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Risk Management by the Basel Committee: Evaluating Progress made from the 1988 Basel Accord to Recent Developments

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  • Ojo, Marianne

Abstract

This paper traces developments from the inception of the 1988 Basel Capital Accord to its present form (Basel II). In highlighting the flaws of the 1988 Accord, an evaluation is made of the Basel Committee’s efforts to address such weaknesses through Basel II. Whilst considerable progress has been achieved, the paper concludes, based on one of the principal aims of these Accords, namely the management of risk, that more work is still required particularly in relation to hedge funds and those risks attributed to non bank financial institutions.

Suggested Citation

  • Ojo, Marianne, 2008. "Risk Management by the Basel Committee: Evaluating Progress made from the 1988 Basel Accord to Recent Developments," MPRA Paper 10051, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:10051
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    File URL: https://mpra.ub.uni-muenchen.de/10051/1/MPRA_paper_10051.pdf
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    References listed on IDEAS

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    1. Marc Saidenberg & Til Schuermann & May, "undated". "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
    2. Simona E. Cociuba, 2009. "Seeking stability: what's next for banking regulation?," Economic Letter, Federal Reserve Bank of Dallas, vol. 4(apr).
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    Cited by:

    1. repec:bbz:fcpbbr:v:10:y:2013:i:4:p:91-109 is not listed on IDEAS
    2. Balogh Peter & BOLOCAN DRAGOS-MIHAIL, 2010. "The Management Of Credit Risk According To Internal Ratings- Based Approach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 665-671, December.

    More about this item

    Keywords

    risk; management; regulation; banks; Basel; Committee;

    JEL classification:

    • K2 - Law and Economics - - Regulation and Business Law
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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