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Title:How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data PDF Logo
Authors:Liebig, Thilo
Porath, Daniel
di Mauro, Beatrice Weder
Wedow, Michael
Issue Date:2004
Series/Report no.:Discussion Paper, Series 2: Banking and Financial Supervision 2004,05
Abstract:This paper investigates whether the new Basel Accord will induce a change in bank lending to emerging markets using a comprehensive new data set on German banks` foreign exposure. We test two interlinked hypotheses on the conditions under which the change in the regulatory capital would leave lending flows unaffected. This would be the case if (i) the new regulatory capital requirement remains below the economic capital and (ii) banks' economic capital to emerging markets already adequately reflects risk. On both accounts the evidence indicates that the new Basel Accord should have a limited effect on lending to emerging markets.
Subjects:Basel Accord
Banking Regulation
International Lending
JEL:F33
G28
F34
Document Type:Working Paper
Appears in Collections:Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank

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