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Basel II and the Value of Bank Differentiation
() and Eberhard Feess
Abstract: This paper analyzes optimal bank capital requirements when
regulation can be differentiated according to banks’ heterogeneous
risk-assessment capabilities. The new Basel II Accord provides the
opportunity to do by introducing distinct regulatory systems for banks
authorized to apply internal ratings and externally rated banks.
Keywords: bank capital regulation; capital adequacy; bank competition; risk-taking; Basel Accord; internal ratings; (follow links to similar papers)
JEL-Codes: H41; K13; (follow links to similar papers)
41 pages, October 1, 2007
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