EBSLG

 

 
European Business Schools Librarian's Group
Home About Series Subject/JEL codes Advanced Search
HEC Paris. Research Department Les Cahiers de Recherche - HEC Paris
 

No 879:
Basel II and the Value of Bank Differentiation

Ulrich Hege () 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

Before downloading any of the electronic versions below you should read our statement on copyright.
Download GhostScript for viewing Postscript files and the Acrobat Reader for viewing and printing pdf files.

Full text versions of the paper:

56f1f1c9fc044d2c50f7ac68090aee8d.pdf    PDF-file
Download Statistics

Questions (including download problems) about the papers in this series should be directed to Sandra Dupouy ()
Report other problems with accessing this service to Sune Karlsson () or Helena Lundin ().

Programing by
Design Joakim Ekebom

Handle: RePEc:ebg:heccah:0879 This page was generated on 2014-12-14 17:56:22