L'adequation de Bale presentement en vigueur sur l'adequation des fonds propres des banques prevoit l'application de coefficients de ponderation differents pour les creances souveraines et sur celles des banques centrales, selon que ces creances sont detenues sur des pays de l'OCDE ou non. Cette etude explore quelques voies qui pourraient etre retenues pour ameliorer ce traitement tres sommaire du risque pays dans le calcul des coefficients de ponderation.
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Paper provided by Ecole des Hautes Etudes Commerciales de Montreal- in its series Papers with number
2000-03.
Length: 31 pages Date of creation: 2000 Date of revision: Handle: RePEc:fth:etcomo:2000-03
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Find related papers by JEL classification: C0 - Mathematical and Quantitative Methods - - General C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General F34 - International Economics - - International Finance - - - International Lending and Debt Problems
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