This paper examines how Basel III capital reforms affected bank lending in Ger- many. We focus on the increase of …-based capital regulation significantly affected low capitalized banks. The impact depends on a bank's credit risk model, i ….e. whether a bank applies the standardized approach (SA) or an internal ratings-based approach (IRBA) to determine risk weights …

Using a framework of volatile markets Emerging Market Bank Lending and Credit Risk Control covers the theoretical and … practical foundations of contemporary credit risk with implications for bank management. Drawing a direct connection between …. Chapters include summaries, review questions, references, and endnotes. *Emphasizes bank credit risk issues peculiar to …

This paper analyzes the level and cyclicality of bank capital requirement in relation to (i) the model methodologies … mortgage loans. The major finding is that less accurate models may lead to a lower bank capital requirement for real estate …