Publication detail

NEW METHODS OF CAPITAL ADEQUACY AND ITS VALIDATION

Author(s):
Type: Article in collection
Year: 2007
Number:
ISSN / ISBN: ISBN 978-80-248-1324-0
Published in: Sborník MEKON 2007
Publishing place: VYSOKÁ ŠKOLA BÁŇSKÁ - TECHNICKÁ UNIVERZITA OSTRAVA
Keywords: capital adequacy, Basel II, bank risks, supervisor, validation
JEL codes:
Suggested Citation:
Grants: 402/05/2123 (2005-2007) Efficiency of Financial Markets and New Basel Capital Accord (NBCA)
Abstract: This text outlines basic problems connected to implementation of capital adequacy calculation in banking systems. First it briefly describes new Basel II Framework with explanation of elementary concepts and problems. Later on, problems of new approaches and models validation by supervisors are explained. In conclusion it only very shortly characterizes situation on the Czech banking market.

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