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Why Simple, When it Can Be Difficult?

Year:    2003

Author:    Bank, Matthias, Lawrenz, Jochen

Credit and Capital Markets – Kredit und Kapital, Vol. 36 (2003), Iss. 4 : pp. 534–556

Abstract

One of the major innovations in the New Basel Capital Accord (Basel II) is represented by the Internal Ratings Based (IRB) Approach. It can be considered as a conceptually new approach to capital rules, since the IRB risk weight function is derived from a simple portfolio model. A careful analysis of the underlying model reveals, that it is based on a quite complex theoretical background and depends on some critical assumptions. Beside this inherent vagueness of model-based results, the committee shows a politically determined will to calibrate the parameters of the model so as to obtain an economy-wide average of 8% - implying an unchanged level of regulatory capital requirements on average.

Taken together, this suggests that the model-driven approach is more like a pretext to disguise politically determined decisions, and pretend, an accurateness, that is not given. We argue, that if it is the committees aim to provide risk-sensitive capital rules, together with some target level of average capital requirements, this can be achieved much easier. (JEL G21, G28)

Journal Article Details

Publisher Name:    Global Science Press

Language:    Multiple languages

DOI:    https://doi.org/10.3790/ccm.36.4.534

Credit and Capital Markets – Kredit und Kapital, Vol. 36 (2003), Iss. 4 : pp. 534–556

Published online:    2003-04

AMS Subject Headings:    Duncker & Humblot

Copyright:    COPYRIGHT: © Global Science Press

Pages:    23

Author Details

Bank, Matthias

Lawrenz, Jochen

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