BIS Ratio Regulations on Banking and Securities Industries
Date Issued
2007
Date
2007
Author(s)
Shu-Ping, Chang
DOI
zh-TW
Abstract
The “Capital Adequecy Requirement”has been a very important risk management concept for securities and banking industry. However, as the business scope and risk undertaken by the two industries are different, the regulatory considerations in terms of promulgation of relevant rules of the two industries also varies. The main purpose of the thesis is to compare the BIS requirements of securities firms with banking industries. By calculating the capital charges required for different portfolios under existing requirements, I analyze whether such requirement places the two industries in the position of competitive disadvantage. The thesis then proposes some suggestions for related regulation revisions
Subjects
資本適足率
市場風險
信用風險
BIS ratio
market risk
credit risk
Type
thesis
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ntu-96-P93745002-1.pdf
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