Authors :
AFFES M'HAMED
Volume/Issue :
Volume 7 - 2022, Issue 1 - January
Google Scholar :
http://bitly.ws/gu88
Scribd :
https://bit.ly/3A3ztIX
Abstract :
This article is motivated by an empirical
study is carried out to estimate the prudential capital
requirements to the credit risks actually incurred on
their different categories of commitments, which has
become increasingly close to reality and allows banks to
hedge against the risk of failure; And how banks using
modern internal control instruments (IRBs) to manage
their credit risks are rewarded with relatively lower
regulatory capital requirements. However, banks
provide coverage against the risk of default of their
client by the constitution of regulatory capital which is
estimated with specialized models and specific for each
type of outstanding.
Keywords :
Credit Risk, Basel II, Basel III, experimental economics , IRB approach
This article is motivated by an empirical
study is carried out to estimate the prudential capital
requirements to the credit risks actually incurred on
their different categories of commitments, which has
become increasingly close to reality and allows banks to
hedge against the risk of failure; And how banks using
modern internal control instruments (IRBs) to manage
their credit risks are rewarded with relatively lower
regulatory capital requirements. However, banks
provide coverage against the risk of default of their
client by the constitution of regulatory capital which is
estimated with specialized models and specific for each
type of outstanding.
Keywords :
Credit Risk, Basel II, Basel III, experimental economics , IRB approach
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