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Autor:innen: 
Erscheinungsjahr: 
2003
Schriftenreihe/Nr.: 
Working Paper No. 03.05
Verlag: 
Swiss National Bank, Study Center Gerzensee, Gerzensee
Zusammenfassung: 
We examine the prudential implications of the co-existence between the standardized approach and the internal ratings-based (IRB) approach, as defined in the new Basle Accord. We consider a model in which sophisticated banks, eligible for the IRB approach, and unsophisticated banks, eligible for the standardized approach, allocate their loan portfolio between high-risk and lowrisk borrowers. We find that the co-existence between the two regimes may induce sophisticated banks to decrease risk-taking, but encourage unsophisticated banks to increase risk-taking. The risk reallocation effects are stronger when competition is more intense.
Schlagwörter: 
Banking regulation
capital standards
Basel Accord
JEL: 
G2
G28
Dokumentart: 
Working Paper

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