Basel II and the Value of Bank Differentiation

This paper analyzes optimal bank capital requirements when regulation can be differentiated according to banks’ heterogeneous risk-assessment capabilities. The new Basel II Accord provides the opportunity to do by introducing distinct regulatory systems for banks authorized to apply internal ratings and externally rated banks.

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Year of publication:	2007-10-01
Authors:	Hege, Ulrich ; Feess, Eberhard
Institutions:	HEC Paris (École des Hautes Études Commerciales)
Subject:	bank capital regulation \| capital adequacy \| bank competition \| risk-taking \| Basel Accord \| internal ratings

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Extent:	application/pdf
Series:	Les Cahiers de Recherche.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series Les Cahiers de Recherche - Groupe HEC Number 879 41 pages
Classification:	H41 - Public Goods ; K13 - Tort Law and Product Liability
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005011663