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Prudential regulation on Ucits shares and bank’s investments

Michele Lanotte
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Michele Lanotte: Banca d’Italia

BANCARIA, 2010, vol. 01, 81-93

Abstract: Prudential regulation on Ucits’ shares is complex and is based on an incentive system that, in addition to the standard method, provides for the possibility to use the internal rating-based approach.The introduction of this discipline based on a risk-sensitive approach is certainly positive, even if some adjustments are needed, as also required by the banking industry.

Keywords: Oicr; capital requirements; exchange rate risk (search for similar items in EconPapers)
JEL-codes: G21 G28 (search for similar items in EconPapers)
Date: 2010
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