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dc.contributor.authorStyger, Paul
dc.contributor.authorVan Vuuren, Gary Wayne
dc.date.accessioned2013-01-18T10:06:17Z
dc.date.available2013-01-18T10:06:17Z
dc.date.issued2011
dc.identifier.citationEsterhuysen, J. et al. 2011. The effect of stressed economic conditions on credit risk in Basel II. South African journal of economic and management sciences, 14(2):122-137. [http://sajems.org/index.php/sajems/index]en_US
dc.identifier.issn1015-8812
dc.identifier.issn2222-3436 (Online)
dc.identifier.urihttp://hdl.handle.net/10394/7919
dc.description.abstractThe robustness of the Basel II accord in protecting banks during volatile economic periods has been challenged during the ongoing credit crisis. In particular, advanced approaches to measuring and managing credit risk have drawn criticism for being both irrelevant and too complex. Despite accusations that the accord was largely responsible for the crisis, this article explores which of Basel II�s credit risk approaches were more successful in allocating capital. It was found that, in general, compliance with Basel II actually protected banks during the crisis, with simpler approaches enjoying greater success than more advanced ones in protecting banks against credit risk.en_US
dc.language.isoenen_US
dc.publisherSabometen_US
dc.subjectCredit risken_US
dc.subjectloss and frequency distributionsen_US
dc.subjectcredit crisisen_US
dc.subjectBasel IIen_US
dc.titleThe effect of stressed economic conditions on credit risk in Basel IIen_US
dc.typeArticleen_US
dc.contributor.researchID10061231 - Styger, Paul
dc.contributor.researchID12001333 - Van Vuuren, Gary Wayne


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