 |
|
Finance and Economics Discussion Series: The Pre-Commitment Approach: Using Incentives to Set Market Risk Capital Requirements
Paul H. Kupiec
Paperback. BiblioGov 2013-02-06.
ISBN 9781288722020
|
|
|
|
Hitta bokens lägsta pris
|
Förlagets beskrivning
This paper develops a model of bank behavior that focuses on the interaction between the incentives created by fixed-rate deposit insurance and a bank's choice of its loan portfolio and its market-traded financial instruments. The model is used to analyze the consequences of the Federal Reserve Board's proposed pre-commitment approach (PCA) for setting market risk capital requirements for bank trading portfolios. Under the PCA, a bank determines its own market risk capital requirement and is subject to a known regulatory penalty should its trading activities generate subsequent losses that exceed its market risk capital commitment
Fler böcker av Paul H. Kupiec
Liknande böcker
Recensioner
Den här boken har tyvärr inte några recensioner ännu. Om du redan läst boken, skriv en recension!
Recensera boken
Skriv en recension och dela dina åsikter med andra. Försök att fokusera på bokens innehåll. Läs våra instruktioner för mer information.
Finance and Economics Discussion Series: The Pre-Commitment Approach: Using Incentives to Set Market Risk Capital Requirements
Bokrecensioner » Finance and Economics Discussion Series: The Pre-Commitment Approach: Using Incentives to Set Market Risk Capital Requirements
|
|
 |
|
|
|
|
