Bank capital and loan loss reserves under Basel II : implications for emerging countries / Giovanni Majnoni, Margaret Miller, and Andrew Powell.

Format:

Book

Government document

Author/Creator:

Majnoni, Giovanni.

Contributor:

World Bank.

Miller, Margaret J. (Margaret Jane)

Powell, Andrew (Andrew Philip)

Series:

Policy research working papers ; 3437.

World Bank e-Library.

Policy research working paper ; 3437

Language:

English

Subjects (All):

Bank reserves--Developing countries.

Bank reserves.

Loan loss reserves--Developing countries.

Loan loss reserves.

Basel II (2004 June 26).

Basel II.

Other Title:

Policy research working paper vol. 3437

Place of Publication:

[Washington, D.C. : World Bank, 2004]

System Details:

data file

Summary:

"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:

Title from PDF file as viewed on 10/22/2004.

Includes bibliographical references.

Publisher Number:

10.1596/1813-9450-3437