Use this url to cite publication: https://hdl.handle.net/20.500.14911/116790
Banko kapitalo pakankamumo įvertinimo metodai
Publication Type (CRIS)
Straipsnis nerecenzuojamoje Lietuvos konferencijos medžiagoje / Article in non-peer-reviewed Lithuanian conference proceedings (P2c)
Publication Type (eLABa)
Straipsnis nerecenzuotame konferencijos darbų leidinyje / Article in an un-reviewed conference proceedings (P2)
Author(s)
Title
Banko kapitalo pakankamumo įvertinimo metodai
Aldona Jočienė
Title in other language
Methods of measuring bank's capital adequacy
Is part of
Pirmosios respublikinės jaunųjų mokslininkų konferencijos Lietuva be mokslo - Lietuva be ateities, įvykusios Vilniuje 1998 m. rugsėjo 30 - spalio 2 d., medžiaga. 3 tomas. Humanitariniai ir socialiniai mokslai
Published In
| Year | Start Page | End Page |
|---|---|---|
1998 | 106 | 113 |
Publisher
Vilnius : Technika
Extent
p. 106-113
Science / Art Area
Socialiniai mokslai / Social sciences (S)
Field of Science / Art
Ekonomika / Economics (S004)
Abstract (en)
Bank’s capital plays an important role within modern financial institutions. But how much capital bank really need? It is a very complicated question. In last decade almost all the world’s regulators have adopted the capital adequacy rules agreed at the Bank for International Settlements in Basle. However, recently the Basle Committee proposed model has been strongly criticized and it is predicted that this model will be replaced by new capital adequacy measuring models. The article discloses the role of capital adequacy and analyzes contemporary methods of measuring bank’s capital adequacy: Value at Risk, “Building Block”, Empirical Simulation, Monte Carlo Simulation Methods.
Resource Type (COAR)
TextConference outputConference proceedingsConference paper
Language
Lietuvių / Lithuanian (lt)
Country
Lietuva / Lithuania (LT)
Owning collection
eLABa ID
19978098