Models for Bank Risk Regulation - Dynamics Modelling and Prospects

Daniela Feschiyan and Radka Andasarova ()
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Radka Andasarova: University of National and World Economy, Sofia, Bulgaria

Nauchni trudove, 2020, issue 1, 77-88

Abstract: The Standardized Approach (SA) for credit risk assessment is a positive asset in bank capital regulation in contemporary banking. The revisions to the regulatory framework – Basel III by the Basel Committee on Banking Supervision is a long continuous process influenced by numerous economic, social and political factors. The present article shows the modern aspects of credit risk regulation in banks within Basel III: Finalising post-crisis reforms. The study presents the development and chronology of the global regulatory frameworks for banks - Basel I, Basel II and Basel III. The theoretical interpretation of the proposed new standardized approach for risk modeling in banks is reviewed.

Keywords: Basel Committee on Banking Supervision; Standardized approach (SA); credit risk; risk-weighted assets (RWA) (search for similar items in EconPapers)
JEL-codes: G2 M4 (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:nwe:natrud:y:2020:i:1:p:77-88

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