Читать книгу Risk Management in Banking - Bessis Joël - Страница 13

The capital adequacy principle is the foundation of regulations aimed at making banks more resilient. Capital adequacy refers to the minimum level of capital for absorbing the potential losses from the current banks' books. Ensuring a proper level of capital fostered the emergence of sound risk management practices and imposed risk models designed for quantifying the potential losses of a bank arising from its current risks.

This chapter is a brief history and overview of the successive risk regulations introduced since 1988, up to the 2008 crisis and to the new regulations introduced as a response to the current crisis. The detailed regulations are presented in subsequent chapters (3, 17 and 26), within the sections dedicated to asset-liability management (ALM), market risk and credit risk.