We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with imperfect competition and moral hazard, we show that the introduction of an internal ratings based (IRB) approach improves upon flat capital requirements if the approach is...

Chapter 1: Introduction -- Part I: Alternative Lending and How to Regulate -- Chapter 2: Towards an EU market-based financial system: The emergence of Credit Alternative Investment Funds -- Chapter 3: The need for regulation: Innovation and Market Failure -- Part II: AIF-Lending and Bank Lending...

Introduction to Credit Risk and Capital Management Frameworks -- Credit Data and Processing -- Credit Modeling Techniques -- Allowance for Credit Loss and CECL -- Capital Management and Risk Weighted Asset -- Stress Test and CCAR -- Underwriting and Credit Scoring.