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...

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Bibliographic Details
Main Author: Stephanou, Constantinos
Corporate Author: World Bank
Other Authors: Mendoza, Juan Carlos
Format: eBook
Language:English
Published: [Washington, D.C] World Bank 2005
Series:Policy research working paper
Subjects:
Online Access:
Collection: World Bank E-Library Archive - Collection details see MPG.ReNa
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245 0 0 |a Credit risk measurement under Basel II  |h Elektronische Ressource  |b an overview and implementation issues for developing countries  |c Constantinos Stephanou, Juan Carlos Mendoza 
260 |a [Washington, D.C]  |b World Bank  |c 2005 
653 |a Country risk / Developing countries 
653 |a Basel II / (2004) 
653 |a Credit / Developing countries 
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500 |a Includes bibliographical references. - Title from PDF file as viewed on 4/11/2005 
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520 |a "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 compared to Basel I, it is shown that Basel II merely seeks to codify (albeit incompletely) existing good practices in bank risk measurement. However, its effective implementation in many developing countries is hindered by fundamental weaknesses in financial infrastructure that will need to be addressed as a priority. "--World Bank web site