The amendment to the capital accord to incorporate market risk

Article Abstract:

The Basle Committee on Banking Supervision has effected major changes to its proposals for amendments to the Capital Accord of 1998. These amendments involve the capital adequacy assessment of internationally active banks to take account of market risks and credit risks. They include the abolition of a dual observation period for determining capital charges and flexibility in terms of weighting schemes for the observation period as well as adjustment of banks' value-at-risk measure to arrive at the required 10-day holding period.

Regulation, Licensing, and Inspection of Miscellaneous Commercial Sectors, Banking Regulation, Banking law, Capital

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On the scope for Dutch monetary policy

Article Abstract:

The performance of the Netherlands central bank and its monetary policy in the face of its inability to control monetary supply is analyzed through a structural model. Findings show that the monetary policy that the Dutch bank has adopted, considering the above constraint, should be fairly effective especially if there is a perfect substitutability between domestic and foreign assets. This fact, however, has not been clearly established.

Netherlands, Central banks, Monetary policy, Money supply

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The Basle Committee's proposals for a new capital adequacy assesment framework: a critique

Article Abstract:

Analysis of the proposal brought forward by the Basle Committee in June 1999 regarding a new framework for the assessment of the capital adequacy of internationally-active banks is given. The framework is said to be designed to replace the existing regime which has operated under the Basle Capital Accord since July 1988

International, Management

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