scholarly journals The New Basel Accord: Some Potential Implications of the New Standards for Credit Risk

2002 ◽  
Author(s):  
Esa Jokivuolle ◽  
Karlo Kauko
Keyword(s):  
Credit Risk ◽  
Basel Accord ◽  
New Basel Accord

scholarly journals Procyclicality and the New Basel Accord-Banks' Choice of Loan Rating System

2003 ◽  
Author(s):  
Eva Catarineu-Rabell ◽  
Patricia Jackson ◽  
Dimitrios P. Tsomocos
Keyword(s):  
Rating System ◽  
Basel Accord ◽  
New Basel Accord

The new basel accord: stepping up to the challenge

Balance Sheet ◽  
2001 ◽  
Vol 9 (2) ◽  
Author(s):  
Denzil Stirk ◽  
Paul Rew
Keyword(s):  
Basel Accord ◽  
New Basel Accord

scholarly journals Does the New Basel Accord Affect Credit in Italy?

2017 ◽  
Vol 07 (04) ◽  
pp. 341-351 ◽  
Author(s):  
Mario Mustilli ◽  
Eugenio D’Angelo ◽  
Francesco Campanella ◽  
Domenico Graziano
Keyword(s):  
Basel Accord ◽  
New Basel Accord

scholarly journals Comparative empirical analysis on the effect of mortgage loan on capital adequacy ratio

2017 ◽  
Vol 5 (3) ◽  
pp. 6
Author(s):  
Yusuf Dinç
Keyword(s):  
Credit Risk ◽  
Negative Impact ◽  
Capital Adequacy ◽  
Mortgage Loan ◽  
Basel Accord ◽  
Main Indicator ◽  
Capital Adequacy Ratio ◽  
Key Factor ◽  
Conventional Banks ◽  
Positive Results

Capital adequacy ratio is the main indicator for banks to proceed with their operations. Standards for the calculation of the ratio are based on Basel Accord. Key factor for the calculation is credit risk. Credit risk is a function of credit and collateral type. In this case, mortgage has lower risk weight based on its collateral structure on credit risk. This research evaluates the effects of mortgages on capital adequacy ratio to understand the effects of collateral based credits. The findings show positive results between capital adequacy ratio and mortgages of participation banks. However, mortgages have negative impact on capital adequacy ratio of conventional banks. Participation and conventional banks of Turkey are compared on linear regression to analyse the effects of mortgages on capital adequacy ratio. Results are important for further research and professionals.

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