Economics, Econometrics and Finance
4 years ago

Basel III: New Capital Requirements to Tackle Credit Risk Challenges

World Scientific Book Chapters
Credit Risk, Default, and Borrowing Costs
Oliviero Roggi, Alessandro Giannozzi

Paper Summary

The article discusses how banks define and manage credit risk, which is the risk of borrowers not repaying loans. It explains the factors that contribute to credit risk and how regulations like Basel II and Basel III aim to improve risk measurement and capital requirements after the 2008 financial crisis.

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