The 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...
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ПОДРОБНАЯ ИНФОРМАЦИЯ
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2005/04/01
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Рабочий документ в рамках исследования вопросов политики
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WPS3556
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1
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1
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2010/07/01
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Disclosed
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Credit risk measurement under Basel II : an overview and implementation issues for developing countries
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Risk Adjusted Return on Capital
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