We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with … flat capital requirements if the approach is applied uniformly across banks and if the costs of implementation are not too …

Following the adoption by the Basel Committee of new capital rules for banks, a process is now taking place in the EU …

This paper discusses the relationship between bank size and risk-taking under Pillar I of the New Basel Capital Accord …

paper investigates the effects of the Basel II capital requirement implementation in Viet Nam on the bank lending rate and …). The main finding of the paper is that at the bank level, a tightening of regulatory capital requirements does not induce a … higher lending rate in the long run. Also, changes in micro-prudential capital requirements on banks have statistically …

capital market. Both Basel I and II and Solvency I and II neglected the impact of these developments on banks' and insurers … to take developments in the capital market into account in the formulation of their business strategies designed to … ensure solvency. In combination with increased capital requirements, this is shown to result in a reduced slope of their EPEF …

abgebildeten Internal Capital Adequacy Assessment Process (ICAAP) sowie den damit zusammenhängenden internationalen sowie …

&As or partnerships - and the prospects offered by the new Basel capital Accord. A first appraisal suggests: a) a natural …

In this paper we present an analytical review of the capital adequacy regime and the present state of capital to risk … as well as India's own minimum regulatory requirement of 9 per cent. As the revised capital adequacy norms, Basel II, are …

Under a new Basel capital accord, bank regulators might use quantitative measures when evaluating the eligibility of … low-risk borrowers increase their average capital requirements due to the concavity of the capital requirements function. …