Internal models-based capital regulation and bank risk-taking incentives /
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| Author / Creator: | Kupiec, Paul H. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, ©2002. |
| Description: | 1 online resource (31 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper, 2227-8885 ; WP/02/125 IMF working paper ; WP/02/125. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12496704 |
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| 050 | 4 | |a HG3881.5.I58 |b W67 no.02/125 | |
| 100 | 1 | |a Kupiec, Paul H. | |
| 245 | 1 | 0 | |a Internal models-based capital regulation and bank risk-taking incentives / |c Paul Kupiec. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2002. | ||
| 300 | |a 1 online resource (31 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper, |x 2227-8885 ; |v WP/02/125 | |
| 500 | |a Cover title. | ||
| 500 | |a "July 2002"--Page 1 | ||
| 504 | |a Includes bibliographical references (pages 29-31). | ||
| 500 | |a At head of title: Monetary and Exchange Affairs Department. | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 588 | 0 | |a Print version record. | |
| 520 | |a Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital estimates are biased by safety-net-generated funding subsidies that convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model estimates. These subsidies are not uniform across the risk spectrum, and, as a consequence, internal model regulatory capital requirements will cause distortions in bank lending behavior. | ||
| 546 | |a English. | ||
| 650 | 0 | |a Deposit insurance |x Econometric models. | |
| 650 | 0 | |a Banking law. |0 http://id.loc.gov/authorities/subjects/sh85011597 | |
| 650 | 0 | |a Risk management |x Econometric models. | |
| 650 | 0 | |a Capital |x Econometric models. | |
| 650 | 0 | |a Bank reserves |x Econometric models. | |
| 650 | 6 | |a Assurance-dépôts |x Modèles économétriques. | |
| 650 | 6 | |a Gestion du risque |x Modèles économétriques. | |
| 650 | 6 | |a Banques |x Réserves |x Modèles économétriques. | |
| 650 | 7 | |a Bank reserves |x Econometric models. |2 fast |0 (OCoLC)fst00826778 | |
| 650 | 7 | |a Banking law. |2 fast |0 (OCoLC)fst00826811 | |
| 650 | 7 | |a Capital |x Econometric models. |2 fast |0 (OCoLC)fst00846277 | |
| 650 | 7 | |a Deposit insurance |x Econometric models. |2 fast |0 (OCoLC)fst00890854 | |
| 650 | 7 | |a Risk management |x Econometric models. |2 fast |0 (OCoLC)fst01098172 | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Exchange Affairs Department. |0 http://id.loc.gov/authorities/names/no92029436 | |
| 776 | 0 | 8 | |i Print version: |a Kupiec, Paul H. |t Internal models-based capital regulation and bank risk-taking incentives. |d [Washington, D.C.] : International Monetary Fund, ©2002 |w (OCoLC)50445862 |
| 830 | 0 | |a IMF working paper ; |v WP/02/125. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2002/125/001.2002.issue-125-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG3881.5.I58W67 no.02/125 |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2002/125/001.2002.issue-125-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12140734 | ||