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Assessing The Dispersion In Banks' Estimates Of Market Risk: The Results Of A Value-At-Risk Survey

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Author Info
Marianne Gizycki () (Reserve Bank of Australia)
Neil Hereford () (Australian Prudential Regulation Authority)
Abstract

Under the market-risk capital requirements introduced at the beginning of this year, Australian banks may choose between two alternatives when measuring their market-risk exposure: a standard regulatory model and their own internally-developed risk-measurement model. The extent to which different banks' models provide differing estimates of risk for given financial instruments impacts directly on the fairness of the capital adequacy regime.To assess the dispersion of banks' market-risk measurements, we conducted a survey asking banks to provide their estimate of the market risk residing in a number of pre-specified portfolios. We found the spread in risk estimates to be broad. However, most of the variation across banks is attributable to a small number of banks that use crude, but conservative, models. No bank was found to systematically underestimate risk. The survey results also suggest that there is no undue disparity between the banks' internal-model based capital charges and the capital charge that would be required if those banks were to use the standard regulatory model. No significant correlation was found between banks' risk estimates and their choice of market-risk modelling approach.

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File URL: http://www.apra.gov.au/RePEc/RePEcDocs/Archive/working_papers/wp0001.pdf
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Publisher Info
Paper provided by Australian Prudential Regulation Authority in its series Working Papers with number wp0001.

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Date of creation: 14 Oct 1998
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Handle: RePEc:apr:aprewp:wp0001

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Related research
Keywords: Value-at-Risk; Survey; Portfolio;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

This paper has been announced in the following NEP Reports:

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This page was last updated on 2009-11-20.


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