This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Credit risk regulation in the Czech Republic after Basel II

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Vodová, Pavla

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

Abstract

In this year, new capital adequacy regulation, known as Basel II, came into force. Based on these rules, two directives of the European Parliament and of the Council have been revised and the new decree of Czech National Bank has come into force. This new decree brings some new aspects in credit risk regulation. The aim of this paper is to characterize the main changes in credit risk regulation due to Basel II and to outline the effects on the availability of loans for nonfinancial companies. According to the new rules, the bank’s capital charge is calculated to capture credit, market and operational risk. Banks are able to choose between standardized measurement concepts and more refined internal procedures and models which should lead to reduction of capital charges. Two new methods of calculating loan loss provisions have been implemented. Limits for credit exposure of banks remained unchanged. Small and medium-sized companies should benefit both from Standardised Approach and Internal Ratings Based Approach. Corporations with good financial health should benefit from IRB Approach and corporations with rating assessment from external rating agencies will advantage of Standardised Approach. Changes in other aspects of credit risk regulation should not affect the lending activity of banks.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://mpra.ub.uni-muenchen.de/11901/
File Format:
File Function:
Download Restriction: no

Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 11901.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Oct 2007
Date of revision:
Handle: RePEc:pra:mprapa:11901

Contact details of provider:
Postal: Schackstr. 4, D-80539 Munich, Germany
Phone: +49-(0)89-2180-2219
Fax: +49-(0)89-2180-3900
Web page: http://mpra.ub.uni-muenchen.de
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Ekkehart Schlicht).

Related research
Keywords: credit risk; Basel II; capital requirements; availability of loans; rating;

Find related papers by JEL classification:
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Décamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoît, 2003. "The Three Pillars of Basel II, Optimizing the Mix," IDEI Working Papers 179, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
    Other versions:
Full references

Statistics
Access and download statistics

Did you know? IDEAS also indexes software components.

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


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.