Publication Date: 2022/01/15
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
DOI: No DOI Available
PDF: https://ijirst.demo4.arinfotech.co/assets/upload/files/IJISRT22JAN049.pdf
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