Models for Bank Risk Regulation - Dynamics Modelling and Prospects
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Academic Publishing UNWE (AP-UNWE)
Abstract
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The Standardized Approach (SA) for credit risk assessment is a positive asset in bank capital regulation in contemporary banking. The revisions to the regulatory framework – Basel III by the Basel Committee on Banking Supervision is a long continuous process influenced by numerous economic, social and political factors. The present article shows the modern aspects of credit risk regulation in banks within Basel III: Finalising post-crisis reforms. The study presents the development and chronology of the global regulatory frameworks for banks - Basel I, Basel II and Basel III. The theoretical interpretation of the proposed new standardized approach for risk modeling in banks is reviewed.
Keywords
Basel committee on banking supervision, Standardized approach (SA), Risk-weighted assets (RWA), Credit risk, G2 - Financial Institutions and Services, M4 - Accounting and Auditing