Provisions and Enhancements Brought by Basel II Agreement

Munteanu Bogdan ()
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Munteanu Bogdan: National School of Political and Administrative Studies

Ovidius University Annals, Economic Sciences Series, 2017, vol. XVII, issue 1, 606-610

Abstract: The article aims to present the comparison between the core approaches of Basel I and Basel IIAgreements, focusing on the impact of regulations upon the management of financial assetsportfolio held by banks in a globally diversified environment. It takes into account three methods(standardized, internal ratings and advanced) to estimate the minimum requirements forcapitalization, in order to better respond to global financial risks exposures. The coefficients thatare used to mitigate risks in balance sheets of banks need to reflect the realities of the risks infinancial markets and this implies that banks will adjust to tighter prudential supervision.

Keywords: Basel II Regulation; Capitalization Requirements; Internal Ratings Model; Operational Risk; Standardized Method (search for similar items in EconPapers)
JEL-codes: E58 F33 G21 G32 G38 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:ovi:oviste:v:xvii:y:2017:i:1:p:606-610

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