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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

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