Macroprudential Supervision and the Transmission Mechanism
Tuesday, 23 October 2012 | 
John A Morrison
What is the Central Bank thinking?
Below is a review of recent central bank literature in the area of macro prudential supervision, this review is intended to elucidate why it is that a banking crisis crosses the line between free market private individual economics and public sector control, in a sense why the banking system is “different” in that executive officers of a financial institution have a higher order responsibility (ironically) to the general welfare of the population which flows form their interrelatio
What is all this Basel regulation stuff about, anyway?
Monday, 13 August 2012 | John A Morrison
Back in the mists of time (about 10 years ago) it must have been; that was the question I was asked to answer; I did a lot of work so the client must have been seriously interested;-
What the bloody hell is this Basel Thing Anyway?
John A Morrison's blog | 
1 comment | Tweet | Comments | 
Tags: Basel II, Basel III, CRDIV, John Angus Morrison, macroprudential, supervision
Stress Tests - A New Modeling Paradigm & a Pragmatic Approach
Tuesday, 24 July 2012 | John A Morrison
I have been reviewing the papers from a recent conference;-
The ESRB at 1
SUERF/Deutsche Bundesbank/IMFS Conference
& I think there is a crystallisation of a theme at that conference reflected in one particular presentation which articulates a narrative that we have been developing here on asymptotix in regard to Stress testing over the last 2 or 3 years.
John A Morrison's blog | | Tweet | Comments | Tags: Basel III, ECB, ECFIN, ESRB, macro-financial, macroprudential, stress test
Global liquidity: a view from Basel
Sunday, 29 May 2011 | Finance - Banki...
Jaime Caruana
General Manager, Bank for International Settlements
International Capital Markets Association Annual General Meeting and Annual Conference
Paris, 26 May 2011
UK Financial regulation - from Tripartite to ‘Twin-peaks’
Wednesday, 2 March 2011 | Risk - Research
Financial Regulation: a preliminary consideration of the Government's proposals
The Treasury Committee
Seventh Report of Session 2010-11
Volume I
Risk - Research's blog | 1 comment | Tweet | Comments | Tags: Bank of England, FSA, HMT, macroprudential, supervision
IMPOSING A SYSTEMIC RISK CHARGE: the Issing Commission
Friday, 26 November 2010 | Risk - Research
Criteria for a workable approach towards bank levies and bank restructuring
Otmar Issing (Chairman), Jan Pieter Krahnen, Klaus Regling, William White
Risk - Research's blog | | Tweet | Comments | Tags: Basel III, CRDIV, ESRB, macroprudential, systemic risk
Bank of England to Keep FSA as Subsidiary?
Monday, 14 June 2010 | Finance - Banki...
Britain's Finance Minister George Osborne is set to detail plans this week to keep part of the Financial Services Authority (FSA) as a subsidiary of the Bank of England, the BBC reported on Sunday.
" .....in his Mansion House speech to London's financial centre or City on Wednesday, Osborne will set out proposals to keep the part of the FSA which overseas financial markets, as a formal subsidiary of Britain's central bank,
the BBC's Robert Peston said.
The FSA had faced closure under initial proposals from the Conservative Party -- lead partners in the new governing coalition -- to hand responsibility for dealing with the day-to-day supervision of banks to the Bank of England.
source: the BBC
The term macroprudential - origins and evolution
Monday, 12 April 2010 | Finance - Banki...
In the wake of the recent financial crisis, the term “macroprudential” has become a true buzzword. A core element of international efforts to strengthen the financial system is to enhance the macroprudential orientation of regulatory and supervisory frameworks. Yet the term was little used before the crisis, and its meaning remains obscure. This special feature traces the term’s origins to the late 1970s, in the context of work on international bank lending carried out under the aegis of the Euro-currency Standing Committee at the BIS. It then describes its changing fortunes until its recent rise to prominence.
Jean-Claude Trichet at a Hearing at the Economic and Monetary Affairs Committee of the European Parliament
Monday, 28 September 2009 | European Affairs
Introductory statement by Jean-Claude Trichet, President of the ECB,
Brussels, 28 September 2009
European Affairs's blog | 1 comment | Tweet | Comments | Tags: Central Bank Independence, ECB, ESRB, EU, European Parliament, macroprudential, Trichet
Procyclicality and financial regulation - Oxera
Wednesday, 24 June 2009 | Risk - Research
Agenda, June 2009 from Oxera
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