29. Regulatory and Economic Capital in Securitization
Published Online: 20 MAR 2012
DOI: 10.1002/9781118390429.ch29
Copyright © 2006 Vinod Kothari
Book Title
Securitization: The Financial Instrument of the Future
Additional Information
How to Cite
Kothari, V. (2006) Regulatory and Economic Capital in Securitization, in Securitization: The Financial Instrument of the Future, John Wiley & Sons (Asia) Pte Ltd, 2 Clementi Loop, #02-01, Singapore 129809. doi: 10.1002/9781118390429.ch29
Publication History
- Published Online: 20 MAR 2012
- Published Print: 2 JUN 2006
ISBN Information
Print ISBN: 9780470821954
Online ISBN: 9781118390429
- Summary
- Chapter
Keywords:
- securitization;
- regulatory concerns;
- legal transfer;
- risk assessment;
- hands-off approach
Summary
This chapter contains sections titled:
The regulator's concerns
Background of regulatory concerns
Overview of Basle-II norms
Basic approach to securitization
Prerequisites for regulatory relief
Generic principles for securitization
Capital rules under standardized approach
Internal ratings-based approach
U.S. regulatory requirements: Historical
Basle IA
FSA U.K.'s guidelines for capital relief
EU capital directive
Regulatory requirements in other countries
Securitization and economic capital
Notes