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The New York Innovation Center bridges the worlds of finance, technology, and innovation and generates insights into high-value central bank-related opportunities.
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| Browse the Economic Policy Review: | |||
| Volume 4, Number 3 October 1998 |
Download full book 247 pages / 1,860 kb |
|
Financial Services at the Crossroads: Capital Regulation in the Twenty-First Century |
| Conference Overview: Major Themes and Directions for the Future4 pages / 38 kb William J. McDonough |
| Opening Remarks3 pages / 27 kb Chester B. Feldberg |
| Session 1: Impact of Capital Requirements on Bank Risk Taking: Empirical Evidence The Impact of Capital Requirements on U.K. Bank Behaviour 8 pages / 449 kbTolga Ediz, Ian Michael, and William Perraudin |
| Assessing the Impact of Prompt Corrective Action on Bank Capital and Risk10 pages / 82 kb Raj Aggarwal and Kevin T. Jacques |
| Fair Value Accounting and Regulatory Capital Requirements11 pages / 94 kb Tatsuya Yonetani and Yuko Katsuo |
| Measuring the Relative Marginal Cost of Debt and Capital for Banks1 pages / 13 kb Thuan Le and Kevin P. Sheehan |
| Commentary3 pages / 26 kb Stephen G. Cecchetti |
| Session 2: Credit Risk Modeling Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard 8 pages / 72 kbDavid Jones and John Mingo |
| Credit Risk in the Australian Banking Sector10 pages / 84 kb Brian Gray |
| Portfolio Credit Risk12 pages / 255 kb Thomas C. Wilson |
| Capital Allocation and Bank Management Based on the Quantification of Credit Risk12 pages / 214 kb Kenji Nishiguchi, Hiroshi Kawai, and Takanori Sazaki |
| Commentary3 pages / 29 kb William Perraudin |
| Distinguished Address Supervisory Capital Standards: Modernise or Redesign? 4 pages / 34 kbEdgar Meister |
| Session 3: Issues in Value-at-Risk Modeling and Evaluation The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations 2 pages / 22 kbJon Danielsson, Casper G. de Vries, and Bjørn N. Jørgensen |
| Horizon Problems and Extreme Events in Financial Risk Management10 pages / 128 kb Peter F. Christoffersen, Francis X. Diebold, and Til Schuermann |
| Methods for Evaluating Value-at-Risk Estimates6 pages / 200 kb Jose A. Lopez |
| Commentary4 pages / 123 kb Beverly Hirtle |
| Session 4: Incentive-Compatible Regulation: Views on the Precommitment Approach Pilot Exercise-Pre-Commitment Approach to Market Risk 6 pages / 130 kbJill Considine |
| Value at Risk and Precommitment: Approaches to Market Risk Regulation7 pages / 138 kb Arupratan Daripa and Simone Varotto |
| Designing Incentive-Compatible Regulation in Banking: The Role of Penalty in the Precommitment Approach9 pages / 92 kb Shuji Kobayakawa |
| Commentary5 pages / 174 kb Patrick Parkinson |
| Keynote Address The Role of Capital in Optimal Banking Supervision and Regulation 6 pages / 135 kbAlan Greenspan |
| Session 5: International Capital Allocation at Financial Institutions Building a Coherent Risk Measurement and Capital Optimisation Model for Financial Firms 12 pages / 185 kbTim Shepheard-Walwyn and RobertLitterman |
| Capital from an Insurance Company Perspective3 pages / 116 kb Robert E. Lewis |
| Commentary2 pages / 106 kb Masatoshi Okawa |
| Session 6: The Role of Capital Regulation in Bank Supervision Formulas or Supervision? Remarks on the Future of Regulatory Capital 10 pages / 166 kbArturo Estrella |
| Deposit Insurance, Bank Incentives, and the Design of Regulatory Policy11 pages / 223 kb Paul H. Kupiec and James M. O'Brien |
| Issues in Financial Institution Capital in Emerging Market Economies11 pages / 268 kb Allen B. Frankel |
| Commentary3 pages / 112 kb Christine M. Cumming |
| Session 7: The Future of Capital Regulation Capital Regulations: The Road Ahead 5 pages / 131 kbTom de Swaan |
| Risk Management: One Institution's Experience4 pages / 119 kb Thomas G. Labrecque |
