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dc.contributor.authorSimpson, John
dc.contributor.authorEvans, John
dc.contributor.authorWestaway, Jennifer
dc.contributor.editorProf. Dr. Mehmet Baha Karan
dc.contributor.editorDr. Ozgur Arslan
dc.identifier.citationSimpson, J. and Evans, J. and Westaway, J. 2008. Towards an economic and regulatory benchmark indicator for banking system, in Prof. Dr. Mehmet Baha Karan, Dr. Ozgur Arslan (ed), 2nd International Credit Risk and Rating Conference, May 8 2008, pp. 104-113. Hacettepe University, Ankara, Turkey: Sonsoz Matbaacilik LTD. STI..

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.

dc.publisherSonsoz Matbaacilik LTD. STI.
dc.subjectCountry-banking system
dc.subjecteconomic capital
dc.subjectsystemic risk
dc.subjectperformance indicator
dc.subjectregulatory capital
dc.titleTowards an economic and regulatory benchmark indicator for banking system
dc.typeConference Paper
dcterms.source.titleProceedings of 2nd international credit risk and rating conference
dcterms.source.seriesProceedings of 2nd international credit risk and rating conference
dcterms.source.conference2nd International Credit Risk and Rating Conference
dcterms.source.conference-start-dateMay 8 2008
dcterms.source.conferencelocationHacettepe University, Ankara, Turkey
dcterms.source.placeAnkara, Turkey
curtin.departmentSchool of Economics and Finance
curtin.accessStatusFulltext not available

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