Models for Bank Risk Regulation - Dynamics Modelling and Prospects

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cris.sourceIdoai:journals.unwe.bg:article/472
dc.creatorFeschiyan, Danielaen
dc.creatorAndasarova, Radkaen
dc.date2020-04-02
dc.date.accessioned2026-09-24T23:12:48Z
dc.date.available2026-09-24T23:12:48Z
dc.descriptionThe 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.en
dc.formatapplication/pdf
dc.identifierhttps://rp.unwe.bg/index.php/rp/article/view/472
dc.identifier10.37075/RP.2020.1.04
dc.identifier.urihttps://ds.e-dnrs.org/handle/123456789/1513
dc.languagebg
dc.publisherAcademic Publishing UNWE (AP-UNWE)en
dc.relationhttps://rp.unwe.bg/index.php/rp/article/view/472/464
dc.rightsCopyright (c) 2020 Daniela Feschiyan, Radka Andasarova (Author)en
dc.rightshttps://creativecommons.org/licenses/by/4.0en
dc.sourceResearch Papers of UNWE; No. 1 (2020); 77-88en
dc.subjectBasel committee on banking supervisionen
dc.subjectStandardized approach (SA)en
dc.subjectRisk-weighted assets (RWA)en
dc.subjectCredit risken
dc.subjectG2 - Financial Institutions and Servicesen
dc.subjectM4 - Accounting and Auditingen
dc.titleModels for Bank Risk Regulation - Dynamics Modelling and Prospectsen
dc.typePeer-reviewed Articleen

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