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