Capital adequacy beyond Basel : banking, securities, and insurance / edited by Hal S. Scott

Capital regulation for position risk in banks, securities firms, and insurance companies -- Capital adequacy in insurance and reinsurance -- Consolidated capital regulation for financial conglomerates -- Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks -- No pain, no gain? effecting market discipline via "reverse convertible debentures" -- The use of internal models : comparison of the new Basel credit proposals with available internal models for credit risk -- Sizing operational risk and the effect of insurance : implications for the Basel II Capital Accord -- Enforcement of risk-based capital rules

著者

Scott, Hal S

出版社

Oxford University Press

発売日

2005年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9780195169713

発売済み