Credit Risk Measurement Under Basel II : An Overview and Implementation Issues for Developing Countries

Credit Risk Measurement Under Basel II : An Overview and Implementation Issues for Developing Countries

The objective of this paper is to provide an overview of the changes in the calculation of minimum regulatory capital requirements for credit risk that have been drafted by the Basel Committee on Banking Supervision (Basel II). Even though the revised credit capital rules represent a dramatic change...

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Bibliographic Details
Main Authors: Stephanou, Constantinos, Mendoza, Juan Carlos
Format: Policy Research Working Paper
Language:English
Published: World Bank, Washington, DC 2012
Subjects:
ACCOUNTING
ACCOUNTS
ARBITRAGE
ASSET PRICES
BANK CAPITAL
BANKING SUPERVISION
BANKING SYSTEM
BANKING SYSTEMS
BANKS
BONDS
CAPITAL ADEQUACY
CAPITAL ADEQUACY RULES
CAPITAL REQUIREMENT
CAPITAL REQUIREMENTS
CAPITALIZATION
CENTRAL BANK
CENTRAL BANKS
COMMERCIAL CREDIT
COMMERCIAL LOANS
CONSOLIDATION
COVERAGE
CREDIT INSTITUTIONS
CREDIT RATINGS
CREDIT RISK
CREDIT RISK MANAGEMENT
DEBT
DEFAULT RISK
DISCOUNT RATE
ECONOMIC CONDITIONS
ECONOMIC RISK
ECONOMIC VALUE
EXPECTED PRESENT VALUE
EXPECTED VALUE
FACE VALUE
FINANCIAL INFORMATION
FINANCIAL INNOVATION
FINANCIAL INSTITUTIONS
FINANCIAL INTERMEDIATION
FINANCIAL RATIOS
FINANCIAL STRENGTH
FOREIGN EXCHANGE
FRAUD
GROWTH RATE
INCOME STATEMENTS
INSURANCE
INSURANCE COMPANIES
INTEREST INCOME
INTEREST RATE
INTERNATIONAL ACCOUNTING STANDARDS
INTERNATIONAL BANKING
LEGAL FRAMEWORK
LEVEL PLAYING FIELD
LIABILITY
LIQUIDATION
LIQUIDITY
LOAN LOSS PROVISIONS
MARKET DISCIPLINE
MARKET RISK
MARKET RISKS
MARKET VALUE
MORTGAGES
OPERATIONAL RISK
OPERATIONAL RISKS
OPPORTUNITY COST
PORTFOLIO
PORTFOLIO THEORY
PORTFOLIOS
PRESENT VALUE
PROBABILITY OF DEFAULT
PROFITABILITY
PUBLIC DEBT
RATES
RATING AGENCIES
RETURN ON EQUITY
RISK ASSESSMENT
RISK FACTORS
RISK MANAGEMENT
RISK MEASUREMENT
RISK MITIGATION
RISK NEUTRAL
RISK PROFILES
RISK REDUCTION
RISK WEIGHTED ASSETS
RISK-WEIGHTED ASSETS
SECURITIZATION
SMALL BUSINESS
SOLVENCY
SOLVENCY RATIOS
SOVEREIGN RISK
STOCK PRICES
SUPERVISORY AUTHORITIES
TIER 1 CAPITAL
UNDERWRITING
VALUATION
VALUE ADDED
Online Access:http://documents.worldbank.org/curated/en/2005/04/6526048/credit-risk-measurement-under-basel-ii-overview-implementation-issues-developing-countries
http://hdl.handle.net/10986/8557

Internet

http://documents.worldbank.org/curated/en/2005/04/6526048/credit-risk-measurement-under-basel-ii-overview-implementation-issues-developing-countries
http://hdl.handle.net/10986/8557

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