Results 61 to 70 of about 7,594,723 (137)
Business Cycle and Bank Capital Regulation: Basel II Procyclicality [PDF]
This paper studies the impact of bank capital regulation on business cycle fluctuations. In particular, we study the procyclical nature of Basel II claimed in the literature. To do so, we adopt the Bernanke et al.
Guangling (Dave) Liu, Nkhahle Seeiso
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Credit Risk Management in Terms of Basel III [PDF]
As volatility has become the dominant environment in which banks operate, they were put in a position to meet new challenges and to face greater risks, reason for the Supervisory Institutions to develop complex models for credit risk management.
Razvan-Constantin CARACOTA +3 more
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REVISING BASEL 2: THE IMPACT OF THE FINANCIAL CRISIS AND IMPLICATIONS FOR DEVELOPING COUNTRIES [PDF]
This paper is concerned with the following aspects of Basel 2, the new internationally agreed framework for assessing the capital adequacy of banks: (1) its rationale and origins; (2) the process leading to the agreement, including the way in which ...
Andrew Cornford
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Applying Basel II Requirements in Romania [PDF]
The Basel II Agreement is a new stage in the development of prudential regulations. Compared to the initial agreement, Basel I, this one allows a more large and precise analysis of banking risks.
Miru, Oana Maria +2 more
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Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan. [PDF]
This paper addresses an important contemporary issue; namely the implementation of the Basel Accord worldwide. The Basel Accord provides a series of measures to improve the stability of the world’s financial system but its implementation poses a number ...
Masood, Omar, Fry, J. M.
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The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital [PDF]
The authors conduct a counterfactual simulation of the proposed rules under the new Basel Capital Accord (Basel II), including the revised treatment of expected and unexpected credit losses proposed by the Basel Committee in October 2003.
Graydon Paulin, Mark Illing
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A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II [PDF]
This paper deals with the proposed use of sovereign credit ratings in the "Basel Accord on Capital Adequacy" (Basel II) and considers its potential effect on emerging markets financ-ing.
Roman Kraeussl
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A critique on the proposed use of external sovereign credit ratings in Basel II [PDF]
, 2003 This paper deals with the proposed use of sovereign credit ratings in the "Basel Accord on Capital Adequacy" (Basel II) and considers its potential effect on emerging markets financing.
Kräussl, Roman, Kraeussl, Roman
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Bank Size and Risk-Taking under Basel II [PDF]
We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with imperfect competition and moral hazard, we show that the introduction of an internal ratings based (IRB) approach improves upon flat ...
Schnabel, Isabel, Hakenes, Hendrik
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