The Vulnerabilities of the Risk Assessment Model Elaborated by the Basel Committee for Banking Supervision

Paul Baranga () and Iulian Zalinca
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Paul Baranga: Academy of Economic Studies
Iulian Zalinca: Academy of Economic Studies

A chapter in Business Revolution in a Digital Era, 2021, pp 145-157 from Springer

Abstract: Abstract We are going to present a series of limitations that exist in the methodology for determining the capital adequacy ratio at the credit institutions and investment firms level. To that effect, a series of problematic aspects that taken into account in the methodology for calculating the capital adequacy ratio will be presented, econometric demonstrations will be presented for some of the identified situations, and solutions for the remedial of such deficiencies will be proposed.

Keywords: Capital adequacy; Credit institution; Credit risk; Market and operational risk (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:prbchp:978-3-030-59972-0_11

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DOI: 10.1007/978-3-030-59972-0_11

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