding to the Subprime Crisis 131
Conclusion 135
5 Assessing Basel II as a Regulatory Model 139
Do Regulatory Capital Requirements Matter? 141
Potential Benefits of the Advanced Internal Ratings–
Based Model 150
Potential Negative Effects of the Advanced Internal
Ratings–Based Model 177
Conclusion 189
Appendix 5A 191
6 Basel II as an International Arrangement 195
Safety and Soundness 197
Competitive Equality 209
Cooperative Supervision of Multinational Banks 214
Indirect Benefits 222
Conclusion 223
7 Alternatives to Basel II 225
Retaining a Standardized Approach 226
Market Discipline: Mandatory Subordinated Debt 231
Precommitment Approach 246
Establishing an International Supervisory Role 251
Eliminating International Cooperation on Safety
and Soundness 255
Conclusion 256
8 Conclusions and Recommendations 259
Recommendations 262
Implications Beyond Capital Regulation 279 |
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匿名
发表于 2015-10-12 08:37:53
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