Czasopismo
Tytuł artykułu
Autorzy
Warianty tytułu
The New Capital Adequacy and the Cost of Capital
Języki publikacji
Abstrakty
Celami niniejszego opracowania są zaprezentowanie i ocena zagrożeń, które mogą wynikać z wprowadzenia w życie postanowień "Nowej umowy kapitałowej". (fragment tekstu)
The achievement of the proper balance between capital and risk lies behind the last Capital Adequacy updates that are widely known as Basel II. The main changes within the international banking regulations were incorporated primarily in the area of credit risk. It's worth to mention that Basel II brings into life a completely new charge serving as a cushion against operational risk losses. The Basel II emphasizes that assets with a higher risk require higher capital charge for covering possible losses. As a result it's highly probable that we will observe the squeeze on capital flows to emerging markets - perceived as more risky comparing to fully developed countries. The following paper focuses on the current threats regarding the impact of the New Capital Adequacy on the emerging economies - especially the new members of the EU. (original abstract)
Czasopismo
Rocznik
Strony
22--27
Opis fizyczny
Twórcy
autor
- Akademia Ekonomiczna we Wrocławiu, doktorant
Bibliografia
- Balcerowicz L., Uwagi do drugiego dokumentu konsultacyjnego "Nowa metodologia adekwatności kapitałowej", wydanego przez Bazylejski Komitet Nadzoru Bankowego, Komisja Nadzoru Bankowego, Warszawa 2001.
- Cruz M., Modeling, Measuring and Hedging Operational Risk, John Wiley & Sons, New York 2002.
- Dziekoński P., Nowa bazylejska umowa kapitałowa - konsekwencje dla rynku kredytowego, Narodowy Bank Polski, Warszawa, czerwiec 2003.
- Griffith-Jones S., Spratt S., Will the Proposed New Basel Capital Accord Have a Net Negative Effect on Developing Countries? Institute of Development Studies, University of Sussex, Brighton, May 2001.
- Hayes S., Saporta V., Lodge D., The Impact of the New Basel Accord on the Supply of Capital to Emerging Market Economies, Financial Stability Review, Bank of England, December 2002.
- Powell A., A Capital Accord for Emerging Economies? Universidad Torcuato Di Telia and Visiting Research Fellow, World Bank (Financial Sector Strategy and Policy - FSP), September 2001.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171224165