Implementation of the Basel Accords I and II in Greek Banking System: The Application of Standardized Approach
Keywords:
Banks, Basel Accords, Capital Requirements, Credit Risk, Banking Supervision
Abstract
This paper focuses on the analysis of the main implications of Basel I and Basel II, based on risk sensitiveness due to credit risk, in Greek Banking System and assesses their effect per portfolio and per Bank in order to evaluate capital charges and to measure credit risk exposure.
Downloads
Download data is not yet available.
References
Ayadi, R., Resti, A. 2004. The New Basel Capital Accord and the Future of the European Financial System. CEPS Taskforce Report, No. 51, CEPS, Brussels.
Bartholomew, D. 2002. Multivariate Analysis Made Clear. New York, USA: Chapman & Hall.
Bank of Greece. 1999. Bank of Greece Governor’s Act 2442/29.1.1999.
Basel Committee on Banking Supervision. 1988. International Convergence of Capital Measurement and Capital Standards, Bank for International Settlements, Press & Communications.
Basel Committee on Banking Supervision. 1999. A New Capital Adequacy Framework, Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2000. Credit Ratings and Complementary Sources of Credit Quality Information, Working Paper, No.3, Bank for International Settlements, Press & Communications.
Basel Committee on Banking Supervision. 2001a. Overview of the New Basel Capital Accord, Consultative Document, Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2001b. The New Basel Capital Accord: an Explanatory Note, Bank for International Settlements, Press & Communications.
Basel Committee on Banking Supervision. 2001c. Quantative Impact Analysis (2). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Basel Committee on Banking Supervision. 2002. Quantative Impact Analysis (2.5). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Basel Committee on Banking Supervision. 2003a. The New Basel Capital Accord, Third Consultative Document, Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2003b. Quantative Impact Analysis (3). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Basel Committee on Banking Supervision. 2004. International Convergence of Capital Measurement and Capital Standards: A Revised Framework. Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2005. Quantative Impact Analysis (4). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Basel Committee on Banking Supervision. 2006a. International Convergence of Capital Measurement and Capital Standards: a Revised Framework, Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2006b. Quantative Impact Analysis (5). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Crouhy, M., Galai D., Mark, M. 2000. Risk Management, McGrawn Hill.
Hendricks, D., Hirtle, B. 1997, Bank Capital Requirements for Market Risk: The Internal Models Approach. Federal Reserve Bank of New York, Economic Policy Review, 3 (4), 1-12.
Jackson, P., 2002, Bank Capital Basel II Developments. Financial Stability Review. Bank of England. 103-109.
Jones, D., Mingo, J. 1999. Credit Risk Modeling and Internal Capital Allocations. Federal Reserve Bank of New York. Economic Policy Review, 4, 3 (2), 53-60.
Ozdemir, B., Miu, P. 2009. Basel II Implementation: A Guide to Developing and Validating a Compliant Internal Risk Rating System. Mc Graw – Hill.
Santos, J., 2000. Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature. BIS Working Paper, No. 90, Bank for International Settlements Press & Communications.
Bartholomew, D. 2002. Multivariate Analysis Made Clear. New York, USA: Chapman & Hall.
Bank of Greece. 1999. Bank of Greece Governor’s Act 2442/29.1.1999.
Basel Committee on Banking Supervision. 1988. International Convergence of Capital Measurement and Capital Standards, Bank for International Settlements, Press & Communications.
Basel Committee on Banking Supervision. 1999. A New Capital Adequacy Framework, Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2000. Credit Ratings and Complementary Sources of Credit Quality Information, Working Paper, No.3, Bank for International Settlements, Press & Communications.
Basel Committee on Banking Supervision. 2001a. Overview of the New Basel Capital Accord, Consultative Document, Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2001b. The New Basel Capital Accord: an Explanatory Note, Bank for International Settlements, Press & Communications.
Basel Committee on Banking Supervision. 2001c. Quantative Impact Analysis (2). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Basel Committee on Banking Supervision. 2002. Quantative Impact Analysis (2.5). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Basel Committee on Banking Supervision. 2003a. The New Basel Capital Accord, Third Consultative Document, Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2003b. Quantative Impact Analysis (3). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Basel Committee on Banking Supervision. 2004. International Convergence of Capital Measurement and Capital Standards: A Revised Framework. Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2005. Quantative Impact Analysis (4). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Basel Committee on Banking Supervision. 2006a. International Convergence of Capital Measurement and Capital Standards: a Revised Framework, Bank for International Settlements Press & Communications.
Basel Committee on Banking Supervision. 2006b. Quantative Impact Analysis (5). Bank for International Settlements Press & Communications. (https://www.bis.org/bcbs/qis/qishist.htm)
Crouhy, M., Galai D., Mark, M. 2000. Risk Management, McGrawn Hill.
Hendricks, D., Hirtle, B. 1997, Bank Capital Requirements for Market Risk: The Internal Models Approach. Federal Reserve Bank of New York, Economic Policy Review, 3 (4), 1-12.
Jackson, P., 2002, Bank Capital Basel II Developments. Financial Stability Review. Bank of England. 103-109.
Jones, D., Mingo, J. 1999. Credit Risk Modeling and Internal Capital Allocations. Federal Reserve Bank of New York. Economic Policy Review, 4, 3 (2), 53-60.
Ozdemir, B., Miu, P. 2009. Basel II Implementation: A Guide to Developing and Validating a Compliant Internal Risk Rating System. Mc Graw – Hill.
Santos, J., 2000. Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature. BIS Working Paper, No. 90, Bank for International Settlements Press & Communications.
Published
2020-09-24
How to Cite
Donatou, A., & Leventides, J. (2020). Implementation of the Basel Accords I and II in Greek Banking System: The Application of Standardized Approach. Journal of Research in Business, Economics and Management, 15(1), 1-11. Retrieved from http://scitecresearch.com/journals/index.php/jrbem/article/view/1925
Section
Articles
TRANSFER OF COPYRIGHT
JRBEM is pleased to undertake the publication of your contribution to Journal of Research in Business Economics and Management.
The copyright to this article is transferred to JRBEM(including without limitation, the right to publish the work in whole or in part in any and all forms of media, now or hereafter known) effective if and when the article is accepted for publication thus granting JRBEM all rights for the work so that both parties may be protected from the consequences of unauthorized use.
