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The New Basel Accord: some potential implications of the new standards for credit risk

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Author Info
Jokivuolle, Esa () (Bank of Finland Research)
Kauko, Karlo () (Bank of Finland Research)
Abstract

This paper discusses some potential implications – both intended and unintended – of The New Basel Accord, which is to be finalized by the end of 2001. Our focus is on the reforms of the rules for determining minimum capital requirements for credit risk. The discussion is divided into effects at the level of an individual bank, effects on the structure of the financial markets, and macroeconomic implications. We present a survey of potential effects rather than a profound analysis of any of them. Therefore conclusions are inevitably preliminary, and in many cases they are likely to be controversial. Although the new capital accord as a whole is a major improvement on many properties of the current framework, our aim is to find potential problems that might need to be considered in the implementation and application of the new rules. Overall, the new accord will be largely an experiment, of which many of the consequences remain to be seen.

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File URL: http://www.bof.fi/NR/rdonlyres/E9AD5C67-A65A-414C-96E2-B7A5D9AB9E03/0/0102.pdf
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Publisher Info
Paper provided by Bank of Finland in its series Research Discussion Papers with number 2/2001.

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Length: 23 pages
Date of creation: 03 Mar 2001
Date of revision:
Handle: RePEc:hhs:bofrdp:2001_002

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Postal: Bank of Finland, P.O. Box 160, FI-00101 Helsinki, Finland
Web page: http://www.bof.fi/en/tutkimus
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Related research
Keywords: capital adequacy requirements; credit crisk; banking stability;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

Cited by:
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  1. Diemo Dietrich & Uwe Vollmer, 2004. "Why do banks hold capital in excess of regulatory requirements? A functional approach," IWH Discussion Papers 192, Halle Institute for Economic Research. [Downloadable!]
    Other versions:
  2. David T. Llewellyn, 2001. "A Regulatory Regime for Financial Stability," Working Papers 48, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  3. W. Bolt & A.F. Tieman, 2001. "Banking competition, risk and regulation," DNB Staff Reports (discontinued) 70, Netherlands Central Bank. [Downloadable!]
    Other versions:
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