Please use this identifier to cite or link to this item: http://library.cbn.gov.ng:8092/jspui/handle/123456789/162
Title: Banking Regulation and Risk Management: an assessment of the BASEL market risk framework
Authors: Abolo, Emmanuel M.
Keywords: Banking Regulations
Basel Accord
Market Risk Framework
Internal Models
Issue Date: Dec-2012
Publisher: Research Department, Central Bank of Nigeria
Citation: Abolo, E.M. (2012). Banking Regulation and Risk Management: an assessment of the BASEL market risk framework. Economic and Financial Review, 50(4), 162-183
Series/Report no.: Economic and Financial Review;Vol. 50, No.4
Abstract: The article covers instruments and requirements of bank regulation, bank regulation and risk management, Basel I Capital Accord, Basel II Capital Accord, Basel III Capital Accord, Basel Accord and market risk framework, the proposed changes of the Basel III Accord, Basel Accord and Market Risk Framework. The author concludes by saying that the Basel Framework lays emphasis on the relevance of risk management and tries to link the minimum capital requirements of internationally active banks with the amount of tail risk in their trading books.
URI: http://library.cbn.gov.ng:8092/jspui/handle/123456789/162
ISSN: 1957-2968
Appears in Collections:Economic and Financial Review

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