Credit risk measurement under Basel II: an overview and implementation issues for developing countries
"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...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
[Washington, D.C]
World Bank
2005
|
| Schriftenreihe: | Policy research working paper
3556 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | "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. "--World Bank web site |
| Beschreibung: | Includes bibliographical references. - Title from PDF file as viewed on 4/11/2005 Erscheinungsjahr in Vorlageform:[2005] |
| Beschreibung: | 1 Online-Ressource (33 Seiten) |
Internformat
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| illustrated | Not Illustrated |
| indexdate | 2024-12-29T04:04:50Z |
| institution | BVB |
| language | English |
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| physical | 1 Online-Ressource (33 Seiten) |
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| publishDate | 2005 |
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| publisher | World Bank |
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| series2 | Policy research working paper |
| spellingShingle | Stephanou, Constantinos 1971- Credit risk measurement under Basel II an overview and implementation issues for developing countries Entwicklungsländer |
| title | Credit risk measurement under Basel II an overview and implementation issues for developing countries |
| title_auth | Credit risk measurement under Basel II an overview and implementation issues for developing countries |
| title_exact_search | Credit risk measurement under Basel II an overview and implementation issues for developing countries |
| title_full | Credit risk measurement under Basel II an overview and implementation issues for developing countries Constantinos Stephanou, Juan Carlos Mendoza |
| title_fullStr | Credit risk measurement under Basel II an overview and implementation issues for developing countries Constantinos Stephanou, Juan Carlos Mendoza |
| title_full_unstemmed | Credit risk measurement under Basel II an overview and implementation issues for developing countries Constantinos Stephanou, Juan Carlos Mendoza |
| title_short | Credit risk measurement under Basel II |
| title_sort | credit risk measurement under basel ii an overview and implementation issues for developing countries |
| title_sub | an overview and implementation issues for developing countries |
| topic | Entwicklungsländer |
| topic_facet | Entwicklungsländer |
| url | http://elibrary.worldbank.org/content/workingpaper/10.1596/1813-9450-3556 |
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