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Will Basel II Affect International Capital Flows to Emerging Markets?

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Beatrice Weder
Michael Wedow ()

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Abstract

This paper investigates the consequences of Basel II for international capital flows to emerging markets. The paper shows that the magnitude of effects critically depends on a number of assumptions, including: the mapping of risk weights to ratings, assumptions about required return on capital, assumptions about competition and diversion effects and the assumption that minimum capital requirements are binding constraints. The paper provides evidence on each of these assumptions and estimates their effect on interest margins and bank flows. Overall the results suggest that Basel II — taking into account the “Potential Modifications” of November 2001 — will have only a moderate impact on international capital flows ...


Ce Document technique examine les conséquences des Accords de Bâle II sur les flux internationaux de capitaux vers les pays émergents. L’ampleur de ces effets dépend fortement d’un certain nombre d’hypothèses, en particulier sur les pondérations des risques choisies pour établir les notations, sur la rémunération du capital, sur la concurrence et les effets de diversion, ainsi que l’hypothèse selon laquelle les exigences de fonds propres minimales représentent une contrainte. Les auteurs mettent en évidence chacune de ces hypothèses et estiment leur impact sur l’intérêt marginal et les flux bancaires. Il en ressort que les Accords de Bâle II — y compris les « Modifications éventuelles » de novembre 2001 — n’auront qu’un impact modeste sur les flux de capitaux internationaux ...

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Paper provided by OECD Development Centre in its series OECD Development Centre Working Papers with number 199.

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Date of creation: Oct 2002
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Handle: RePEc:oec:devaaa:199-en

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  1. Roman Kraeussl, 2003. "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," CFS Working Paper Series 2003/23, Center for Financial Studies. [Downloadable!]
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  2. Liebig, Thilo & Porath, Daniel & di Mauro, Beatrice Weder & Wedow, Michael, 2004. "How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data," Discussion Paper Series 2: Banking and Financial Studies 2004,05, Deutsche Bundesbank, Research Centre. [Downloadable!]
  3. Liebig, Thilo & Porath, Daniel & Weder di Mauro, Beatrice & Wedow, Michael, 2005. "Basel II and Bank Lending to Emerging Markets: Micro Evidence from German Banks," CEPR Discussion Papers 5163, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  4. Andrew Powell, 2004. "Implications of Basel II for Latin America," Business School Working Papers basel, Universidad Torcuato Di Tella. [Downloadable!]
  5. Alicia García-Herrero & Sergio Gavilá, 2006. "Posible impacto de Basilea II en los países emergentes," Banco de España Occasional Papers 0606, Banco de España. [Downloadable!]
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