Publication:
Credit Risk Measurement Under Basel II : An Overview and Implementation Issues for Developing Countries

Simple item page
dc.contributor.authorStephanou, Constantinos
dc.contributor.authorMendoza, Juan Carlos
dc.date.accessioned2012-06-20T19:02:29Z
dc.date.available2012-06-20T19:02:29Z
dc.date.issued2005-04
dc.description.abstractThe objective of this paper is to provide an overview of the changes in the calculation of minimum regulatory capital requirements for credit risk that have been drafted by the Basel Committee on Banking Supervision (Basel II). Even though the revised credit capital rules represent a dramatic change compared to Basel I, it is shown that Basel II merely seeks to codify (albeit incompletely) existing good practices in bank risk measurement. However, its effective implementation in many developing countries is hindered by fundamental weaknesses in financial infrastructure that will need to be addressed as a priority.en
dc.identifierhttp://documents.worldbank.org/curated/en/2005/04/6526048/credit-risk-measurement-under-basel-ii-overview-implementation-issues-developing-countries
dc.identifier.doi10.1596/1813-9450-3556
dc.identifier.urihttps://hdl.handle.net/10986/8557
dc.languageEnglish
dc.publisherWorld Bank, Washington, DC
dc.relation.ispartofseriesPolicy Research Working Paper; No. 3556
dc.rightsCC BY 3.0 IGO
dc.rights.holderWorld Bank
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/igo/
dc.subjectACCOUNTING
dc.subjectACCOUNTS
dc.subjectARBITRAGE
dc.subjectASSET PRICES
dc.subjectBANK CAPITAL
dc.subjectBANKING SUPERVISION
dc.subjectBANKING SYSTEM
dc.subjectBANKING SYSTEMS
dc.subjectBANKS
dc.subjectBONDS
dc.subjectCAPITAL ADEQUACY
dc.subjectCAPITAL ADEQUACY RULES
dc.subjectCAPITAL REQUIREMENT
dc.subjectCAPITAL REQUIREMENTS
dc.subjectCAPITALIZATION
dc.subjectCENTRAL BANK
dc.subjectCENTRAL BANKS
dc.subjectCOMMERCIAL CREDIT
dc.subjectCOMMERCIAL LOANS
dc.subjectCONSOLIDATION
dc.subjectCOVERAGE
dc.subjectCREDIT INSTITUTIONS
dc.subjectCREDIT RATINGS
dc.subjectCREDIT RISK
dc.subjectCREDIT RISK MANAGEMENT
dc.subjectDEBT
dc.subjectDEFAULT RISK
dc.subjectDISCOUNT RATE
dc.subjectECONOMIC CONDITIONS
dc.subjectECONOMIC RISK
dc.subjectECONOMIC VALUE
dc.subjectEXPECTED PRESENT VALUE
dc.subjectEXPECTED VALUE
dc.subjectFACE VALUE
dc.subjectFINANCIAL INFORMATION
dc.subjectFINANCIAL INNOVATION
dc.subjectFINANCIAL INSTITUTIONS
dc.subjectFINANCIAL INTERMEDIATION
dc.subjectFINANCIAL RATIOS
dc.subjectFINANCIAL STRENGTH
dc.subjectFOREIGN EXCHANGE
dc.subjectFRAUD
dc.subjectGROWTH RATE
dc.subjectINCOME STATEMENTS
dc.subjectINSURANCE
dc.subjectINSURANCE COMPANIES
dc.subjectINTEREST INCOME
dc.subjectINTEREST RATE
dc.subjectINTERNATIONAL ACCOUNTING STANDARDS
dc.subjectINTERNATIONAL BANKING
dc.subjectLEGAL FRAMEWORK
dc.subjectLEVEL PLAYING FIELD
dc.subjectLIABILITY
dc.subjectLIQUIDATION
dc.subjectLIQUIDITY
dc.subjectLOAN LOSS PROVISIONS
dc.subjectMARKET DISCIPLINE
