ISSN (Print) - 0012-9976 | ISSN (Online) - 2349-8846

Bank CapitalSubscribe to Bank Capital

Did BIS Regulations Shorten Debt Maturity in Developing Countries?

The Bank for International Settlement's 1998 Capital Accord recommends a smaller risk weight for short-term exposures to developing countries than for exposures with more than one year maturity. This paper shows that such differential treatment of risk may have been one of the factors behind the rapid growth of short-term banking debt to developing countries in the 1990s, believed to be one of the major causes of the financial crises in Asia, Russia and Brazil.

Risk-Based Standards, Portfolio Risk and Bank Capital

Examination of the effect of risk-based standards on bank capital and portfolio risk and an attempt towards operationalising a framework for understanding the interrelationships between portfolio risk and capital in the Indian context.

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