Πιθανή επίδραση από την εφαρμογή της Βασιλείας ΙΙ σε σχέση με το μέγεθος των οικονομιών και τραπεζών
Κουτρουμπάς, Νικόλαος Ε.
SubjectΔιατριβές ; Τράπεζες και τραπεζικές εργασίες, Διεθνείς ; Τραπεζικό μάνατζμεντ ; Πιστωτικός κίνδυνος
By the end of 2006 or most probable at the beginning of 2007 and beyond banks will start to implement the new Basel Accord. This dissertation aims at presenting concisely but efficiently the New Basel Accord and analyzing the potential impact of the new regulation. The analysis focuses on the potential repercussion of the new Basel Accord on developed and developing economies as well as in relation to the bank size. The main conclusions drawn are the following. Developing economies will bare most of the cost due to the potential cut-back on loans towards them. Credit squeeze will occur due to the increase in regulatory capital requirements that the borrowing countries will face as a result of different credit risk calculation. Small –sized banks will probably face an increase in competition, in cost of adjusting systems and procedures as well as regulatory capital cost. Finally, the phenomenon of procyclicality may not occur or occur mildly since studies lead to contradictory conclusions.