The measurement and assessment of market risk: a comparison of the European Commission and Basle Committee approaches
Since its initiation in July 1988 of the agreement on international bank capital adequacy, the Basle Committee of Supervisors has been working on ways to extend it to cover banks' market risks. There has been a dramatic growth in the volume of these risks during recent years. The European Commi...
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| Format: | Article |
| Language: | English |
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Associazione Economia civile
2013-10-01
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| Series: | PSL Quarterly Review |
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| Online Access: | https://rosa.uniroma1.it/rosa04/psl_quarterly_review/article/view/10495 |
| _version_ | 1828042470275940352 |
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| author | M.J.B. HALL |
| author_facet | M.J.B. HALL |
| author_sort | M.J.B. HALL |
| collection | DOAJ |
| description | Since its initiation in July 1988 of the agreement on international bank capital adequacy, the Basle Committee of Supervisors has been working on ways to extend it to cover banks' market risks. There has been a dramatic growth in the volume of these risks during recent years. The European Commission approach to this area is compared with the latest (April 1993) Basle Committee proposals.
JEL Codes: G28, G32
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| first_indexed | 2024-04-10T17:31:59Z |
| format | Article |
| id | doaj.art-fce47b43a592493487c3a3a7e576ef96 |
| institution | Directory Open Access Journal |
| issn | 2037-3635 2037-3643 |
| language | English |
| last_indexed | 2024-04-10T17:31:59Z |
| publishDate | 2013-10-01 |
| publisher | Associazione Economia civile |
| record_format | Article |
| series | PSL Quarterly Review |
| spelling | doaj.art-fce47b43a592493487c3a3a7e576ef962023-02-03T16:46:33ZengAssociazione Economia civilePSL Quarterly Review2037-36352037-36432013-10-014819410.13133/2037-3643/10495The measurement and assessment of market risk: a comparison of the European Commission and Basle Committee approachesM.J.B. HALLSince its initiation in July 1988 of the agreement on international bank capital adequacy, the Basle Committee of Supervisors has been working on ways to extend it to cover banks' market risks. There has been a dramatic growth in the volume of these risks during recent years. The European Commission approach to this area is compared with the latest (April 1993) Basle Committee proposals. JEL Codes: G28, G32 https://rosa.uniroma1.it/rosa04/psl_quarterly_review/article/view/10495Bank regulationriskEuropean CommissionBasle Committee |
| spellingShingle | M.J.B. HALL The measurement and assessment of market risk: a comparison of the European Commission and Basle Committee approaches PSL Quarterly Review Bank regulation risk European Commission Basle Committee |
| title | The measurement and assessment of market risk: a comparison of the European Commission and Basle Committee approaches |
| title_full | The measurement and assessment of market risk: a comparison of the European Commission and Basle Committee approaches |
| title_fullStr | The measurement and assessment of market risk: a comparison of the European Commission and Basle Committee approaches |
| title_full_unstemmed | The measurement and assessment of market risk: a comparison of the European Commission and Basle Committee approaches |
| title_short | The measurement and assessment of market risk: a comparison of the European Commission and Basle Committee approaches |
| title_sort | measurement and assessment of market risk a comparison of the european commission and basle committee approaches |
| topic | Bank regulation risk European Commission Basle Committee |
| url | https://rosa.uniroma1.it/rosa04/psl_quarterly_review/article/view/10495 |
| work_keys_str_mv | AT mjbhall themeasurementandassessmentofmarketriskacomparisonoftheeuropeancommissionandbaslecommitteeapproaches AT mjbhall measurementandassessmentofmarketriskacomparisonoftheeuropeancommissionandbaslecommitteeapproaches |