Management of credit risk in view of Basel II

Iulia Iuga

Annales Universitatis Apulensis Series Oeconomica, 2006, vol. 3, issue 8, 9

Abstract: The Basel Committee proposes to permit banks a choice between two broad methodologies for calculating their capital requirements for credit risk. One alternative will be to measure credit risk in a standardised manner, supported by external credit assessments. The alternative methodology, which is subject to the explicit approval of the bank's supervisor, would allow banks to use their internal rating systems for credit risk.

Keywords: credit risk; rating systems (search for similar items in EconPapers)
JEL-codes: G32 (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:alu:journl:v:3:y:2006:i:8:p:9

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