The Impact of the Basel on Minimum Interest Rate

被引：0
|
作者：
Novotny, Josef [1 ]
机构：
[1] VSB TU Ostrava, Ekon Fak, Katedra Financi, Ostrava 72101, Czech Republic
来源：
FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 9TH INTERNATIONAL SCIENTIFIC CONFERENCE PROCEEDINGS, PTS I-III | 2013年
关键词：
Capital requirement; Capital adequacy ratio; Basel 1 (The Basel Capital Accord); Basel II (The New Basel Capital Accord); Basel III; Standardised Approach; Foundation IRB; risk premium; liquidity premium; probability of default;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The paper is devodet to impact of the Basel on minimum interest rate. The methodology for setting the prices of credit instruments (setting of minimum interest rates) is described, so that it is possible to compare the impacts of individual methods for setting a capital requirement for credit risk (Basel I - Basel Capital Accord, Basel If - New Basel Capital Accord and Basel III) on the price for credit instruments offered by the bank. The impact of the individual Basel's approaches is calculated on selected credit instruments (clients).
引用
收藏
页码：621 / 629
页数：9
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