IDEAS home Printed from https://ideas.repec.org/p/fth/etcomo/2000-03.html
   My bibliography  Save this paper

Quelques possibilites d'amelioration du traitement des creances souveraines aux fins du calcul du ratio de capitalisation des banques

Author

Listed:
  • Leroux, F.
  • Menif, B.

Abstract

L'adequation de Bale presentement en vigueur sur l'adequation des fonds propres des banques prevoit l'application de coefficients de ponderation differents pour les creances souveraines et sur celles des banques centrales, selon que ces creances sont detenues sur des pays de l'OCDE ou non. Cette etude explore quelques voies qui pourraient etre retenues pour ameliorer ce traitement tres sommaire du risque pays dans le calcul des coefficients de ponderation.

Suggested Citation

  • Leroux, F. & Menif, B., 2000. "Quelques possibilites d'amelioration du traitement des creances souveraines aux fins du calcul du ratio de capitalisation des banques," Papers 2000-03, Ecole des Hautes Etudes Commerciales de Montreal-.
    • Handle: RePEc:fth:etcomo:2000-03
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Keywords

    DETTE ; ECONOMIE INTERNATIONALE ; RATIO;
    All these keywords.

    JEL classification:

    • C0 - Mathematical and Quantitative Methods - - General
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • F34 - International Economics - - International Finance - - - International Lending and Debt Problems

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fth:etcomo:2000-03. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thomas Krichel (email available below). General contact details of provider: https://edirc.repec.org/data/hecmtca.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.