English, Article edition: The regulatory treatment of asset securitisation: The Basel Securitisation Framework explained Andreas Jobst

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Physical Description
  • article
Language
  • English

Edition details

Title
  • The regulatory treatment of asset securitisation: The Basel Securitisation Framework explained
Author
  • Andreas Jobst
Physical Description
  • article
Notes
  • This paper provides a comprehensive overview of the gradual evolution of the supervisory policy adopted by the Basel Committee for the regulatory treatment of asset securitisation. The pathology of the new “securitisation framework” is carefully highlighted to facilitate a general understanding of what constitutes the current state of computing adequate capital requirements for securitised credit exposures. Although a simplified sensitivity analysis of the varying levels of capital charges depending on the security design of asset securitisation transactions is incorporated, the author does not engage in a profound analysis of the benefits and drawbacks implicated in the new securitisation framework.
  • Asset securitisation, Banking regulation, Basel 2, Basel committee, Regulatory capital requirements, Supervisory formula
  • RePEc:eme:jfrcpp:v:13:y:2005:i:1:p:15-42
Language
  • English
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