Regulating market risk in banks : a comparison of alternative regulatory regimes (English)

The author evaluates three approaches to regulating market risk in banks on the basis of efficiency, competitive neutrality, and effectiveness in regulation. Each approach is judged on how well it fulfills the aims of regulation without overburdening the financial system with the cost of regulation. The three approaches are the building bloc approach where separate capital requirements are determined for each of four major market risk categories and...
See More

DETAILS

See More

DOWNLOADS

COMPLETE REPORT

Official version of document (may contain signatures, etc)

  • Official PDF

  • TXT*

  • Total Downloads** : 1441

  • Download Stats

  • *The text version is uncorrected OCR text and is included solely to benefit users with slow connectivity.

Citation

Stephanou,Constantinos.

Regulating market risk in banks : a comparison of alternative regulatory regimes (English). Policy, Research working paper ; no. WPS 1692 Washington, D.C. : World Bank Group. http://documents.worldbank.org/curated/en/227561468741306151

SUBSCRIBE TO EMAIL ALERTS

This document is being processed or is not available.