kaal:claim:3405660-027

The Basel framework serves indirect hedge fund regulation by aligning regulatory capital requirements more closely with underlying risks and by giving banks and supervisors several options for assessing capital adequacy.

Source quote, verbatim

The Basel framework aligns regulatory capital requirements more closely with underlying risks, and provides banks and their supervisors with several options for the assessment of capital adequacy.

From

Kaal, Indirect Regulation of Hedge Funds (2019), IV.2 Capital Adequacy Standards, p. 21
https://ssrn.com/abstract=3405660 · source PDF

Cite as

Kaal, Indirect Regulation of Hedge Funds (2019). SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3405660

Classification

designsupport: arguedsystemic-riskrisk-and-incentives

Related claims

specializes kaal:claim:2714974-032 Indirect regulation through bank capital adequacy standards can reach systemic risk because those standards al...
extends kaal:claim:1806252-003 Building on the increase in capital requirements for counterparty risk already suggested in Basel III, Basel I...

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Positions extending this scholarly claim

Qualification: Retail participation in hedge funds: assessing South African hedge fund regulation