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Equity at risk

An alternative approach to setting regulatory capital standards for internationally active financial firms.

1 - Executive summary

2 - Introduction
The need for a new approach to regulatory capital

3 - Banks, capital and the changing nature of international systemic risk

4 - The elements of a coherent international regulatory framework

5 - Alternative methodologies for establishing regulatory capital standards
Balance sheet mapping or Earnings volatility

6 - Equity at risk
An alternative approach to calculating regulatory capital requirements

7 - From the Basel Committee proposals to equity at risk
A phased transition

8 - Conclusion

9 - Appendix

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