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| 01793cam 2200325za 4500 |
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| 001 | 9.862220 |
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| 003 | CaOODSP |
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| 005 | 20221107160947 |
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| 007 | cr ||||||||||| |
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| 008 | 180920s2018 oncd ob f000 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 086 | 1 |aFB3-5/2018-48E-PDF |
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| 100 | 1 |aAhnert, Toni. |
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| 245 | 10|aShould bank capital regulation be risk sensitive? |h[electronic resource] / |cby Toni Ahnert, James Chapman and Carolyn Wilkins. |
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| 260 | |a[Ottawa] : |bBank of Canada, |c2018. |
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| 300 | |aii, 29 p. : |bcol. charts. |
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| 490 | 1 |aBank of Canada staff working paper, |x1701-9397 ; |v2018-48 |
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| 500 | |a"September 2018." |
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| 504 | |aIncludes bibliographical references (p. 26-27). |
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| 520 | |a"How much debt a bank should have issued relative to equity (capital) is a key question for policymakers and bank regulators. To guide them, there is a set of international standards for bank regulation with a particular focus on capital known as the Basel capital framework. A key debate around the Basel frameworks is how the mandated percentage of capital should vary relative to, or be sensitive to, the risk of the underlying bank assets. In this paper, we construct a simple theoretical model to examine the problem of risk sensitivity from the point of view of the bank regulator"--Non-technical summary, p. i. |
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| 546 | |aIncludes abstract in French. |
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| 693 | 4|aBanks |
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| 693 | 4|aBanking law |
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| 693 | 4|aRisk management |
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| 700 | 1 |aChapman, James T. E. |
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| 700 | 1 |aWilkins, Carolyn. |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff working paper (Bank of Canada)|x1701-9397 ; |v2018-48.|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s583 KB|uhttps://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-5-2018-48-eng.pdf |
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