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Die neue Basler Eigenkapitalvereinbarung ("Basel II") aus makroökonomischer Sicht

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  • Franz R. Hahn

    (WIFO)

Abstract

Das geltende Eigenkapitalregime für Banken ("Basel I") hat die Stabilität des internationalen Bankensystems nur unzureichend gestärkt. Die undifferenzierte und grobe Erfassung der Kreditrisken und die rasante Entwicklung auf dem Sektor der Finanzinnovationen haben seine Wirksamkeit nachhaltig geschmälert. Die neuen Eigenkapitalvorschläge des Basler Ausschusses für Bankenaufsicht ("Basel II") sehen u. a. verbesserte Methoden der Risikobewertung vor, die allerdings auf makroökonomischer Ebene unerwünschte Effekte auslösen können. Diese Effekte können Größenordnungen erreichen, die das Ziel der nachhaltigen Stärkung des internationalen Finanzsystems gefährden.

Suggested Citation

  • Franz R. Hahn, 2003. "Die neue Basler Eigenkapitalvereinbarung ("Basel II") aus makroökonomischer Sicht," WIFO Monatsberichte (monthly reports), WIFO, vol. 76(2), pages 137-150, February.
    • Handle: RePEc:wfo:monber:y:2003:i:2:p:137-150
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    Cited by:

    1. Karl Aiginger, 2010. "Post Crisis Policy: Some Reflections of a Keynesian Economist," WIFO Working Papers 371, WIFO.
    2. Michael Böheim, 2011. "Competition policy: ten lessons learnt from the financial crisis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(3), pages 315-330, July.
    3. Franz R. Hahn & Werner Hölzl, 2012. "Effects of the New Capital Requirements of Basel III on the Financing of Small and Medium-sized Enterprises in Austria," Austrian Economic Quarterly, WIFO, vol. 17(3), pages 168-186, August.
    4. Karl Aiginger, 2011. "Why Growth Performance Differed across Countries in the Recent Crisis: the Impact of Pre-crisis Conditions," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 35-52, August.
    5. Franz R. Hahn, 2005. "Determinants of Bank Profitability in Austria. A Micro-Macro Approach," WIFO Studies, WIFO, number 25688.
    6. Thomas Url, 2010. "Financial Market Crisis: Origin, Short-Term Reaction and Long-Term Adjustment Requirements," Austrian Economic Quarterly, WIFO, vol. 15(1), pages 54-77, April.
    7. AIGINGER Karl, 2011. "Why Performance Differed Across Countries In The Recent Crisis," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 55(2), pages 20-27.
    8. Vanessa Redak & Alexander Tscherteu, 2003. "Basel II, Procyclicality and Credit Growth - First Conclusions from QIS 3," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 5, pages 56-69.
    9. Karl Aiginger, 2009. "Strengthening the Resilience of an Economy. Strategies to Prevent another Crisis," WIFO Working Papers 338, WIFO.

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