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Models for Bank Risk Regulation - Dynamics Modelling and Prospects

Author

Listed:
  • Daniela Feschiyan

    (University of National and World Economy, Sofia, Bulgaria)

  • Radka Andasarova

    (University of National and World Economy, Sofia, Bulgaria)

Abstract

The Standardized Approach (SA) for credit risk assessment is a positive asset in bank capital regulation in contemporary banking. The revisions to the regulatory framework – Basel III by the Basel Committee on Banking Supervision is a long continuous process influenced by numerous economic, social and political factors. The present article shows the modern aspects of credit risk regulation in banks within Basel III: Finalising post-crisis reforms. The study presents the development and chronology of the global regulatory frameworks for banks - Basel I, Basel II and Basel III. The theoretical interpretation of the proposed new standardized approach for risk modeling in banks is reviewed.

Suggested Citation

  • Daniela Feschiyan & Radka Andasarova, 2020. "Models for Bank Risk Regulation - Dynamics Modelling and Prospects," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 77-88, May.
    • Handle: RePEc:nwe:natrud:y:2020:i:1:p:77-88
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    More about this item

    Keywords

    Basel Committee on Banking Supervision; Standardized approach (SA); credit risk; risk-weighted assets (RWA);
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • M4 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting

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