Rethinking and Revamping the 1998 Capital Accord: A New Capital Adequacy Framework

Dimitris N. Chorafas

Chapter 11 in New Regulation of the Financial Industry, 2000, pp 175-199 from Palgrave Macmillan

Abstract: Abstract During the last three or four years international bankers have been calling on the Basle Committee on Banking Supervision to change its formula for calculating how much capital institutions need to hold as a cushion against credit risk. According to the 1998 Capital Accord banks are required to hold capital equivalent to 8 per cent of their assets, with some less risky assets such as mortgages and sovereign loans (see Chapter 15) carrying a reduced risk-weighting.

Keywords: Financial Institution; Credit Risk; Hedge Fund; Capital Requirement; Market Risk (search for similar items in EconPapers)
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-333-97743-9_11

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DOI: 10.1057/9780333977439_11

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