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Capital shocks, bank asset allocation, and the revised Basel Accord
- Source :
- Review of Financial Economics. Spring, 2008, Vol. 17 Issue 2, p79, 13 p.
- Publication Year :
- 2008
-
Abstract
- A theoretical model is developed to analyze the adjustment of banks of their low and high credit risk commercial loans under the revised Basel Accord. High-risk loans are reduced more under the revised Basel Accord, but low credit risk loans may actually increase under certain conditions.
- Subjects :
- Bank loans -- Models
Bank loans -- Finance
Bank loans -- Laws, regulations and rules
Banking industry -- Finance
Banking industry -- Laws, regulations and rules
Bank assets -- Finance
Bank assets -- Laws, regulations and rules
Commercial loans -- Finance
Commercial loans -- Laws, regulations and rules
Commercial loans -- Models
Government regulation
Company financing
Banking industry
Banking, finance and accounting industries
Economics
Accord on the International Convergence of Capital Measurement and Capital Standards, 1988
Subjects
Details
- Language :
- English
- ISSN :
- 10583300
- Volume :
- 17
- Issue :
- 2
- Database :
- Gale General OneFile
- Journal :
- Review of Financial Economics
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.179263321