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Capital requirements play a key role in the supervision and regulation of banks. The Basel Committee on Banking Supervision is now changing the current framework by introducing risk-sensitive capital charges. There have been concerns that this will unduly increase volatility in the banks’...
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This paper discusses the relationship between bank size and risk-takingunder Pillar I of the New Basel Capital Accord. …
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Im Juni 2004 veröffentlichete der Baseler Ausschuss für Bankenaufsicht nach einer mehr als fünfjährigen Entwicklungszeit mit dem Papier "International Convergence of Capital Measurement and Capital Standards - A Revised Framwork" das Rahmenwerk der neuen Baseler Eigenkapitalvereinbarung. Die...
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Eigenkapital zu unterlegende Kreditrisiko mitinternen Kreditrisikomodellen selber zu berechnen. Diese Arbeit untersucht …
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The New Basel Capital Accord (Basel II) aims at preventing bank insolvencies. To achievethis goal, banks are required … capitalis calculated using external ratings, while in the IRB approach bank-internal ratings areused. This text initially …
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