Existence and qualitative properties of concentrating by Bartolucci D., Pistoia A.

By Bartolucci D., Pistoia A.

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2) where: E is the value of the exposure r is the risk weight of the exposure As in the old Accord, the risk weights are determined by the category— sovereigns, banks, and corporates—of the borrower. However, there is no distinction on the risk weighting depending on whether the country is a member of the OECD. Instead the risk weights for exposures depend on external credit assessments like rating agencies. 1 Risk Weights for Sovereigns and for Banks Despite the concerns regarding the use of external credit assessments— especially credit ratings—the old Accord (with the 0% risk weight for all sovereigns) was replaced by an approach that relies on sovereign assessments of eligible ECAI.

In June 1999, the initial consultative proposal contained three fundamental innovations, each designed to introduce greater risk sensitivity into the accord: 1. The current standard should be supplemented with two additional “pillars” dealing with supervisory review and market discipline. They should reduce the stress on the quantitative pillar one by providing a more balanced approach to the capital assessment process. 2. Banks with advanced risk management capabilities should be permitted to use their own internal systems for evaluating credit risk—known 1 The Basel Committee on Banking Supervision (BCBS) is a committee of central banks and bank supervisors from the major industrialized countries that meet every three months at the Bank for International Settlements (BIS) in Basel.

1998a), Zi,t is considered to have a Gaussian distribution with mean 0 and variance 1. 4) with Xt ∼ N (0, 1) and εi,t ∼ N (0, 1). The interpretation is that the random effect of the asset value of borrower i is a combination of a systematic risk factor Xt which affects all borrowers, and an idiosyncratic risk factor εi,t affecting only borrower i. Hereby, it is assumed that the εi,t are independent identically distributed (iid) for all i and t, while the Xt are also iid. √ The parameter ρ is often called the factor loading of the systematic risk factor and is interpreted as the sensitivity against systematic risk.

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