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Provisions and Enhancements Brought by Basel II Agreement

Author

Listed:
  • Munteanu Bogdan

    (National School of Political and Administrative Studies)

Abstract

The article aims to present the comparison between the core approaches of Basel I and Basel IIAgreements, focusing on the impact of regulations upon the management of financial assetsportfolio held by banks in a globally diversified environment. It takes into account three methods(standardized, internal ratings and advanced) to estimate the minimum requirements forcapitalization, in order to better respond to global financial risks exposures. The coefficients thatare used to mitigate risks in balance sheets of banks need to reflect the realities of the risks infinancial markets and this implies that banks will adjust to tighter prudential supervision.

Suggested Citation

  • Munteanu Bogdan, 2017. "Provisions and Enhancements Brought by Basel II Agreement," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 606-610, June.
    • Handle: RePEc:ovi:oviste:v:xvii:y:2017:i:1:p:606-610
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    File URL: http://stec.univ-ovidius.ro/html/anale/RO/2017/Section-V/39.pdf
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    More about this item

    Keywords

    Basel II Regulation; Capitalization Requirements; Internal Ratings Model; Operational Risk; Standardized Method;
    All these keywords.

    JEL classification:

    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation

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