The New Regulation of Bank Capital Adequacy: The Implementation of an Internal Rating System (La Nuova Regolamentazione Dell'Adeguatezza Patrimoniale Delle Aziende di Credito: l'implementazione di un Sistema di Rating Interno)

Scannella, Enzo

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The New Regulation of Bank Capital Adequacy: The Implementation of an Internal Rating System (La Nuova Regolamentazione Dell'Adeguatezza Patrimoniale Delle Aziende di Credito: l'implementazione di un Sistema di Rating Interno)

Studi e Note di Economia, No. 1, pp. 123-157, 2004

36 Pages Posted: 13 Jan 2012 Last revised: 6 Jun 2012

See all articles by Enzo Scannella

Enzo Scannella

University of Palermo - d/SEAS

Date Written: April 1, 2004

Abstract

The paper evaluates the impact of the new bank capital adequacy framework on the bank lending business model. Particularly, the first section compares the standardized approach with the internal rating based approach. The second section analyses the impact of the rating quantification and rating implementation on the organizational structures of large Italian banks.

Note: Downloadable document is in Italian.

Keywords: Capital adequacy, bank regulation, Basel Accord, rating, risk management, banking supervision, lending

JEL Classification: G01, G20, G21, G28, G32, K20, M10, M15

Suggested Citation: Suggested Citation

Scannella, Enzo, The New Regulation of Bank Capital Adequacy: The Implementation of an Internal Rating System (La Nuova Regolamentazione Dell'Adeguatezza Patrimoniale Delle Aziende di Credito: l'implementazione di un Sistema di Rating Interno) (April 1, 2004). Studi e Note di Economia, No. 1, pp. 123-157, 2004, Available at SSRN: https://ssrn.com/abstract=1984002