00000nam 2200000za 4500 9.862220 CaOODSP 20221107160947 cr ||||||||||| 180920s2018 oncd ob f000 0 eng d CaOODSP eng eng fre FB3-5/2018-48E-PDF Ahnert, Toni. Should bank capital regulation be risk sensitive? [electronic resource] / by Toni Ahnert, James Chapman and Carolyn Wilkins. [Ottawa] : Bank of Canada, 2018. ii, 29 p. : col. charts. Bank of Canada staff working paper, 1701-9397 ; 2018-48 "September 2018." Includes bibliographical references (p. 26-27). "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. Includes abstract in French. Banks Banking law Risk management Chapman, James T. E. Wilkins, Carolyn. Bank of Canada. Staff working paper (Bank of Canada) 1701-9397 ; 2018-48. (CaOODSP)9.806221 PDF 583 KB https://publications.gc.ca/collections/collection_2018/banque-bank-canada/FB3-5-2018-48-eng.pdf