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The Vulnerabilities of the Risk Assessment Model Elaborated by the Basel Committee for Banking Supervision

In: Business Revolution in a Digital Era

Author

Listed:
  • Paul Baranga

    (Academy of Economic Studies)

  • Iulian Zalinca

    (Academy of Economic Studies)

Abstract

We are going to present a series of limitations that exist in the methodology for determining the capital adequacy ratio at the credit institutions and investment firms level. To that effect, a series of problematic aspects that taken into account in the methodology for calculating the capital adequacy ratio will be presented, econometric demonstrations will be presented for some of the identified situations, and solutions for the remedial of such deficiencies will be proposed.

Suggested Citation

  • Paul Baranga & Iulian Zalinca, 2021. "The Vulnerabilities of the Risk Assessment Model Elaborated by the Basel Committee for Banking Supervision," Springer Proceedings in Business and Economics, in: Alina Mihaela Dima & Fabrizio D'Ascenzo (ed.), Business Revolution in a Digital Era, pages 145-157, Springer.
    • Handle: RePEc:spr:prbchp:978-3-030-59972-0_11
    DOI: 10.1007/978-3-030-59972-0_11
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    Cited by:

    1. Razvan Sorin Șerbu & Laurentiu Paul Baranga & Ovidiu Gheorghe Petru, 2021. "Creditworthiness Assessment for Credit Institutions and for the Risk Associated with Excessive Leverage toward Sustainable Performance," Sustainability, MDPI, vol. 13(21), pages 1-16, October.

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