Bank capital and loan loss reserves under basel ii
Subtitle: implications for emerging countries
By: Giovanni Majnoni, Margaret Miller, and Andrew Powell.
Contributors: Miller, Margaret J.; Powell, Andrew; World Bank.
Series: Policy research working paper ;; 3437; Policy research working papers (Online) ;; 3437.
Publisher: World Bank
Published: 2004
Place of publication: [Washington, D.C
Language: eng
Format: Electronic resource
Subjects: Loan loss reserves -- Developing countries.; Bank reserves -- Developing countries.
Description: "Majnoni, Miller, and Powell propose an integrated approach to minimum bank capital and loan loss reserves regulation.  They break new ground in two main areas.  First, the authors provide an explicit measurement of the credit loss distribution for a sample of emerging countries providing a benchmark for discussing the appropriate calibration of new regulatory capital and loan loss provision requirements for non-G10 countries.  Second, on normative grounds, they propose a simplified version of the "internal rating based" (IRB) approach as a transition tool that, while retaining a risk-based definition of solvency ratios, implies reduced supervisory monitoring costs and could therefore be of interest to emerging countries where supervisory resources are particularly scarce.  This paper--a product of the Finance Cluster Sector Unit, Latin America and the Caribbean Region--is part of a larger effort in the region to analyze the effects of bank capital regulation"--World Bank web site.
Notes: Includes bibliographical references.
Title from PDF file as viewed on 10/22/2004.
Also available in print.
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Mode of access: World Wide Web.