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Pilot exercise - pre-commitment approach to market risk

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  • Jill Considine

Abstract

This paper was presented at the conference \\"Financial services at the crossroads: capital regulation in the twenty-first century\\" as part of session 4, \\"Incentive-compatible regulations: views on the precommitment approach.\\" The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.

Suggested Citation

  • Jill Considine, 1998. "Pilot exercise - pre-commitment approach to market risk," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 131-136.
    • Handle: RePEc:fip:fednep:y:1998:i:oct:p:131-136:n:v.4no.3
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    File URL: https://www.newyorkfed.org/medialibrary/media/research/epr/98v04n3/9810cons.pdf
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    Cited by:

    1. Nachane, D M & Narain, Aditya & Ghosh, Saibal & Sahoo, Satyananda, 2001. "Regulating Market Risks in Banks: A Comparison of Alternate Regulatory Regimes," MPRA Paper 17148, University Library of Munich, Germany.
    2. Flavio Bazzana, 2001. "I modelli interni per la valutazione del rischio di mercato secondo l'approccio del Value at Risk," Alea Tech Reports 011, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    3. Casellina, Simone & Pandolfo, Giuseppe & Quagliariello, Mario, 2020. "Applying the Pre-Commitment Approach to bottom-up stress tests: A new old story," Journal of Economics and Business, Elsevier, vol. 112(C).

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    Keywords

    Bank capital; Bank supervision;

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