Economic capital structure and banking financial risks aggregation

Economic capital structure and banking financial risks aggregation

Banks must maintain a balance between their own capital and the level of accepted aggregate risk to ensure financial stability. This paradigm is expressed in terms of capital adequacy requirements to both the minimum capital required to cover regulatory risks and the risk capital required to fully c...

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Bibliographische Detailangaben
Veröffentlicht in:Risk assessment and financial regulation in emerging markets' banking
1. Verfasser: Pomorina, Marina (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2021
Schlagworte:
Allocation of capital > Basel II > Basel III > Corporate governance integration > Economic capital structure > Internal capital adequacy > IRM system > Risks aggregation > RORAC > Simulation methods > Total risk > Aufsatz im Buch
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