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dc.contributor.authorFees, Eberharden
dc.contributor.authorHege, Ulrichen
dc.date.accessioned2006-08-01-
dc.date.accessioned2009-07-24T13:47:08Z-
dc.date.available2009-07-24T13:47:08Z-
dc.date.issued2004-
dc.identifier.piurn:nbn:de:hebis:30-10769en
dc.identifier.urihttp://hdl.handle.net/10419/25415-
dc.description.abstractThe Basel Committee plans to differentiate risk-adjusted capital requirements between banks regulated under the internal ratings based (IRB) approach and banks under the standard approach. We investigate the consequences for the lending capacity and the failure risk of banks in a model with endogenous interest rates. The optimal regulatory response depends on the banks' inclination to increase their portfolio risk. If IRB-banks are well-capitalized or gain little from taking risks, then they will increase their market share and hold safe portfolios. As risk-taking incentives become more important, the optimal portfolio size of banks adopting intern rating systems will be increasingly constrained, and ultimately they may lose market share relative to banks using the standard approach. The regulator has only limited options to avoid the excessive adoption of internal rating systems.en
dc.language.isoengen
dc.publisher|aGoethe University Frankfurt, Center for Financial Studies (CFS) |cFrankfurt a. M.en
dc.relation.ispartofseries|aCFS Working Paper |x2004/25en
dc.subject.jelK13en
dc.subject.jelH41en
dc.subject.ddc330en
dc.subject.keywordBasel II Accord, risk-based capital, internal ratings based approach, bank capital, bank competition, risk-takingen
dc.titleThe Basel II Accord: Internal ratings and bank defferentiation-
dc.typeWorking Paperen
dc.identifier.ppn482908890en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:cfswop:200425en

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