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Credit Risk Measurement Under Basel II : An Overview and Implementation Issues for Developing Countries

2005; Linguagem: Inglês

10.1596/1813-9450-3556

1813-9450

Constantinos Stephanou, Juan Carlos Mendoza,

Insurance and Financial Risk Management

No AccessPolicy Research Working Papers25 Jun 2013Credit Risk Measurement Under Basel II : An Overview and Implementation Issues for Developing CountriesAuthors/Editors: Constantinos Stephanou and Juan Carlos MendozaConstantinos Stephanou and Juan Carlos Mendozahttps://doi.org/10.1596/1813-9450-3556SectionsAboutPDF (1.9 MB) ToolsAdd to favoritesDownload CitationsTrack Citations ShareFacebookTwitterLinked In Abstract:The objective of this paper is to provide an overview of the changes in the calculation of minimum regulatory capital requirements for credit risk that have been drafted by the Basel Committee on Banking Supervision (Basel II). Even though the revised credit capital rules represent a dramatic change compared to Basel I, it is shown that Basel II merely seeks to codify (albeit incompletely) existing good practices in bank risk measurement. However, its effective implementation in many developing countries is hindered by fundamental weaknesses in financial infrastructure that will need to be addressed as a priority. Previous bookNext book FiguresreferencesRecommendeddetailsCited byA Rank Estimator Approach to Modeling Default FrequenciesJournal of Risk and Financial Management, Vol.16, No.1015 October 2023Changes in New Private Law of the Czech Republic and Implementation of Basel IIIInternational Journal of Applied Mathematics and Informatics, Vol.1516 November 2021Exposure at default: drivers for Canadian cooperative sectoREVESCO. Revista de Estudios Cooperativos, Vol.1399 December 2021Regulatory Convergence in the Financial Periphery: How Interdependence Shapes Regulators' DecisionsInternational Studies Quarterly, Vol.6127 August 2019A data analytics framework for key financial factorsJournal of Modelling in Management, Vol.12, No.222 March 2017Les exigences de transparence des accords de Bâle : aubaine ou fardeau pour les pays en développement ?Mondes en développement, Vol.n° 173, No.1A Network Visualization of Financial Integration and Credit RiskSSRN Electronic JournalA behavioral economic analysis of bounded rationality in farm financing decisionsAgricultural Finance Review, Vol.71, No.1Literature Review on Basel II Banking RegulationSSRN Electronic JournalBank Risk Regulation and the Credit CrunchSSRN Electronic Journal View Published: April 2005 Copyright & Permissions Related Regions Latin America & Caribbean Related Countries Switzerland Related Topics Finance and Financial Sector Development Law and Development Private Sector Development KeywordsBANKBANKINGBANKING SUPERVISIONBANKING SYSTEMBANKING SYSTEMSBANKSCAPITALCAPITAL ADEQUACYCAPITAL REQUIREMENTSCRED CREDIT RISKINDUSTRYINFRASTRUCTUREINTERESTINTERNATIONAL BANKINGLEVEL PLAYING FIELDOPERATIONAL RISKRISK MEASUREMENTSUPERVISORY AUTHORITIESTIER 1 CAPITAL PDF DownloadLoading ...