haku: @author Hislop, A. / yhteensä: 4
viite: 3 / 4
| Tekijä: | Hislop, A. |
| Otsikko: | A model approach. |
| Lehti: | Banker
1987 : AUG, VOL. 137:738, p. 15-17 |
| Asiasana: | BANKS RISK ANALYSIS SIMULATION MODELS UNITED KINGDOM USA |
| Kieli: | eng |
| Tiivistelmä: | Important risk asset ratio proposals were announced by the Bank of England and other financial institutions. The plan has decisive implications for off balance sheet finance, but above all it might have a significant impact on competition in the market. To assess this effect, an accountant firm constructed a computer model which incorporated the proposed credit conversion factors for off balance sheet items and risk weightings assigned them. According to the paper a basic flaw of the proposal that it hurts the secrecy of information. |
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