Towards an economic and regulatory benchmark indicator for banking system

This paper expands a basic benchmark model for systemic regulatory capital introduced by Simpson and Evans (2005). The approach extends control for country risk factors. The importance of underpinning a modern banking system with low levels of country risk through a sound legal framework and financi...

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Main Authors: Simpson, John, Evans, John, Westaway, Jennifer
Other Authors: Prof. Dr. Mehmet Baha Karan
Format: Conference Paper
Published: Sonsoz Matbaacilik LTD. STI. 2008
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/3042
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author Simpson, John
Evans, John
Westaway, Jennifer
author2 Prof. Dr. Mehmet Baha Karan
author_facet Prof. Dr. Mehmet Baha Karan
Simpson, John
Evans, John
Westaway, Jennifer
author_sort Simpson, John
building Curtin Institutional Repository
collection Online Access
description This paper expands a basic benchmark model for systemic regulatory capital introduced by Simpson and Evans (2005). The approach extends control for country risk factors. The importance of underpinning a modern banking system with low levels of country risk through a sound legal framework and financial infrastructure is reiterated. Whilst an international central bank function is not proposed, it is maintained that policy makers will be able to apply an improved benchmark of systemic regulatory capital to ensure their banking system remains internationally competitive. Regulators may be able to use the model to revise the capital adequacy of banks within systems.
first_indexed 2025-11-14T05:56:26Z
format Conference Paper
id curtin-20.500.11937-3042
institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T05:56:26Z
publishDate 2008
publisher Sonsoz Matbaacilik LTD. STI.
recordtype eprints
repository_type Digital Repository
spelling curtin-20.500.11937-30422022-11-21T05:19:38Z Towards an economic and regulatory benchmark indicator for banking system Simpson, John Evans, John Westaway, Jennifer Prof. Dr. Mehmet Baha Karan Dr. Ozgur Arslan Country-banking system economic capital interdependence systemic risk performance indicator regulatory capital This paper expands a basic benchmark model for systemic regulatory capital introduced by Simpson and Evans (2005). The approach extends control for country risk factors. The importance of underpinning a modern banking system with low levels of country risk through a sound legal framework and financial infrastructure is reiterated. Whilst an international central bank function is not proposed, it is maintained that policy makers will be able to apply an improved benchmark of systemic regulatory capital to ensure their banking system remains internationally competitive. Regulators may be able to use the model to revise the capital adequacy of banks within systems. 2008 Conference Paper http://hdl.handle.net/20.500.11937/3042 Sonsoz Matbaacilik LTD. STI. restricted
spellingShingle Country-banking system
economic capital
interdependence
systemic risk
performance indicator
regulatory capital
Simpson, John
Evans, John
Westaway, Jennifer
Towards an economic and regulatory benchmark indicator for banking system
title Towards an economic and regulatory benchmark indicator for banking system
title_full Towards an economic and regulatory benchmark indicator for banking system
title_fullStr Towards an economic and regulatory benchmark indicator for banking system
title_full_unstemmed Towards an economic and regulatory benchmark indicator for banking system
title_short Towards an economic and regulatory benchmark indicator for banking system
title_sort towards an economic and regulatory benchmark indicator for banking system
topic Country-banking system
economic capital
interdependence
systemic risk
performance indicator
regulatory capital
url http://hdl.handle.net/20.500.11937/3042