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Web results for: basel-ii-equation
www.rbnz.govt.nz/regulation_and_supervision/banks/policy/5253294.pdf

Regulatory impact assessment of the review of bank capital ...

10. There are three aspects to the problem: i. The housing loan losses in the New Zealand market are more highly correlated than assumed by the Basel equation.

risk.net/data/Pay_per_view/risk/technical/2001/risk_0501_baselii...

Technical article - Risk

96 • RISK • MAY 2001 • WWW.RISK.NET Basel II Equation (1) is the current minimum capital requirement. Equation (2) states that capital and provisions for the ...

www.sciencedirect.com/science/article/pii/S0378426614002027

How to make regulators and shareholders happy under Basel III

In addition to the Basel II capital ratio, Basel III requires banks to respect additional ratios, such as leverage ratio, liquidity coverage ratio and net stabl

www.researchgate.net/publication/46553838_Quality_of_bank_capital...

Quality of bank capital in New Zealand - ResearchGate

Quality of bank capital in New Zealand. Kevin Hoskin . Stuart Irvine . Reserve Bank of New Zealand Bulletin 01/ 2009; 72(September):5-16. Source: RePEc ...

summit.sfu.ca/system/files/iritems1/722/FRM%202008%20Xu%2C%20D.%20...

The Marginal Impact of Granularity on Banks’ Credit Risk ...

The Basel II equation for the IRB capital charge for corporations, ... Calculating credit risk capital charges with the one-factor model. Journal of Risk 7, 85-101

www.apartmentagent.co.nz/lvr-restrictions

New Zealand First Time Buyers and Changes to LVR

New Zealand First Time Buyers and Changes ... Housing loans are adjusted to parameters that the banks have added to the Basel II equation to take into account changes ...

www.emeraldinsight.com/doi/full/10.1108/IJHMA-04-2012-0015

International Journal of Housing Markets and Analysis

International Journal of Housing Markets and ... The work sought to assign a value of the asset correlation parameter in the Basel II equation for capital assignment ...

www.rbnz.govt.nz/regulation_and_supervision/banks/policy/4445559.pdf

Reserve Bank of New Zealand new farm lending capital ...

has shown the Basel II equation greatly overstates the sensitivity of maturity to systemic risk. In our view, for farm loans in particular, ...

www.docstoc.com/docs/31258420/Explaining-and-Interpreting-the-IRB...

Explaining and Interpreting the IRB expression by maclaren1

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