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This paper investigates the consequences of Basel II for international capital flows to emerging markets. The paper shows that the magnitude of effects critically depends on a number of assumptions, including: the mapping of risk weights to ratings, assumptions about required return on capital,...
Persistent link: https://www.econbiz.de/10004962651
Persistent link: https://www.econbiz.de/10005213529
This paper investigates whether the new Basel Accord will induce a change in bank lending to emerging markets using a comprehensive new data set on German banks` foreign exposure. We test two interlinked hypotheses on the conditions under which the change in the regulatory capital would leave...
Persistent link: https://www.econbiz.de/10005082811
Persistent link: https://www.econbiz.de/10001882263
This paper investigates whether the new Basel Accord will induce a change in bank lending to emerging markets using a comprehensive new data set on German banks` foreign exposure. We test two interlinked hypotheses on the conditions under which the change in the regulatory capital would leave...
Persistent link: https://www.econbiz.de/10002398646
Persistent link: https://www.econbiz.de/10003421283
Persistent link: https://www.econbiz.de/10007596850
Persistent link: https://www.econbiz.de/10009594499
Persistent link: https://www.econbiz.de/10013424647
This paper investigates the consequences of Basel II for international capital flows to emerging markets. The paper shows that the magnitude of effects critically depends on a number of assumptions, including: the mapping of risk weights to ratings, assumptions about required return on capital,...
Persistent link: https://www.econbiz.de/10012445091