Capital adequacy requirements are the rules that help bank supervisors determine whether banks hold sufficient capital at all times to meet unexpected losses. The banking industry had moved ahead with its risk assessment technique, economic capital models and risk based pricing. The turmoil in banking industry has provided an opportunity to examine the robustness of risk assessment techniques and economic capital models.This book provides a good understanding of the reasons behind bank failures, risk assessment techniques, economic capital models and risk based pricing that reduce the risk of...
Capital adequacy requirements are the rules that help bank supervisors determine whether banks hold sufficient capital at all times to meet unexpected...