{"id":11925,"date":"2015-03-15T16:09:33","date_gmt":"2015-03-15T12:39:33","guid":{"rendered":"http:\/\/www.irantahgig.ir\/?p=11925"},"modified":"2015-03-22T01:53:31","modified_gmt":"2015-03-21T22:23:31","slug":"%d9%85%d9%81%d8%a7%d9%87%d9%8a%d9%85-%d9%82%d9%88%d8%a7%d8%b9%d8%af-%d8%ac%d8%af%d9%8a%d8%af-%d9%83%d9%81%d8%a7%d9%8a%d8%aa-%d8%b3%d8%b1%d9%85%d8%a7%d9%8a%d9%87-%d8%a8%d8%b1%d8%a7%d9%8a-%d9%85%d8%af","status":"publish","type":"post","link":"http:\/\/www.irantahgig.ir\/?p=11925","title":{"rendered":"\u0645\u0641\u0627\u0647\u06cc\u0645 \u0642\u0648\u0627\u0639\u062f \u062c\u062f\u06cc\u062f \u06a9\u0641\u0627\u06cc\u062a \u0633\u0631\u0645\u0627\u06cc\u0647 \u0628\u0631\u0627\u06cc \u0645\u062f\u06cc\u0631\u06cc\u062a \u067e\u0648\u0631\u062a\u0641\u0648\u0644\u06cc\u0648\u06cc \u062f\u0627\u0631\u0627\u0626\u06cc \u0647\u0627\u06cc \u0627\u0639\u062a\u0628\u0627\u0631\u06cc"},"content":{"rendered":"

The implications of the new capital adequacy rules for portfolio management of credit assets<\/span><\/p>\n

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Over the past several years, there has been an extensive discussion among practitioners and academics about whether and how a portfolio management approach could help banks to better manage risk capital and create shareholder value. In this article, the authors argue that there are four key drivers which require banks to move from a transactional to a more portfolio management like approach when managing credit assets. These are: structural changes in the credit markets, inefficiencies of risk transfer in lending markets, ballooning debt levels in the US, and the proposed changes for capital adequacy. The authors see the latter not as a one-time change in capital adequacy rules, but more as a first step towards full convergence between risk capital and regulatory capital for credit risk. These changes require banks to accelerate their efforts to build first class portfolio management skills and capabilities. Achieving best practice credit portfolio management is rewarded with attractive opportunities for shareholder value creation and enables bank to successfully compete going forward<\/span><\/p>\n

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Hammes, W., & Shapiro, M. (2001). The implications of the new capital adequacy rules for portfolio management of credit assets. Journal of banking & finance, 25(1), 97-114.<\/span><\/p>\n

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\t\n\n\t\t\n\t\t

\n\t\t\t100,000 \u0631\u06cc\u0627\u0644 – \u067e\u0631\u062f\u0627\u062e\u062a \u0648 \u062f\u0627\u0646\u0644\u0648\u062f \u0645\u0642\u0627\u0644\u0647 \u0628\u0647 \u0647\u0645\u0631\u0627\u0647 \u062a\u0631\u062c\u0645\u0647<\/span> <\/span><\/a>\u0646\u0647\u0627\u06cc\u06cc \u06a9\u0631\u062f\u0646 \u062e\u0631\u06cc\u062f<\/a>\n\t\t\t\t\t\t\t\n\t\t\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t\t\t\t\n\t\t\t\t\t\t<\/svg>\n\t\t\t\t\t\t\u0645\u0648\u0631\u062f \u0628\u0647 \u0633\u0628\u062f \u062e\u0631\u06cc\u062f \u0627\u0636\u0627\u0641\u0647 \u0634\u062f\t\t\t\t\t<\/span>\n\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\n\t\t

The implications of the new capital adequacy rules for portfolio management of credit assets \u062a\u0627\u0631\u06cc\u062e: \u06f2\u06f0\u06f0\u06f1 \u067e\u0627\u06cc\u06af\u0627\u0647: \u0627\u0644\u0632\u0648\u06cc\u0631 \u0644\u06cc\u0646\u06a9 \u062f\u0627\u0646\u0644\u0648\u062f \u0627\u0635\u0644 \u0645\u0642\u0627\u0644\u0647<\/p>\n","protected":false},"author":5,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[84,127,211,217],"tags":[],"_links":{"self":[{"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/posts\/11925"}],"collection":[{"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/users\/5"}],"replies":[{"embeddable":true,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=11925"}],"version-history":[{"count":6,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/posts\/11925\/revisions"}],"predecessor-version":[{"id":12797,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/posts\/11925\/revisions\/12797"}],"wp:attachment":[{"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=11925"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=11925"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=11925"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}