Credit risk measurement under Basel II: an overview and implementation issues for developing countries

By: Contributor(s): Material type: TextTextSeries: Policy Research Working Paper, no.3556Publication details: Washington, D. C. World Bank 2005Description: 33 pSubject(s): DDC classification:
  • 332.673
Summary: """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."
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Books Vikram Sarabhai Library Rack 19-B / Slot 735 (0 Floor, West Wing) General Stacks 332.673 S8C7 (Browse shelf(Opens below)) Available 162114

Includes bibliographical references.

"""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."

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