We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with …

commercial bank, the authors choose Archimedean Copula to fit the default relationship between loans, combined with the loss …

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 …