dc.subjectMARKET RISK
dc.subjectMARKET RISKS
dc.subjectMARKET VALUE
dc.subjectMORTGAGES
dc.subjectOPERATIONAL RISK
dc.subjectOPERATIONAL RISKS
dc.subjectOPPORTUNITY COST
dc.subjectPORTFOLIO
dc.subjectPORTFOLIO THEORY
dc.subjectPORTFOLIOS
dc.subjectPRESENT VALUE
dc.subjectPROBABILITY OF DEFAULT
dc.subjectPROFITABILITY
dc.subjectPUBLIC DEBT
dc.subjectRATES
dc.subjectRATING AGENCIES
dc.subjectRETURN ON EQUITY
dc.subjectRISK ASSESSMENT
dc.subjectRISK FACTORS
dc.subjectRISK MANAGEMENT
dc.subjectRISK MEASUREMENT
dc.subjectRISK MITIGATION
dc.subjectRISK NEUTRAL
dc.subjectRISK PROFILES
dc.subjectRISK REDUCTION
dc.subjectRISK WEIGHTED ASSETS
dc.subjectRISK-WEIGHTED ASSETS
dc.subjectSECURITIZATION
dc.subjectSMALL BUSINESS
dc.subjectSOLVENCY
dc.subjectSOLVENCY RATIOS
dc.subjectSOVEREIGN RISK
dc.subjectSTOCK PRICES
dc.subjectSUPERVISORY AUTHORITIES
dc.subjectTIER 1 CAPITAL
dc.subjectUNDERWRITING
dc.subjectVALUATION
dc.subjectVALUE ADDED
dc.titleCredit Risk Measurement Under Basel II : An Overview and Implementation Issues for Developing Countriesen
dspace.entity.typePublication
okr.crossref.titleCredit Risk Measurement Under Basel II : An Overview and Implementation Issues for Developing Countries
okr.date.doiregistration2025-04-10T09:19:13.610014Z
okr.doctypePublications & Research::Policy Research Working Paper
okr.doctypePublications & Research
okr.docurlhttp://documents.worldbank.org/curated/en/2005/04/6526048/credit-risk-measurement-under-basel-ii-overview-implementation-issues-developing-countries
okr.globalpracticeMacroeconomics and Fiscal Management
okr.globalpracticeFinance and Markets
okr.globalpracticeGovernance
okr.globalpracticeFinance and Markets
okr.guid431871468330983467
okr.identifier.doi10.1596/1813-9450-3556
okr.identifier.externaldocumentum000112742_20060110171251
okr.identifier.internaldocumentum6526048
okr.identifier.reportWPS3556
okr.language.supporteden
okr.pdfurlhttp://www-wds.worldbank.org/external/default/WDSContentServer/WDSP/IB/2006/01/10/000112742_20060110171251/Rendered/PDF/wps35560corrected.pdfen
okr.topicEconomic Theory and Research
okr.topicInsurance and Risk Mitigation
okr.topicBanks and Banking Reform
okr.topicLaw and Development::Banking Law
okr.topicFinance and Financial Sector Development::Financial Intermediation
okr.topicMacroeconomics and Economic Growth
okr.unitDevelopment Research Group (DECRG)
okr.volume1 of 1
relation.isSeriesOfPublication26e071dc-b0bf-409c-b982-df2970295c87
relation.isSeriesOfPublication.latestForDiscovery26e071dc-b0bf-409c-b982-df2970295c87
Files
Original bundle
Now showing 1 - 2 of 2
Thumbnail Image
Name:
wps35560corrected.pdf
Size:
1.9 MB
Format:
Adobe Portable Document Format
Download
No Thumbnail Available
Name:
wps35560corrected.txt
Size:
107.27 KB
Format:
Plain Text
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Plain Text
Description:
Download
Collections
Policy Research Working Papers