English, Article, Journal or magazine article edition: Risk and Capital Management in Financial Institutions - An Overview Chris Matten

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Bookmark: http://trove.nla.gov.au/version/188
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Risk and Capital Management in Financial Institutions - An Overview
Author
  • Chris Matten
Physical Description
  • preprint
Notes
  • This paper provides a broad overview of risk and capital management in financial intermediaries. Section 2 considers the role of capital in financial institutions and reviews the events which led to the introduction of one of the most basic capital allocation model used in the banking industry: the Basel Capital Accord. In Section 3, the ideas underlying the concept of performance measurement are introduced and the techniques that banks use to allocate capital are briefly examined. Section 4 outlines the existing regulatory rules for credit and market risk and considers the rationale underlying the use of internally developed models for regulatory capital purposes. Section 5 provides a brief overview of the state of play with regard to the measurement of other risks faced by financial institutions. Section 6 concludes with some consideration of the dangers in becoming too reliant on models, and some thoughts on future developments in the area of risk measurement.
  • RePEc:apr:aprcp1:cp0008
Language
  • English
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