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Does Basel II fail?

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dc.contributor.author Viets, Daniel P
dc.date.accessioned 2011-03-28T20:33:09Z
dc.date.accessioned 2022-10-25T07:15:18Z
dc.date.available 2011-03-28T20:33:09Z
dc.date.available 2022-10-25T07:15:18Z
dc.date.copyright 2006
dc.date.issued 2006
dc.identifier.uri https://ir.wgtn.ac.nz/handle/123456789/23528
dc.description.abstract The recent endorsement of the new Basel II Accord by G10 central bankers has fuelled an on-going debate amongst bank regulators, policy makers and bankers on the merits and demerits of the new regulatory framework for stakeholders and financial markets. This thesis explores several questions concerning the new Accord, including: (1) Does it meet the objectives set out by the Basel Committee on Banking Supervision? (2) What will the impact be upon the lending activities conducted by banks? (3) Will bank capital levels rise or fall as a result of its adoption? (4) Will bank fragility and the likelihood of bank failure increase or decrease? (5) Ultimately, does Basel II fail? While a major overhaul of Basel I was required, and the objectives of the BCBS have merit, we conclude that the new framework has significant deficiencies which will distort lending practices and has the potential to aggravate, rather than diminish, the risks of certain banks and national banking systems which are unable to implement the most advanced risk measurement methods. From a national policy perspective, fostering development and implementation of adequate macro-prudential standards must be the initial focus and underlying foundation upon which prudential bank regulation is developed, rather than relying upon a highly complex and prescriptive capital-based regulatory environment of institutional risks. en_NZ
dc.format pdf en_NZ
dc.language en_NZ
dc.language.iso en_NZ
dc.publisher Te Herenga Waka—Victoria University of Wellington en_NZ
dc.title Does Basel II fail? en_NZ
dc.type Text en_NZ
vuwschema.type.vuw Awarded Research Masters Thesis en_NZ
thesis.degree.discipline Economics en_NZ
thesis.degree.grantor Te Herenga Waka—Victoria University of Wellington en_NZ
thesis.degree.level Masters en_NZ
thesis.degree.name Master of Commerce and Administration en_NZ

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