Credit risk measurement under Basel II
Subtitle: an overview and implementation issues for developing countries
By: Constantinos Stephanou, Juan Carlos Mendoza.
Contributors: Mendoza, Juan Carlos; World Bank.
Series: Policy research working paper ;; 3556; Policy research working papers (Online) ;; 3556.
Publisher: World Bank
Published: 2005
Place of publication: [Washington, D.C
Language: eng
Format: Electronic resource
Subjects: Country risk -- Developing countries.; Credit -- Developing countries.
Description: "The objective of this paper is to provide an overview of the changes in the calculation of minimum regulatory capital requirements for credit risk that have been drafted by the Basel Committee on Banking Supervision (Basel II).  Even though the revised credit capital rules represent a dramatic change compared to Basel I, it is shown that Basel II merely seeks to codify (albeit incompletely) existing good practices in bank risk measurement.  However, its effective implementation in many developing countries is hindered by fundamental weaknesses in financial infrastructure that will need to be addressed as a priority. "--World Bank web site.
Notes: Includes bibliographical references.
Title from PDF file as viewed on 4/11/2005.
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.