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Studies On The Potential Impacts Of The New Basel Capital Accord

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Author Info
Katalin Mérõ (Magyar Nemzeti Bank)
Balázs Zsámboki () (Magyar Nemzeti Bank)
Edit Horváth (Magyar Nemzeti Bank)
András Bethlendi (Magyar Nemzeti Bank)
Anna Naszódi () (Magyar Nemzeti Bank)
Anikó Szombati () (Magyar Nemzeti Bank)
István Czajlik () (Magyar Nemzeti Bank)

Additional information is available for the following registered author(s):

Abstract

In April 2003, the Basel Committee on Banking Supervision published the third consultative paper (CP3) of the new Basel Capital Accord relating to the prudential regulation of banks, which was followed in July 2003 by the EU Commission’s draft directive with the same contents, but slightly different detailed rules (Capital Adequacy Directive, CAD3). During the consultative process both organisations expect comments from the players affected by the new capital regulation, thus from the central banks of each country as well. The significance of the new capital regulation is underlined by the fact that the Basel recommendation will soon be followed by the European Union’s directive (presumably in 2004), the implementation of which will be one of the largest regulative challenges for Hungary. Accordingly, the Magyar Nemzeti Bank pays special attention to preparing the implementation of the Basel II/CAD3 capital accords, laying the groundwork for the adaptation and carrying out the necessary background analyses. Our main objective in the first phase of this rather complex and far-reaching project was – through participation in the legislative process – to analyse the issues important and relevant for the MNB, as well as to assess the potential consequences of implementation in Hungary. During such analyses we focused on the macro-prudential consequences. Accordingly, we carried out a detailed assessment of five topics.

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File URL: http://english.mnb.hu/Resource.aspx?ResourceID=mnbfile&resourcename=op27
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Publisher Info
Paper provided by Magyar Nemzeti Bank (The Central Bank of Hungary) in its series MNB Occasional Papers with number 2003/27.

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Length: 142 pages
Date of creation: 2003
Date of revision:
Handle: RePEc:mnb:opaper:2003/27

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Web page: http://www.mnb.hu/
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Related research
Keywords: Basel Capital Accord; Pro-cyclicality; Credit risk; Market Risk; Regulation; Corporate governance.;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance

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This page was last updated on 2009-12-6.


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