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.

MoreLess

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

More details

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